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Stress testing and risk integration in banks : a statistical framework and practical software guide (in Matlab and R)
Bellini, Tiziano - 2017
Persistent link: https://www.econbiz.de/10011573177
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Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
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VaR and stress tests : the impact of fat-tail risk and systemic risk on commercial banks in Hong Kong and China
So, Jacky C.; Tony U - 2017
Persistent link: https://www.econbiz.de/10012201504
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The impact of non-interest income on bank risk in Australia
Williams, Barry - In: Journal of banking & finance 73 (2016), pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
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Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10004000850
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The fundamentals of risk measurement
Marrison, Chris - 2002
Persistent link: https://www.econbiz.de/10004747686
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Endogenous defaults, value-at-risk and the business cycle
Samiri, Issam - 2024
Persistent link: https://www.econbiz.de/10014532152
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Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin - In: The journal of risk model validation 17 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
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The contribution of shadow banking risk spillover to the commercial banks in China : based on the DCC-BEKK-MVGARCH-Time-Varying CoVaR Model
Zhu, Chen - In: Electronic commerce research 23 (2023) 4, pp. 2153-2181
Persistent link: https://www.econbiz.de/10014418081