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Post-crisis financial risk management : some suggestions

Rebonato, Riccardo - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 148-155

Persistent link: https://www.econbiz.de/10003963533

Plight of the fortune tellers : why we need to manage financial risk differently

Rebonato, Riccardo - 2011 - 4. print., 1. pbk. print. with a new preface by the author

Persistent link: https://www.econbiz.de/10008650343

The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy

Rebonato, Riccardo - In: Journal of risk 20 (2017/2018) 3, pp. 83-93

Persistent link: https://www.econbiz.de/10011847481

A financially justifiable and practically implementable approach to coherent stress testing

Rebonato, Riccardo - In: Quantitative finance 19 (2019) 5, pp. 827-842

Persistent link: https://www.econbiz.de/10012194718

Coherent stress testing : a Bayesian approach to the analysis of financial stress

Rebonato, Riccardo - 2010 - 1. publ.

Persistent link: https://www.econbiz.de/10013490189

Plight of the Fortune Tellers : Why We Need to Manage Financial Risk Differently

Rebonato, Riccardo - 2011

Today's top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading--and puts everyone at risk. In Plight of the Fortune Tellers, Riccardo Rebonato...

Persistent link: https://www.econbiz.de/10014487798