Latest Journal Papers from Risk.net
Jun 24 2019 10:57
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Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its twenty-first year, the Risk Journals portfolio serves, broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
- Counterparty risk: credit valuation adjustment variability and value-at-riskTue, 18 Jun 2019 13:57:47 GMTJournals - Risk.net
- A consumer credit risk structural model based on affordability: balance at riskMon, 17 Jun 2019 15:00:39 GMTJournals - Risk.net
- A statistical technique to enhance application scorecard monitoringMon, 17 Jun 2019 14:52:28 GMTJournals - Risk.net
- From log-optimal portfolio theory to risk measures: logarithmic expected shortfallFri, 07 Jun 2019 10:36:47 GMTJournals - Risk.net
- Model risk tiering: an exploration of industry practices and principlesThu, 06 Jun 2019 11:45:27 GMTJournals - Risk.net
- Credit portfolio stress testing using transition matrixesThu, 06 Jun 2019 11:28:20 GMTJournals - Risk.net
- Wrong-way risk of interest rate instrumentsFri, 31 May 2019 15:42:58 GMTJournals - Risk.net
- A generic stress testing framework with related economic shocks and possible regulatory interventionFri, 31 May 2019 09:40:45 GMTJournals - Risk.net
- Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo methodThu, 30 May 2019 09:55:50 GMTJournals - Risk.net
- Sample dependence of risk premiumsWed, 29 May 2019 11:35:17 GMTJournals - Risk.net
- Transaction cost analysis of digital innovation governance in the UK energy marketTue, 28 May 2019 15:04:59 GMTJournals - Risk.net
- Application of the Heath–Platen estimator in the Fong–Vasicek short rate modelFri, 24 May 2019 11:00:02 GMTJournals - Risk.net
- Estimation of losses due to cyber risk for financial institutionsTue, 21 May 2019 12:25:10 GMTJournals - Risk.net
- Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default modelsThu, 16 May 2019 13:11:32 GMTJournals - Risk.net
- In pursuit of good governance for the energy industry blockchainMon, 13 May 2019 13:27:30 GMTJournals - Risk.net
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