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On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy; Chen, Wei - In: The journal of risk model validation 5 (2011) 3, pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
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Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy; Vestal, Doug; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
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A mixed approach to risk aggregation using hierarcgucak copulas
Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 188-205
Persistent link: https://www.econbiz.de/10009737758
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On the time scaling af value-at-risk with trading
Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: The journal of risk model validation 5 (2011) 4, pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
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Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy; Chen, Wei - In: The journal of risk model validation 11 (2017) 1, pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
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Financial risk management : applications in market, credit, asset and liability management and firmwide risk
Skoglund, Jimmy; Chen, Wei - 2015
Persistent link: https://www.econbiz.de/10013546952
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The Nexus of climate crisis and asset liability management in frontier economies
Lv, Wendai; Mirza, Nawazish; Umar, Muhammad; Chen, Wei - In: Technological forecasting & social change : an … 192 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014443823