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A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira; Marumo, Kouhei; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 49-82
Persistent link: https://www.econbiz.de/10001539610
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On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
Marumo, Kohei; Wolff, Rodney C. - In: Journal of risk 18 (2015/2016) 3, pp. 47-76
Persistent link: https://www.econbiz.de/10011439101
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Expansion methods applied to asset return distributions
Marumo, Kohei; Wolff, Rodney - In: Journal of risk 10 (2007/08) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10003643647
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Banks recapitalization policies in Japan and their impact on the market
Daigo, Satoshi; Yonetani, Tatsuya; Marumo, Kouhei - In: Journal of international financial markets, … 9 (1999) 3, pp. 195-215
Persistent link: https://www.econbiz.de/10001402182
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On the risk capital framework of financial institutions
Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - In: Monetary and economic studies 21 (2003) 3, pp. 83-105
Persistent link: https://www.econbiz.de/10001802336
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Risk management for equity portfolios of Japanese banks
Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 17 (1999) 2, pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
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Recent trends in the spread over Libor on the domestic straight bond trading market in Japan
Ieda, Akira - In: Monetary and economic studies 16 (1998) 2, pp. 113-128
Persistent link: https://www.econbiz.de/10001254355
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Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi; Yoshiba, Toshinao - In: Asia-Pacific financial markets 22 (2015) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
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Value-at-risk versus expected shortfall : a practical perspective
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Journal of banking & finance 29 (2005) 4, pp. 997-1015
Persistent link: https://www.econbiz.de/10002601150
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Comparative analyses of expected shortfall and value-at-risk [Teil] 3: their validity under market stress
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Monetary and economic studies 20 (2002) 3, pp. 181-237
Persistent link: https://www.econbiz.de/10001705659