| Document Title |
Author |
Issue Date |
| Risk Management Lessons from the Global Financia.. |
[Varma, Jayanth R.]
|
11-6-2013 |
| Clearing Margin System in the Futures Markets - .. |
[Chiu, Chien-Liang][Hung, Jui-Cheng][Chiang, Shu-Mei][Chen, Yu-Lung]
|
6-18-2012 |
| Trade Sizing Techniques for Drawdown and Tail Ri.. |
[Strub, Issam S.]
|
5-26-2012 |
| VaR Applications: Setting VaR-based Limits |
[Blanco, Carlos][Blomstrom, Sally]
|
12-11-2011 |
| Is Your Risk System Too Good? |
[Nason, Rick]
|
11-26-2011 |
| Risk Limit Systems and Capital Allocation in Fin.. |
[Strassberger, Mario]
|
10-2-2011 |
| Value-at-Risk: Evidence from Pakistan Stock Exch.. |
[Nawaz, Faisal][Afzal, Muhammad]
|
9-11-2011 |
| Risk Appetite and Commodity Returns |
[Etula, Erkko]
|
5-22-2011 |
| Regulatory Medicine Against Financial Market Ins.. |
[Kerbi, Stefan]
|
12-31-2010 |
| When More is Less: Using Multiple Constraints to.. |
[Alexander, Gordon][Baptista, Alexandre][Yan, Shu]
|
9-3-2010 |
| Destabilizing properties of a VaR or probability.. |
[Eisenberg, Larry]
|
5-18-2010 |
| The Marginal Price of Risk with a VaR Constraint |
[Eisenberg, Larry]
|
5-18-2010 |
| VaR, Probability-of-Ruin and Their Consequences .. |
[Eisenberg, Larry]
|
5-18-2010 |
| Stress Testing by Financial Intermediaries: Impl.. |
[Alexander, Gordon][Baptista, Alexandre]
|
3-30-2010 |
| Value-at-Risk versus Non-Value-at-Risk Traders |
[Steinbacher, Matjaz]
|
5-3-2009 |
| Financial Intermediary Leverage and Value-at-Ris.. |
[Adrian, Tobias][Shin, Hyun Song]
|
2-14-2009 |
| Spectral Risk Measures with an Application to Fu.. |
[Cotter, John][Dowd, Kevin]
|
6-21-2007 |
| Proprietary Trading Losses in Banks: Do Banks In.. |
[Instefjord, Norvald][Sasaki, Kouji]
|
5-6-2007 |
| Die Portefeuilleoptimierung im Eigenhandel von K.. |
[Reckers, Thomas]
|
8-24-2006 |
| Margin Setting With High Frequency Data |
[Cotter, John][Longin, Francois M.]
|
4-13-2006 |
