Printed from https://ideas.repec.org/j/G21-217.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G2: Financial Institutions and Services
/ / / G21: Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- Klaus Duellmann & Martin Scheicher & Christian Schmieder, None, "Asset correlations and credit portfolio risk: an empirical analysis," Journal of Credit Risk, Journal of Credit Risk.
- Georges Dionne & Samir Saissi Hassani, None, "Hidden Markov regimes in operational loss data: application to the recent financial crisis," Journal of Operational Risk, Journal of Operational Risk.
- Marco Migueis, None, "Forward-looking and incentive-compatible operational risk capital framework," Journal of Operational Risk, Journal of Operational Risk.
- Filippo Curti & Marco Migueis & Robert Stewart, None, "Benchmarking operational risk stress testing models," Journal of Operational Risk, Journal of Operational Risk.
- Filippo Curti & Marco Migueis, None, "The information value of past losses in operational risk," Journal of Operational Risk, Journal of Operational Risk.
- Jean-David Fermanian & Olivier Scaillet, None, "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
- Wilko Bolt & David Humphrey, None, "Competition in bank-provided payment services," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
- Anneke Kosse & Zhentong Lu, None, "Transmission of cyber risk through the Canadian wholesale payment system," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
- Iñaki Aldasoro & Perry Mehrling & Daniel H. Neilson, None, "On par: a money view of stablecoins," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.