Narrow search
Showing 1 - 10 of 131
Cover Image
Use of stress scenarios in market risk economic capital
Smillie, Alan; Epperlein, Eduardo; Pandya, Triyog - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 85-92
Persistent link: https://www.econbiz.de/10010259554
Cover Image
Stress test design
Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61
Persistent link: https://www.econbiz.de/10010259565
Cover Image
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
Cover Image
Exchange traded fund risk management and resiliency
Smodis, Sebastjan; Smore, Suzanne - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10012250009
Cover Image
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
Cover Image
Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens; Pauly, Ralf - In: Journal of risk management in financial institutions 5 (2011/12) 4, pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
Cover Image
Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10011443591
Cover Image
Managing interest rate risk in the banking book using an optimisation framework
Bogie, Ozdemir; Gokul, Sudarsana - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 373-390
Persistent link: https://www.econbiz.de/10011663117
Cover Image
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Cover Image
The fundamental review of trading book: New standard approach and risk management impacts
Poretta, Pasqualina; Agnese, Paolo - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 209-219
Persistent link: https://www.econbiz.de/10012613991