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Measuring and regulating extreme risk
Nielsson, Ulf - In: Journal of financial regulation and compliance : an … 17 (2009) 2, pp. 156-171
Persistent link: https://www.econbiz.de/10003899251
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Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
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Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 4, pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
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Risk and regulation
Brammertz, Willi - In: Journal of financial regulation and compliance : an … 18 (2010) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10003983452
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Comprehensive risk measure : current challenges
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 3, pp. 271-284
Persistent link: https://www.econbiz.de/10010471080
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Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Jacobs, Michael <Jr.> - In: Journal of financial regulation and compliance : an … 22 (2014) 3, pp. 252-270
Persistent link: https://www.econbiz.de/10010471082
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A proposal for an open-source financial risk model
Hwang, Jong Ho - In: Journal of financial regulation and compliance : an … 22 (2014) 3, pp. 219-234
Persistent link: https://www.econbiz.de/10010471086
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Bank's perspective on regulatory-driven changes to collateral management
Prorokowski, Lukasz - In: Journal of financial regulation and compliance : an … 22 (2014) 2, pp. 128-146
Persistent link: https://www.econbiz.de/10010471111
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Basel disclosure by private and public sector banks in India : assessment and implications
Samanta, Prodyot; Dugal, Mohinder - In: Journal of financial regulation and compliance : an … 24 (2016) 4, pp. 453-472
Persistent link: https://www.econbiz.de/10011718614
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Risk quanta : an approach to understanding modern financial risk
Hwang, Jong Ho - In: Journal of financial regulation and compliance : an … 23 (2015) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10011342815