| Document Title |
Author |
Issue Date |
| Stress Testing the Corporate Loans Portfolio of .. |
[Dey, Shubhasis][Tessier, David][Misina, Miroslav]
|
9-8-2010 |
| Aggregate Outcome of the 2010 EU Wide Stress Tes.. |
[CEBS]
|
9-8-2010 |
| Macroprudential Capital Requirements and Systemi.. |
[Lehar, Alfred][Gauthier, Céline][Souissi, Moez]
|
9-8-2010 |
| Method and System for Simulating Risk Factors in.. |
[Browne, Sid][Maghakian, Aurthur]
|
9-7-2010 |
| Gernalized Marginal Risk |
[Keel, Simon][Ardia, David]
|
9-7-2010 |
| A New Copula for Modeling Tail Dependence |
[Ritter, Gordon][Holman, Jeff]
|
9-7-2010 |
| Large Deviations Techniques and Applications |
[Dembo, Amir][Zeitouni, Ofer]
|
9-6-2010 |
| A Large Deviations Analysis of Quantile Estimati.. |
[Jin, Xing][Fu, Michael]
|
9-6-2010 |
| The Supervisory Capital Assessment Program: Desi.. |
[Federal Reserve Bd.]
|
9-6-2010 |
| The Supervisory Capital Assessment Program: Over.. |
[Federal Reserve Bd.]
|
9-6-2010 |
| Systemic Risk Contributions |
[Huang, Xin][Zhou, Hao][Zhu, Haibin]
|
9-6-2010 |
| Risk-Constrained Dynamic Portfolio Management |
[Akume, Daniel]
|
9-6-2010 |
| Optimal Investment under Dynamic Risk Constraint.. |
[Sass, Jörn][Putschögl, Wolfgang]
|
9-6-2010 |
| Conditional Value-at-Risk: Optimization Approach |
[Uryasev, Stanislav][Rockafellar, R. Tyrrell]
|
9-6-2010 |
| Dynamic Shortfall Constraints for Optimal Portfo.. |
[Wunderlich, Ralf][Luderer, Bernd][Akume, Daniel]
|
9-6-2010 |
| Value-at-risk: Techniques to Account for Leptoku.. |
[Ovaert, Timothy C.][Lechner, Lindsay A.]
|
9-5-2010 |
| Risk Measurment of Chinese SMEB Stock Market: An.. |
[Chen, Yanxiang][Luo, Jianying]
|
9-5-2010 |
| Estimation of Value at Risk for Chinese Financia.. |
[Lin, Yu][Chen, Yanxiang][Luo, Jianying]
|
9-5-2010 |
| Fundamentals of Risk Management for Accountants .. |
[Collier, Paul M.]
|
9-5-2010 |
| The Disclosure of Information on Market Risk: Ev.. |
[Blankley, Alan][Lamb, Reinhold][Sc_hroeder, Ric_hard]
|
9-5-2010 |
