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Risk management and regulation
Adrian, Tobias - 2017
Persistent link: https://www.econbiz.de/10011817262
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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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Wrong-way-risk in tails
Müller, Janis; Posch, Peter N. - In: The journal of asset management 19 (2018) 4, pp. 205-215
Persistent link: https://www.econbiz.de/10011891164
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Systemic risk measures : DistVaR and other "too big to fail" risk measures
Klyman, Jared - 2011
Persistent link: https://www.econbiz.de/10011949717
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Pitfalls in the use of systemic risk measures
Löffler, Gunter; Raupach, Peter - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 269-298
Persistent link: https://www.econbiz.de/10011929424
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Contribution of Islamic banks to systemic risk
Chakroun, Mohamed Amin; Gallali, Mohamed Imen - In: International journal of banking, accounting and finance 8 (2017) 1, pp. 52-92
Persistent link: https://www.econbiz.de/10011846566
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Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Janabi, Mazin A. M. al - In: International journal of financial engineering 2 (2015) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011403192
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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068
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Good for one, bad for all : determinants of individual versus systemic risk
López-Espinosa, Germán; Rubia, Antonio; Valderrama, Laura - In: Journal of financial stability 9 (2013) 3, pp. 287-299
Persistent link: https://www.econbiz.de/10010237085
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Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009
Persistent link: https://www.econbiz.de/10003851225