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Document Title Author Issue Date
Randomly Weighted Sums of Subexponential Random .. [Tang, Qihe][Yuan, Zhongyi] 8-31-2014
GlueVaR Risk Measures in Capital Allocation Appl.. [Guillen, Monserrat][Belles-Sampera, Jaume][Santolino, Miguel] 7-31-2014
Representation of BSDE-Based Dynamic Risk Measur.. [Kromer, Eduard][Overbeck, Ludger] 7-30-2014
CCAR and Beyond Capital Assessment, Stress Testi.. [Zhang, Jing] 7-5-2014
Capital Allocation Based on the Tail Covariance .. [Wang, Min] 7-4-2014
Hurst Exponent As a Risk Measurement On the Capi.. [Wilimowska, Zofia][Kilyk, Anna] 6-27-2014
Testing the Applicability of Parametric and Nonp.. [Radivojevic, Nikola][Milojkovic, Dragana][Stojkovic, Dragan] 5-13-2014
Optimal Reinsurance with Regulatory Initial Capi.. [Cai, Jun][Lemieux, C_hristiane][Liu, Fangda] 5-12-2014
Capital Requirements and Optimal Investment with.. [Asimit, Alexandru V.][Badescu, Alexandru][Siu, Tak Kuen][Zinchenko, Yuriy] 1-31-2014
A Generalized Theoretical Modelling Approach for.. [Al Janabi, Mazin] 1-12-2014
Risk-Based Capital Guidelines; Market Risk [Federal Reserve Bd.] 1-5-2014
Why does Skewness and the Fat-Tail Effect Influe.. [Su, Jung-Bin][Lee, Ming-Chih][Chiu, Chien-Liang] 1-1-2014
Models for Risk Aggregation and Sensitivity Anal.. [Inanoglu, Hulusi][Jacobs, Michael Jr.] 12-31-2013
Comprehensive Capital Analysis and Review 2013: .. [Federal Reserve Bd.][Pausch, Thilo] 12-29-2013
The Adoption of Stress Testing: Why the Basel Ca.. [Wall, Larry D.] 12-29-2013
Measuring Capital Adequacy Supervisory Stress Te.. [Wall, Larry D.] 12-29-2013
Model Uncertainty in Risk Capital Measurement [Bignozzi, Valeria][Tsanakas, Andreas] 11-30-2013
Asymptotic Equivalence of Conservative VaR- and .. [Puccetti, Giovanni][Rueschendorf, Ludger] 11-29-2013
Risk Modeling and Capital: Operational Risk [Wernz, Johannes] 11-17-2013
Allocation of Risk Capital on an Internal Market [Baule, Rainer] 9-19-2013
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