Guidance on risk management of leveraged financing
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- Stavros Degiannakis & Pamela Dent & Christos Floros, 2014.
"A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification,"
Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
- Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
- Arsalan Azamighaimasi, 2013. "Portfolio Risk and Dependence Modeling," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(1), pages 151-158, January.
- Ulyana Dremova, 2015. "Development Of The Technique Of Assessment Of Banking Risks Of Long-Term Crediting Of Investments (On The Example Of Banks Of Sevastopol)," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 234-244.
- Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Working Paper Research 51, National Bank of Belgium.
- Lorenzo Neri & Antonella Russo, 2013. "Risk Disclosures in the Annual Reports of Italian Listed Companies," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2013(3-4), pages 141-168.
- Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017.
"Evaluation of exchange rate point and density forecasts: An application to Brazil,"
International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016. "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series 446, Central Bank of Brazil, Research Department.
- Allen M. Featherstone & Laura M. Roessler & Peter J. Barry, 2006.
"Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio,"
Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 28(1), pages 4-23.
- Allen M. Featherstone & Laura M. Roessler & Peter J. Barry, 2006. "Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 28(1), pages 4-23.
- Azamat Abdymomunov & Sharon Blei & Bakhodir Ergashev, 2015. "Integrating Stress Scenarios into Risk Quantification Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 57-79, February.
- Donate, Mario J. & Sánchez de Pablo, Jesús D., 2015. "The role of knowledge-oriented leadership in knowledge management practices and innovation," Journal of Business Research, Elsevier, vol. 68(2), pages 360-370.
- Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2016. "A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices," Applied Economics, Taylor & Francis Journals, vol. 48(15), pages 1382-1389, March.
- Naveed R. Khan & Marinah Awang & Che Mohd Zulkifli, 2013. "Small and Medium Enterprises and Human Resource Practices in Pakistan," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 3(2), pages 460-471, February(.
- Gandjar Mustika & Enny Suryatinc & Maximilian Hall & Richard Simper, 2015. "Did Bank Indonesia cause the credit crunch of 2006–2008?," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 269-298, February.
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