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Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
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The end of the waterfall : default resources of central counterparties
Cont, Rama - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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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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Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet; Perilioglu, Karina - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
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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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How to implement counterparty credit risk requirements under Basel III : the challenges
Quamar, Diana - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10010197065
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Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy; Vestal, Doug; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
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Coping with inconsistencies in bank risk weighted assets
Araten, Michel - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10010197078
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The impact of heuristics on the practice of risk management : the example of default probabilities
Deventer, Donald R. van; Zimmermann, Tom - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10010360519