Determining loss given default and transaction ratings in collateralized lending with obligor-collateral correlation
|
2006 |
Maglic, Stevan |
Modeling correlation risk
|
2006 |
Sultan, Jahangir |
Risk capital attribution and risk-adjusted performance measurement
|
2006 |
Crouhy, Michel |
Aligning regulatory capital with economic capital: An alternative approach to risk weights according to Basel II
|
2006 |
Benvegnù, Stefan |
The distribution of returns and risk forecasting
|
2006 |
Bilson, John F. |
The role of behavioral finance in risk management
|
2006 |
Shefrin, Hersh |
Asset and liability management from an enterprise-wide risk management perspective
|
2006 |
Deventer, Donald R. van |
ERM strategies for investors
|
2006 |
Beder, Tanya Styblo |
The hedge fund paradigm
|
2006 |
Posthuma, Nolke |
Estimating parameters required for credit risk modeling
|
2006 |
Araten, Michel |
Developing a framework for operational risk analytics
|
2006 |
Cruz, Marcelo |
Measuring financial extremes
|
2006 |
Giesecke, Kay |
The evolution of risk reporting
|
2006 |
Holt, George A. |
Aligning compensation systems with risk management objectives
|
2006 |
Koenig, David R. |
Managing risk across the enterprise: challenges and benefits
|
2006 |
Lam, James |
Advanced risk budgeting techniques
|
2006 |
Berkelaar, Arjan B. |
Hedge fund investing
|
2006 |
Sharma, Milind |
Retrospective assessment of value at risk
|
2006 |
Dowd, Kevin |
New challenges in credit risk modeling and measurement
|
2006 |
Sobehart, Jorge R. |
An analysis of value and risk: the Procter & Gamble-Bankers Trust case
|
2006 |
Margrabe, William |