Handbook of Financial Risk Management
Latest Publications

TOTAL DOCUMENTS

15
(FIVE YEARS 0)

H-INDEX

0
(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9781315144597
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Operational Risk

2020 ◽  
pp. 305-346
Author(s):  
Thierry Roncalli
Keyword(s):  
Operational Risk

Monte Carlo Simulation Methods

2020 ◽  
pp. 787-891
Author(s):  
Thierry Roncalli
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Methods

Counterparty Credit Risk and Collateral Risk

2020 ◽  
pp. 257-304
Author(s):  
Thierry Roncalli
Keyword(s):  
Credit Risk ◽  
Counterparty Credit Risk

Credit Risk

2020 ◽  
pp. 125-255
Author(s):  
Thierry Roncalli
Keyword(s):  
Credit Risk

Credit Scoring Models

2020 ◽  
pp. 923-1031
Author(s):  
Thierry Roncalli
Keyword(s):  
Credit Scoring

Systemic Risk and Shadow Banking System

2020 ◽  
pp. 453-487
Author(s):  
Thierry Roncalli
Keyword(s):  
Systemic Risk ◽  
Banking System ◽  
Shadow Banking ◽  
Shadow Banking System

Liquidity Risk

2020 ◽  
pp. 347-367
Author(s):  
Thierry Roncalli
Keyword(s):  
Liquidity Risk

Stress Testing and Scenario Analysis

2020 ◽  
pp. 893-921
Author(s):  
Thierry Roncalli
Keyword(s):  
Scenario Analysis ◽  
Stress Testing

Introduction

2020 ◽  
pp. 1-33
Author(s):  
Thierry Roncalli

Copulas and Dependence Modeling

2020 ◽  
pp. 715-752
Author(s):  
Thierry Roncalli
Keyword(s):  
Dependence Modeling
Load More ...
Sign in / Sign up

Export Citation Format

Share Document