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Industry market value at risk in Australia
Allen, David E. (contributor); Powell, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477132
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The fluctuating default risk of Australian banks
Allen, David E.; Powell, Robert - In: Australian journal of management 37 (2012) 2, pp. 297-325
Persistent link: https://www.econbiz.de/10009630156
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Tail risk for Australian emerging market entities
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410470
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Optimising a mining portfolio using CVaR
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410472
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Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
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The fluctuating default risk of Australian banks
Allen, David E.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008760323
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Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009
Persistent link: https://www.econbiz.de/10003827094
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Tail Risk for Australian Emerging Market Entities
Allen, David E. - 2012
the extent to which emerging Australia entities were impacted by these extreme events as compared to established entities …
Persistent link: https://www.econbiz.de/10013113403
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The Fluctuating Default Risk of Australian Banks
Allen, David E. - 2012
Australian banks are widely considered to have fared far better during the Global Financial Crisis than their global counterparts, continuing to display solid earnings, good capitalization and strong credit ratings. Nonetheless, Australian banks experienced significant deterioration in the...
Persistent link: https://www.econbiz.de/10013102753
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An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III
Uylangco, Katherine; Li, Siqiwen - In: Australian journal of management 41 (2016) 4, pp. 699-718
Persistent link: https://www.econbiz.de/10011583150