Market BuVaR: A countercyclical risk metric.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 4, p. 419, doi. 10.69554/sfuz4164
- Publication type:
- Article
Works matching IS 17528887 AND DT 2011 AND VI 4 AND IP 4
Results: 6
1
2
The Crash-NIG copula model: Risk measurement and management of credit portfolios.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 4, p. 392, doi. 10.69554/qfxd5353
- Publication type:
- Article
3
The computation of optimised credit transition matrices.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 4, p. 370, doi. 10.69554/hpda5614
- Publication type:
- Article
4
Risk-minimising investment strategies -- Embedding portfolio optimisation into a dynamic insurance framework.
- Published in:
- 2011
- Publication type:
- Case Study
5
Managing inflationary risk in a dollar-priced world -- A key policy priority for G-20.
- Published in:
- 2011
- Publication type:
- Proceeding
6
Blurring the lines.
- Published in:
- 2011
- Publication type:
- Editorial