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The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
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Counterparty credit risk : news, views and open issues
Böcker, Klaus; Stamm, Roland - In: Journal of risk management in financial institutions 5 (2011/12) 3, pp. 227-233
Persistent link: https://www.econbiz.de/10009565854
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A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
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Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z. - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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The generation of synthetic data for risk modelling
Hurst, James; Mayorov, Kirill; Tatsinkou, Joseph … - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
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Credit ratings as indicators of implicit government support for global systemically important banks
Araten, Michel - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 345-352
Persistent link: https://www.econbiz.de/10011346970
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The role of banking supervisors in identifying emerging systemic risk
Jenkins, Stephen; Ong, Stephen - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 319-324
Persistent link: https://www.econbiz.de/10011346974
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Bank capital allocation and performance management under multiple capital constraints
Klaassen, Pieter; Van Eeghen, Idzard - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 194-206
Persistent link: https://www.econbiz.de/10011942520