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Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios
Jokivuolle, Esa; Peura, Samu - In: European financial management : the journal of the … 9 (2003) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10005932887
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Simulation based stress tests of banks' regulatory capital adequacy
Peura, Samu; Jokivuolle, Esa - In: Journal of banking & finance 28 (2004) 8, pp. 1801-1824
Persistent link: https://www.econbiz.de/10005883593
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TECHNICAL PAPERS - BASEL II SPECIAL: REGULATORY CAPITAL VOLATILITY
Jokivuolle, Esa; Peura, Samu - In: Risk : managing risk in the world's financial markets 14 (2001) 5, pp. 95-98
Persistent link: https://www.econbiz.de/10007042814
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Optimal Bank Capital with Costly Recapitalization
Peura, Samu; Keppo, Jussi - In: The journal of business : B 79 (2006) 4, pp. 2163-2202
Persistent link: https://www.econbiz.de/10007293309
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Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs
Keppo, Jussi; Peura, Samu - In: Computational economics 13 (1999) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10007057774
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Measuring True Stock Index Value in the Presence of Infrequent Trading
Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455
Persistent link: https://www.econbiz.de/10006707537
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Financial options and futures markets in Finland
Jokivuolle, Esa; Koskinen, Yrjö - In: Bulletin / Bank of Finland 64 (1990) 4, pp. 9-14
Persistent link: https://www.econbiz.de/10009906304
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Pressure for changes in capital adequacy regulation of banks
Jokivuolle, Esa; Vauhkonen, Jukka - In: Bulletin / Bank of Finland 83 (2009) 2, pp. 37-46
Persistent link: https://www.econbiz.de/10009906592