How valuable is your VaR? Large sample confidence intervals for normal VaR.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 189, doi. 10.69554/tlpw6791
- By:
- Publication type:
- Article
Works matching IS 17528887 AND DT 2011 AND VI 4 AND IP 2
Results: 8
1
2
Rethinking Risk Measurement and Reporting - Vols I and II Uncertainty, Bayesian Analysis and Expert Judgement - Vol. I Examples and Applications from Finance - Vol. II.
- Published in:
- 2011
- By:
- Publication type:
- Book Review
3
A Kalman-filtered model of credit spreads.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 180
- By:
- Publication type:
- Article
4
Effectively hedging the interest rate risk of wide floating-rate coupon spreads.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 162, doi. 10.69554/njwh5007
- By:
- Publication type:
- Article
5
Comparative analysis of multiple guarantor agreements.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 146, doi. 10.69554/rgst4145
- By:
- Publication type:
- Article
6
A risk-adjusted pricing model for bank loans: Challenging issues from Basel II.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 117, doi. 10.69554/wasr5104
- By:
- Publication type:
- Article
7
Central counterparties - New uses for a century-old market mechanism.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 2, p. 112, doi. 10.69554/jqdc1865
- By:
- Publication type:
- Article
8
Liquidity risk: A risk left to be tamed.
- Published in:
- 2011
- By:
- Publication type:
- Editorial