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Capital for concentrated credit portfolios
Kupiec, Paul H. - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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UK banks face huge investments to comply with Bank of England stress test
Thun, Christian - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 389-394
Persistent link: https://www.econbiz.de/10011346964
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Assessment of model risk in the aggregate : contribution of quantification
Brotcke, Liming; Brastow, Raymond T. - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 16-43
Persistent link: https://www.econbiz.de/10012041830
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Economic capital: A brief history and practical applications today
Ferguson, Tally - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
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A quantitative model to articulate the banking risk appetite framework
Baldan, Cinzia; Geretto, Enrico; Zen, Francesco - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10011666248
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Lessons learned from AQR : essential elements of the model review process
Beinker, Mark; Ivanov, Yuri; Mainik, Andreas; Irina, Ursachi - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10010526456
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Evolution of risk management from risk compliance to strategic risk management : from Basel I to Basel II, III and IFRS 9
Ozdemir, Bogie - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10011861024
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Can Basel 4 work? : what can go wrong? : an examination of the new Basel proposals
Ozdemir, Bogie; Sudarsana, Gokul; Giesinger, Michael - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 244-263
Persistent link: https://www.econbiz.de/10011443584