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Learning risk culture of banks using news analytics
Agarwal, Arvind; Gupta, Aparna; Kumar, Arun; … - In: European journal of operational research : EJOR 277 (2019) 2, pp. 770-783
Persistent link: https://www.econbiz.de/10012022134
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Comparing simulation models for market risk stress testing
Basu, Sanjay - In: European journal of operational research : EJOR 213 (2011) 1, pp. 329-339
Persistent link: https://www.econbiz.de/10009159261
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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A theory of multivariate stress testing
Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu - In: European journal of operational research : EJOR 318 (2024) 3, pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
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Surrender contagion in life insurance
Cheng, Chunli; Hilpert, Christian; Miri Lavasani, Aidin; … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
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Behavioral technology credit scoring model with time-dependent covariates for stress test
Ju, Yonghan; Jeon, Song Yi; Sohn, So Young - In: European journal of operational research : EJOR 242 (2015) 3, pp. 910-919
Persistent link: https://www.econbiz.de/10010492360
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Incorporating lifecycle and environment in loan-level forecasts and stress tests
Breeden, Joseph L. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 649-658
Persistent link: https://www.econbiz.de/10011532227
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Introducing regulation in the measurement of efficiency, with an application to the Canadian air carriers industry
Ouellette, Pierre; Petit, Patrick; Tessier-Parent, … - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 216-226
Persistent link: https://www.econbiz.de/10003895135
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Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
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Modeling, inference and optimization of regulatory networks based on time series data
Weber, Gerhard-Wilhelm; Defterli, Ozlem; … - In: European journal of operational research : EJOR 211 (2011) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008859566