Correlation Risk Modeling and Management.
- Published in:
- 2015
- By:
- Publication type:
- Book Review
Works matching IS 17528887 AND DT 2015 AND VI 8 AND IP 4
Results: 10
1
2
Contemporary Challenges in Risk Management.
- Published in:
- 2015
- By:
- Publication type:
- Book Review
3
CVA wrong way risk multiplier decomposition and efficient CVA curve.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 390, doi. 10.69554/hcol6639
- By:
- Publication type:
- Article
4
The end of the waterfall: Default resources of central counterparties.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 365, doi. 10.69554/jzqp9267
- By:
- Publication type:
- Article
5
How is risk management contributing to financial stability? The perspective of a European-GSII.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 358, doi. 10.69554/anhe1597
- By:
- Publication type:
- Article
6
Governance as the driver of culture change and risk management.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 347, doi. 10.69554/nwdf7130
- By:
- Publication type:
- Article
7
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 332, doi. 10.69554/ozww7850
- By:
- Publication type:
- Article
8
Risk modelling: Convergence needed, but some variances are legitimate.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 323, doi. 10.69554/ticp3732
- By:
- Publication type:
- Article
9
Capital for concentrated credit portfolios.
- Published in:
- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 314, doi. 10.69554/jwsy9152
- By:
- Publication type:
- Article
10
How are the new rules for OTC derivatives working?
- Published in:
- 2015
- By:
- Publication type:
- Editorial