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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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Oversight and risk management of payments schemes
Mallekoote, Piet M.; Balraadjsing, Suren K. - In: Journal of risk management in financial institutions 15 (2021/2022) 4, pp. 418-428
Persistent link: https://www.econbiz.de/10013500595
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Assimilating operational risks in common trading systems
Parnes, Dror - In: The journal of operational risk 9 (2014/2015) 1, pp. 53-73
Persistent link: https://www.econbiz.de/10013262963
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005
Persistent link: https://www.econbiz.de/10002934295
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Measuring risk in complex stochastic systems
Franke, Jürgen (ed.) - 2000
Persistent link: https://www.econbiz.de/10001464339
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Neural network time series models for financial risk management
Virili, Francesco - 2001
Persistent link: https://www.econbiz.de/10001608000
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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
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Irrational decisions and managing operational risk
Cannon, David M.; Godwin, Joseph H.; Goldberg, Stephen R. - In: The journal of corporate accounting & finance 20 (2008/09) 5, pp. 73-75
Persistent link: https://www.econbiz.de/10003869004
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Operational risk management: the core risk for the operations manager
Brink, Gerrit Jan van den - In: Banking, trading - operations management, (pp. 95-134). 2003
Persistent link: https://www.econbiz.de/10001804243
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Risk Management with Expectiles
Bellini, Fabio - 2014
Expectiles (EVaR) are a one-parameter family of coherent risk measures that have been recently suggested as an alternative to quantiles (VaR) and to Expected Shortfall (ES). In this work we review their known properties, we discuss their financial meaning, we compare them with VaR and ES and we...
Persistent link: https://www.econbiz.de/10013049786