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Scenario-based stress tests : are they painful enough?

Ellis, Colin - In: Contemporary economics 11 (2017) 2, pp. 219-234

Forecasts, models and stress tests are important tools for policymakers and business planners. Recent developments in these related spheres have seen greater emphasis placed on stress tests from a regulatory perspective, while at the same time forecasting performance has been criticized. Given...

Persistent link: https://www.econbiz.de/10011760487

Does operating risk affect portfolio risk? : evidence from insurers' securities holding

Chen, Xuanjuan; Sun, Zhenzhen; Yao, Tong; Yu, Tong - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012239232

Sustainable profitability in volatile cyclical markets

Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189

Persistent link: https://www.econbiz.de/10012250026

Mind the tail, or risk to fail

Gupta, Jairaj; Chaudhry, Sajid M. - In: Journal of business research : JBR 99 (2019), pp. 167-185

Persistent link: https://www.econbiz.de/10012023593

A study on operational risk and credit portfolio risk estimation using data analytics

Chen, Rongda; Wang, Ze; Yang, Liu; Ng, C. T.; Cheng, T. … - In: Decision sciences 53 (2022) 1, pp. 84-123

Persistent link: https://www.econbiz.de/10013164973

Bank capital allocation under multiple constraints

Goel, Tirupam; Lewrick, Ulf; Tarashev, Nikola A. - 2017

Persistent link: https://www.econbiz.de/10011760255

Bank capital allocation under multiple constraints

Goel, Tirupam; Lewrick, Ulf; Tarashev, Nikola A. - In: Journal of financial intermediation 44 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012653823

Shadow banking : financial intermediation beyond banks

Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018

Persistent link: https://www.econbiz.de/10011790739

Credit risk in the traditional banking book : a VaR approach under correlated defaults

Zazzara, Cristiano - In: Research in banking and finance 2 (2002), pp. 355-384

Persistent link: https://www.econbiz.de/10001684700

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

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