Similar Search Results

Risks and vulnerabilities in the U.S. bond mutual fund industry

Bouveret, Antoine; Yu, Jie - 2021

This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of …

Persistent link: https://www.econbiz.de/10012605013

Financial risk meter for the Romanian stock market

Pele, Daniel Traian; Conda, Alexandra Ioana; Bag, Raul … - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10014279606

Calculating capital charges for sector concentration risk

Kurtz, Cornelius; Lütkebohmert-Holtz, Eva; Sester, Julian - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 35-67

Persistent link: https://www.econbiz.de/10012041800

Simulating risk contributions of credit portfolios

Liu, Guangwu - In: Operations research 63 (2015) 1, pp. 104-121

Persistent link: https://www.econbiz.de/10010519509

Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29

Persistent link: https://www.econbiz.de/10010438509

Risk-based loan pricing : portfolio optimization approach with marginal risk contribution

Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753

Persistent link: https://www.econbiz.de/10012289204

A new approach to risk attribution and its application in credit risk analysis

Frei, Christoph - In: Risks : open access journal 8 (2020) 2/65, pp. 1-13

How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for … an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler … principle to attribute risk to its driving factors when these factors affect losses in a nonlinear way. The method splits loss …

Persistent link: https://www.econbiz.de/10012293012

Trade finance as a financial asset : risks and mitigants for non-bank investors

Kowit, Robert M.; May, William; Rengifo, Erick W. - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 59-70

Persistent link: https://www.econbiz.de/10011488828

Konzentrationsrisiken in Kreditportfolios

Winterfeldt, Birker - 2008

Persistent link: https://www.econbiz.de/10014009601

Sentiment risk premia in the cross-section of global equity and currency returns

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019

Persistent link: https://www.econbiz.de/10012101492