Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Year of publication: |
2015
|
---|---|
Authors: | Lockwood, Erin |
Published in: |
Review of international political economy : RIPE. - Abingdon : Routledge, ISSN 0969-2290, ZDB-ID 1203254-2. - Vol. 22.2015, 4, p. 719-756
|
Subject: | uncertainty | risk | performativity | Value-at-Risk | Basel accords | financial models | financial regulation | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Welt | World | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Finanzmarkt | Financial market | Bankrisiko | Bank risk |
-
On exactitude in financial regulation : value-at-risk, expected shortfall, and expectiles
Chen, Jim, (2018)
-
Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module
Eling, Martin, (2013)
-
Kaplanski, Guy, (2015)
- More ...
-
Understanding and contesting global supply chains in an era of inequality
Lockwood, Erin, (2021)
-
Lockwood, Erin, (2021)
-
The international political economy of global inequality
Lockwood, Erin, (2021)
- More ...