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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Effect of the time to maturity on the risk of the covered call strategy
Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020
This chapter illustrates the selected issues connected with the covered call strategy: the strategy design, the impact of certain variables (the price of the underlying asset and time to expiration (maturity) on the performance of the values of the ratios delta, gamma, vega, theta, and rho....
Persistent link: https://www.econbiz.de/10012793374
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Different approaches to regulatory capital calculation for operational risk
Dziwok, Ewa - In: Contemporary Trends and Challenges in Finance : …, (pp. 135-143). 2018
Persistent link: https://www.econbiz.de/10013369198
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Risk-taking model in Indonesian banking companies
Putri, Reisa Dyasvaro Zulanda; Sri Hasnawati; … - In: The future opportunities and challenges of business in …, (pp. 53-57). 2020
Persistent link: https://www.econbiz.de/10012310727
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What do a bank's legal expenses reveal about its internal controls and operational risk?
McNulty, James E.; Akhigbe, Aigbe O. - In: Journal of financial stability 30 (2017), pp. 181-191
Persistent link: https://www.econbiz.de/10011825605
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Monitoring bank performance in the presence of risk
Epure, Mircea; Lafuente, Esteban - In: Journal of productivity analysis 44 (2015) 3, pp. 265-281
Persistent link: https://www.econbiz.de/10011578882
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Balancing the risks and rewards of fintech developments
Singapur / Monetary Authority - In: Financial market development, monetary policy and …, (pp. 279-291). 2020
Persistent link: https://www.econbiz.de/10012433078
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Research on advanced ideas and methods of personal loan risk management in commercial banks
Peng, Sanshao - In: Proceedings of the 5th International Conference on …, (pp. 324-239). 2022
Persistent link: https://www.econbiz.de/10013350034
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Asset liability management and interest rate risk in Solvency II : an empirical study
Herold, Wolfgang; Wirth, Martin - In: Asset-liability management with ultra-low interest …, (pp. 71-85). 2015
Persistent link: https://www.econbiz.de/10011302884
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The prevalence of credit risk in Greek banking : risk management & methodology for evaluating corporate credit risk and Greek business environment
Balomenou, Chrysanthi; Magridis, John - 2011
estimated the Risk Weight Assets for PD rating scale (National Bank of Greece published data) and relevant Figure/diagram. - In … World Bank and the results of the assessment of business sectors in Greece according to the model of Credit Risk Tracker …
Persistent link: https://www.econbiz.de/10011539455