| 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 |
| Enterprise risk management in the energy and power industry
|
2006 |
Jermakyan, Martin |
| Risk budgeting as a strategic tool for pension plans
|
2006 |
Mina, Jorge |
| Integration of credit and market risk
|
2006 |
Overbeck, Ludger |
| Aligning regulatory capital with economic capital
|
2006 |
Jokivuolle, Esa |
| Forecasting extreme financial risk
|
2006 |
Daníelsson, Jón |
| Relevance of volatility forecasting in financial risk management
|
2006 |
Zumbach, Gilles O. |
| Emerging trends in risk reporting
|
2006 |
Raghavan, Vijay 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 |
| Integration of operational risk management and the Sarbanes-Oxley Act Section 404
|
2006 |
Marshall, Randy |
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