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Internecine interrelations among liquidity risk, market risk and credit risk in Indian banking system

Sharma, Raavinuthala Satya Krishna; Jain, Girish; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 6, pp. 780-797

Persistent link: https://www.econbiz.de/10014434350

The fundamental review of the trading book : implications for portfolio and risk management in the banking sector

McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1785-1816

Persistent link: https://www.econbiz.de/10014436097

Use of stress scenarios in market risk economic capital

Smillie, Alan; Epperlein, Eduardo; Pandya, Triyog - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 85-92

Persistent link: https://www.econbiz.de/10010259554

Stress test design

Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61

Persistent link: https://www.econbiz.de/10010259565

Corporate governance disclosure and security’s market risk in the United Arab Emirates

Uddin, Md Hamid; Hassan, Mostafa Kamal - In: International journal of economics and finance 6 (2014) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10010236887

Pros and cons of using derivatives

Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102

Persistent link: https://www.econbiz.de/10010190844

Quantile methods for financial risk management

Schaumburg, Julia - 2013

This thesis develops new methods to assess two types of financial risk. Market risk is defined as the risk of losing money due to drops in the values of asset portfolios. Systemic risk refers to the breakdown risk for the financial system induced by the distress of individual companies. During...

Persistent link: https://www.econbiz.de/10009783478

Basel 2.5 : a lot of sizzle but little nutritional value

Moosa, Imad A. - In: Journal of banking regulation 13 (2012) 4, pp. 320-335

Persistent link: https://www.econbiz.de/10009721141

Will Solvency II market risk requirements bite? : the impact of Solvency II on insurers' asset allocation

Höring, Dirk - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 250-273

Persistent link: https://www.econbiz.de/10009752622

The dynamic relations between market returns and two types of risk with business cycles

Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 593-618

Persistent link: https://www.econbiz.de/10010401371