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Chance, Don M. (contributor) - 1999

Persistent link: https://www.econbiz.de/10001375785

Tracking errors, changing risks and the asset universe

Poomimars, Ponladesh; Cadle, John; Theobald, Michael - In: Financial risk and financial risk management, (pp. 261-273). 2002

Persistent link: https://www.econbiz.de/10001755646

Quality, risk and the Taleb quadrants

Kenett, Ron; Tapiero, Charles S. - In: Risk and decision analysis 1 (2009) 4, pp. 231-246

Persistent link: https://www.econbiz.de/10009300923

International equity portfolio risk modeling : the case of the NIG model and ordinary copula functions

Kresta, Aleš; Tichý, Tomáš - In: Finance a úvěr 62 (2012) 2, pp. 141-161

Persistent link: https://www.econbiz.de/10009740501

Implementation of the stress test methods in the retail portfolio

Siarka, Pawel - In: Journal of applied finance & banking 2 (2012) 6, pp. 15-29

Article refers to the issue of credit risk management in commercial banks. Particular attention is paid to the problem of stress testing. In addition, methods are presented that allow prediction of the losses of the portfolio in the context of extreme events relating to the crises of financial...

Persistent link: https://www.econbiz.de/10009741563