Smoothing transition probability matrices under a risk sensitive approach.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 395, doi. 10.69554/bxrl6284
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- Publication type:
- Article
Works matching IS 17528887 AND DT 2017 AND VI 10 AND IP 4
Results: 7
1
2
Forecasting initial margin requirements: A model evaluation.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 365, doi. 10.69554/ovzd8736
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- Publication type:
- Article
3
Improving finance and risk management foresight abilities: Growing past the 'black swan' mindset through integrative assessment.
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- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 353, doi. 10.69554/lcih7942
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- Publication type:
- Article
4
Hedging the impact of climate change in the catastrophe space.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 341, doi. 10.69554/cuvo3113
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- Publication type:
- Article
5
Sketching a roadmap for systemic liquidity stress tests.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 319, doi. 10.69554/kuyx9793
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- Publication type:
- Article
6
Risk management for financial institutions in an age of populism.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 314, doi. 10.69554/oszy2040
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- Publication type:
- Article
7
The politics of risk: A reflection of volatility in 2017.
- Published in:
- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 312, doi. 10.69554/zktb8307
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- Publication type:
- Article