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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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Documentation risk in credit default swaps : when is a hedge not a hedge?
Griffiths, Mark; Drake, Philip - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10003939674
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The influence of systemic importance indicators on banks' credit default swap spreads
Cetina, Jill; Loudis, Bert - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10011488770
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A volatility-based single parameter Loss Given Default model
Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
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Credit Bu VaR : asymmetric spread VaR with default
Wong, Max - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
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Transitioning to a low-GHG economy : ESG differentiated pricing as a dynamic transition tool and its calibration
Ozdemir, Bogie - In: Journal of risk management in financial institutions 18 (2024) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10015375274
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Navigating the storm : how can insurers better prepare for the impact of climate change
Naseeb, Hala - In: Journal of risk management in financial institutions 18 (2024) 1, pp. 49-57
Persistent link: https://www.econbiz.de/10015375275
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Cyberwashing : the disconnect between cyber security claims and real practices
Phair, Nigel - In: Journal of risk management in financial institutions 18 (2024) 1, pp. 76-83
Persistent link: https://www.econbiz.de/10015375280
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China Trade Exposure Index : using principal component analysis to compare countries' exposure to the Chinese economy
McCully, Tuuli - In: Journal of risk management in financial institutions 18 (2024) 1, pp. 84-99
Persistent link: https://www.econbiz.de/10015375283
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Unveiling market turning points : analysing skewness, kurtosis and Hurst exponent in intraday data
Kownatzki, Clemens; Park, Jungjun - In: Journal of risk management in financial institutions 18 (2025) 2, pp. 149-170
Persistent link: https://www.econbiz.de/10015449972