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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano; Capponi, Agostino; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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Assessing foreign exchange risk associated to a public debt portfolio in Ghana using the value at risk technique
Mensah, Alice Constance; Okyere, Ebenezer; Antwi, Osei; … - In: International journal of economics, finance and … 2 (2014) 2, pp. 159-163
Persistent link: https://www.econbiz.de/10010382084
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Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik; Hacini, Mehdi-Vincent; Somefun, Koye - In: Quantitative finance 24 (2024) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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Hedge funds risk and connectedness
Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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Global risk factor theory and risk scenario generation based on the Rogov-causality test of time series time-warped longest common subsequence
Rogov, Mikhail - In: Financial econometrics and empirical market microstructure, (pp. 263-278). 2015
Persistent link: https://www.econbiz.de/10011326620
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Managing volatility : companies that take an integrated approach to mitigate strategic, financial, and operational risks develop a competitive advantage
Franke, Alexander; Rechtsteiner, Roland - In: Praxis des Risikomanagements : moderne Instrumente in …, (pp. 3-19). 2014
Persistent link: https://www.econbiz.de/10010350907
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Roque trading at Lloyds Bank International, 1974 : operational risk in volatile markets
Schenk, Catherine R. - In: Business history review 91 (2017) 1, pp. 105-128
Persistent link: https://www.econbiz.de/10011739150
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Risk analysis of hedge funds : a Markov switching model analysis
Teulon, Frédéric; Guesmi, Khaled; Jebri, Saoussen - In: The journal of applied business research 30 (2014) 1, pp. 243-253
Persistent link: https://www.econbiz.de/10010252063