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Baldassarri Höger von Högersthal, Giorgio; Lui, Arsene; … - In: The journal of energy markets 13 (2020) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10012662105

The stumbling block in "the race of our lives" : transition-critical materials, financial risks and the NGFS Climate Scenarios

Miller, Hugh; Dikau, Simon; Svartzman, Romain; Dées, … - 2023

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Application of the convolution operator for scenario integration with loss data in operational risk modeling

Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44

Persistent link: https://www.econbiz.de/10011442585

The two defaults scenario for stressing credit portfolio loss distributions

Tasche, Dirk - In: Journal of risk and financial management : JRFM 9 (2016) 1, pp. 1-18

The impact of a stress scenario of default events on the loss distribution of a credit portfolio can be assessed by determining the loss distribution conditional on these events. While it is conceptually easy to estimate loss distributions conditional on default events by means of Monte Carlo...

Persistent link: https://www.econbiz.de/10011544020

Managing operationl risk : moving towards the advanced measurement approach

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Risk management lessons learned from the financial crisis : one CRO's view

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Underdetermination and variability of the results in macro-to-micro stress tests : a machine learning approach

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A formalized, integrated and visual approach to stress testing

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Systematic systemic stress tests

Breuer, Thomas; Summer, Martin - 2018

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An investigation of cyber loss data and its links to operational risk

Cohen, Ruben D.; Humphries, Jonathan; Veau, Sabrina; … - In: The journal of operational risk 14 (2019) 3, pp. 1-25

Persistent link: https://www.econbiz.de/10012132742