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Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro; Kimura, Herbert; Sobreiro, … - In: International review of financial analysis 47 (2016), pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
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The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos; Belitsky, Vladimir; … - In: Journal of financial stability 58 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
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Implicit entropic market risk-premium from interest rate derivatives
Arismendi Zambrano, Juan Carlos; Azevedo, R. - 2020
Persistent link: https://www.econbiz.de/10013168989
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Operational Risk Management
Pezier, Jacques - Henley Business School, University of Reading - 2002
We view risk management as an integral part of good management. Risk management should take a balanced view of decision problems encompassing all significant risks and rewards. Operational risks are only one type of risks and therefore are only one piece in the jigsaw puzzle that only makes...
Persistent link: https://www.econbiz.de/10005146617