Pages that link to "Item:Q320976"
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The following pages link to Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976):
Displaying 11 items.
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk (Q1621898) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Economic lot sampling inspection from defect counts with minimum conditional value-at-risk (Q1751676) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations (Q2063800) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules (Q2174177) (← links)
- Modelling tail credit risk using transition matrices (Q2227413) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion (Q4642136) (← links)