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SYSMO I : a systemic stress model for the Colombian financial system

Gamba, Santiago; Jaulín, Oscar; Lizarazo, Angélica; … - 2017

Persistent link: https://www.econbiz.de/10011869243

Modellrisiko und Validierung von Risikomodellen : regulatorische Anforderungen, Verfahren und Prozesse

Martin, Marcus R. W. (ed.); Quell, Peter (ed.); … - 2017 - Zweite, überarbeitete und erweiterte Auflage

Persistent link: https://www.econbiz.de/10011668798

Exchange traded fund risk management and resiliency

Smodis, Sebastjan; Smore, Suzanne - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10012250009

Art-secured lending : a risk analysis framework

Charlin, Ventura; Cifuentes, Arturo - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 67-93

Persistent link: https://www.econbiz.de/10012298997

Performance testing of margin models using time series similarity

Wong, Max Chan Yue; Pei, Patrick Ge - In: The journal of financial market infrastructures 5 (2017) 4, pp. 50-75

Persistent link: https://www.econbiz.de/10011729223

A comprehensive view on risk reporting : evidence from supervisory data

Abbassi, Puriya; Schmidt, Michael - 2018

We show that banks' risk exposure in one asset category affects how they report regulatory risk weights for another asset category. Specifically, banks report lower credit risk weights for their loan portfolio when they face higher risk exposure in their trading book. This relationship is...