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How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark - In: Quantitative finance 19 (2019) 8, pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
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Interest rate risk propagation : evidence from the credit crunch
Yang, Hsin-Feng; Liu, Chih-Liang; Chou, Ray Yeutien - In: The North American journal of economics and finance : a … 28 (2014), pp. 242-264
Persistent link: https://www.econbiz.de/10010461946
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Introducing global term structure in a risk parity framework
Stagnol, Lauren - 2017
Persistent link: https://www.econbiz.de/10011738994
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Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María; Peña Sánchez de Rivera, … - In: Journal of banking & finance 37 (2013) 6, pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
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Bank portfolio risk and interest rate spread of risky loans : a methodological analysis
Yu, Hua - In: Journal of financial management and analysis : … 30 (2017) 2, pp. 72-80
Persistent link: https://www.econbiz.de/10011991729
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Bank portfolio risk and interest rate spread of risky loans : methodological analysis
Yu, Hua - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 50-58
Persistent link: https://www.econbiz.de/10011535336
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Abbildung, Messung und Steuerung von Zinsrisiken
Fröhlich, Joachim; Steinwachs, Patrick - In: Zinsrisikomanagement : neue Vorgaben der Bankenaufsicht …, (pp. 79-170). 2008
Persistent link: https://www.econbiz.de/10003719005
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Contingent convertible bonds for sovereign debt risk management
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 9 (2018) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012003110