Failures in risk management
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References listed on IDEAS
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- Gordon J. Alexander & Alexandre M. Baptista, 2004. "A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model," Management Science, INFORMS, vol. 50(9), pages 1261-1273, September.
- Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
- Daniela MATEI & Dragos CRISTEA & Alexandru CAPATINA, 2012.
"Risk Management in the Age of Turbulence - Failures and Challenges,"
Economics and Applied Informatics,
"Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 17-22.
- Daniela MATEI & Dragos CRISTEA & Alexandru CAPATINA, 2011. "Risk Management in the Age of Turbulence:Failures and Challenges," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 289-293.
- Richard J. Sullivan, 2007. "Risk management and nonbank participation in the U.S. retail payments system," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-40.
- Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1631-1660, October.
- Konstantinos Kiriakopoulos & Alexandros Koulis, 2014. "Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(4), pages 1-20, October.
- Laura Giurca Vasilescu, 2008. "New Trends regarding the Operational Risks in Financial Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 7-16, April.
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