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What determines corporate pension fund risk-taking strategy?

An, Heng; Huang, Zhaodan; Zhang, Ting - In: Journal of banking & finance 37 (2013) 2, pp. 597-613

Persistent link: https://www.econbiz.de/10009705612

The activity analysis of companies within certain economic sectors based on risk indicators

Dalea, Iustin - In: Acta Universitatis Danubius / Oeconomica 9 (2013) 2, pp. 5-15

Persistent link: https://www.econbiz.de/10010202691

Transition probability matrix methodology for incremental risk charge

Yavin, Tzahi; Wang, Eugene; Zhang, Hu; Clayton, Michael A. - In: Journal of financial engineering 1 (2014) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10010508091

Modeling coherent trading risk parameters under illiquid market perspective

Janabi, Mazin A. M. al - In: Studies in economics and finance 28 (2011) 4, pp. 301-320

Persistent link: https://www.econbiz.de/10009388603

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002636144

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity. The theoretical results obtained indicate that if firm-specific risk...

Persistent link: https://www.econbiz.de/10003120648

Special issue on asset price dynamics and risk management

Cheung, Yin-Wong (contributor) - 2000

Persistent link: https://www.econbiz.de/10001688733

Funding liquidity risk from a regulatory perspective

Gouriéroux, Christian; Heam, J.-C. - 2013

Persistent link: https://www.econbiz.de/10010342724

Funding Liquidity Risk : From Measurement to Management

Skoglund, Jimmy - 2013

The financial crisis at the end of last decade has called for a comprehensive liquidity risk management framework. The … challenge not only lies in finding appropriate liquidity risk measures but more importantly how to apply these measures to … implement a risk based liquidity management. A core component in such a framework includes proper risk measures for liquidity …

Persistent link: https://www.econbiz.de/10013084546

Tracking Down Distress Risk

Kapadia, Nishad - 2010

This paper shows that exposure to aggregate distress risk is the underlying source of the premiums for the Fama-French size (SMB) and value (HML) factors. Using a unique dataset of aggregate business failures of both private and public firms from 1926 to 1997, I build portfolios that track news...

Persistent link: https://www.econbiz.de/10013151437