Similar Search Results

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

Has the Basel Accord improved risk management during the global financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265

Persistent link: https://www.econbiz.de/10010365769

Model risk and the Great Financial Crisis : the rise of modern model risk management

Brown, Jeffrey A.; McGourty, Brad; Schuermann, Til - In: Analyzing the cumulative impact of regulatory reform : …, (pp. 339-353). 2016

Persistent link: https://www.econbiz.de/10011442649

Stress testing European banks : lessons for risk managers

Haben, Piers; Friedrich, Benjamin - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10011443585

Bank executive compensation structure, risk taking and the financial crisis

Guo, Lin; Jalal, Abu; Khaksari, Shahriar - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 609-639

Persistent link: https://www.econbiz.de/10011532058

Fairness and reflexivity in the Cyprus bail-in

Zenios, Stauros Andrea - In: Empirica : journal of european economics 43 (2016) 3, pp. 579-606

Persistent link: https://www.econbiz.de/10011535383

Stress testing and financial instability

Ionescu, Cristian - In: Economics, management and financial markets 9 (2014) 1, pp. 466-474

Persistent link: https://www.econbiz.de/10011543990

Systemic risk and asymmetric responses in the financial industry

López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485

Persistent link: https://www.econbiz.de/10011544046

The impact of the Basel accord on Greek banks : a stress test study

Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197

In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was...

Persistent link: https://www.econbiz.de/10011545145

Nonparametric factor analytic risk measurement in common stocks in financial firms : evidence from Korean firms

Baek, Seungho; Cursio, Joseph D.; Cha, Seung Y. - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 497-536

Persistent link: https://www.econbiz.de/10011470947