Journal of Banking & Finance

1

Risk management in the global economy: A review essay

William C. Hunter, Stephen D. Smith

Journal:

Year:

2002

Language:

english

File:

PDF, 134 KB

english, 2002

2

Measuring off-balance-sheet leverage

Peter Breuer

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 497 KB

english, 2002

3

Risk management and the credit risk premium

Tim René Adam

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 667 KB

english, 2002

4

Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage

Daniel A Rogers

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 150 KB

english, 2002

5

Value and risk

Richard D MacMinn

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 60 KB

english, 2002

6

The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements

Michel Dietsch, Joël Petey

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 279 KB

english, 2002

7

GARCH vs. stochastic volatility: Option pricing and risk management

Alfred Lehar, Martin Scheicher, Christian Schittenkopf

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 335 KB

english, 2002

8

Modeling correlated market and credit risk in fixed income portfolios

Theodore M. Barnhill Jr, William F. Maxwell

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 164 KB

english, 2002

9

Testing the stability of implied probability density functions

Robert R. Bliss, Nikolaos Panigirtzoglou

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 376 KB

english, 2002

10

Analyzing rating transitions and rating drift with continuous observations

David Lando, Torben M. Skødeberg

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 157 KB

english, 2002

11

Ratings migration and the business cycle, with application to credit portfolio stress testing

Anil Bangia, Francis X Diebold, André Kronimus, Christian Schagen, Til Schuermann

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 616 KB

english, 2002

12

Trade, credit and systemic fragility

John Bryant

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 141 KB

english, 2002

13

Optimal capacity in the banking sector and economic growth

Bruno Amable, Jean-Bernard Chatelain, Olivier De Bandt

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 203 KB

english, 2002

14

Sovereign liquidity crises: Analytics and implications for public policy

Michael Chui, Prasanna Gai, Andrew G Haldane

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 337 KB

english, 2002

15

Financial crises and coordination failure: A comment

David A Marshall

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 71 KB

english, 2002

16

Can insurers pay for the “big one”? Measuring the capacity of the insurance market to respond to catastrophic losses

J.David Cummins, Neil Doherty, Anita Lo

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 254 KB

english, 2002

17

The allocation of catastrophe risk

Greg Niehaus

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 86 KB

english, 2002

18

Labor income and risky assets under market incompleteness: Evidence from Italian data

Giuseppe Grande, Luigi Ventura

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 158 KB

english, 2002

19

Innovations in testing the stability of risk measures over time and across models

Peter J.G Vlaar

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 53 KB

english, 2002

20

Introduction

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 31 KB

english, 2002

21

Volume 26; Issue 2-3

Risk management in the global economy: A review essay

Measuring off-balance-sheet leverage

Risk management and the credit risk premium

Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage

Value and risk

The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements

GARCH vs. stochastic volatility: Option pricing and risk management

Modeling correlated market and credit risk in fixed income portfolios

Testing the stability of implied probability density functions

Analyzing rating transitions and rating drift with continuous observations

Ratings migration and the business cycle, with application to credit portfolio stress testing

Trade, credit and systemic fragility

Optimal capacity in the banking sector and economic growth

Sovereign liquidity crises: Analytics and implications for public policy

Financial crises and coordination failure: A comment

Can insurers pay for the “big one”? Measuring the capacity of the insurance market to respond to catastrophic losses

The allocation of catastrophe risk

Labor income and risky assets under market incompleteness: Evidence from Italian data

Innovations in testing the stability of risk measures over time and across models

Introduction

Contents