Narrow search
Showing 1 - 7 of 7
Cover Image
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Cover Image
Risk management models : construction, testing, usage
Jarrow, Robert A. - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 89-98
Persistent link: https://www.econbiz.de/10009229659
Cover Image
A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Cover Image
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A. - In: Review of derivatives research 16 (2013) 3, pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Cover Image
The liquidity discount
Subramanian, Ajay; Jarrow, Robert A. - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
Cover Image
A critique of revised Basel II
Jarrow, Robert A. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
Cover Image
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