| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A general approach to integrated risk management with skewed, fat-tailed risks |
0 |
0 |
0 |
794 |
0 |
0 |
3 |
1,713 |
| Bank Capital for Operational Risk: A Tale of Fragility and Instability |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
49 |
| Businessmen's Expectations Are Neither Rational nor Adaptive |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
215 |
| Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think |
0 |
4 |
7 |
424 |
0 |
8 |
22 |
1,504 |
| Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? |
0 |
0 |
1 |
584 |
1 |
2 |
3 |
2,059 |
| Estimating probabilities of default |
0 |
0 |
2 |
283 |
0 |
1 |
7 |
660 |
| Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models |
0 |
0 |
0 |
292 |
0 |
0 |
0 |
1,721 |
| Exact maximum likelihood estimation of ARCH models |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
773 |
| Firm Heterogeneity and Credit Risk Diversification |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
684 |
| Forecasting Economic and Financial Variables with Global VARs |
0 |
0 |
1 |
209 |
1 |
1 |
3 |
536 |
| Forecasting Economic and Financial Variables with Global VARs |
0 |
0 |
0 |
313 |
1 |
1 |
5 |
924 |
| Forecasting economic and financial variables with global VARs |
0 |
0 |
0 |
336 |
0 |
0 |
4 |
675 |
| Global Business Cycles and Credit Risk |
0 |
0 |
1 |
206 |
0 |
0 |
2 |
617 |
| Global Business Cycles and Credit Risk |
0 |
0 |
0 |
212 |
1 |
1 |
2 |
546 |
| Hedge funds, financial intermediation, and systemic risk |
0 |
0 |
1 |
240 |
0 |
1 |
3 |
684 |
| Hedging bank liquidity risk |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
91 |
| Horizon Problems and Extreme Events in Financial Risk Management |
0 |
0 |
1 |
513 |
0 |
2 |
3 |
1,741 |
| How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998 |
0 |
0 |
0 |
355 |
0 |
0 |
0 |
1,206 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
0 |
0 |
1,290 |
2 |
3 |
5 |
3,124 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
1 |
2 |
3 |
581 |
3 |
4 |
6 |
1,351 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
0 |
1 |
382 |
0 |
1 |
2 |
976 |
| Macroprudential supervision of financial institutions: lessons from the SCAP |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
345 |
| Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions |
0 |
1 |
1 |
1,227 |
1 |
3 |
4 |
4,574 |
| Measurement and Estimation of Credit Migration Matrices |
0 |
0 |
1 |
1,022 |
0 |
0 |
2 |
2,564 |
| Metrics for Comparing Credit Migration Matrices |
0 |
0 |
6 |
927 |
0 |
1 |
13 |
2,606 |
| Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management |
0 |
0 |
0 |
56 |
4 |
5 |
11 |
208 |
| Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management |
0 |
1 |
2 |
528 |
1 |
3 |
8 |
1,335 |
| Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management |
0 |
1 |
4 |
1,409 |
0 |
1 |
14 |
3,607 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
3 |
1,167 |
0 |
0 |
6 |
2,555 |
| Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
4 |
651 |
1 |
2 |
21 |
1,557 |
| Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model |
0 |
1 |
4 |
57 |
0 |
2 |
7 |
184 |
| Modelling regional interdependencies using a global error-correcting macroeconometric model |
0 |
1 |
2 |
315 |
2 |
3 |
9 |
755 |
| Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
857 |
| Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
1 |
1 |
1 |
636 |
1 |
2 |
5 |
1,235 |
| Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing |
0 |
0 |
0 |
1,605 |
0 |
2 |
2 |
3,603 |
| Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates |
0 |
0 |
5 |
1,968 |
1 |
2 |
7 |
5,394 |
| Robust Capital Regulation |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
190 |
| Robust capital regulation |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
361 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
283 |
0 |
0 |
0 |
1,027 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
650 |
| Stress Testing Bank Profitability |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
69 |
| Stress Testing Banks |
0 |
0 |
3 |
74 |
0 |
1 |
11 |
165 |
| Stress Testing Convergence |
0 |
0 |
0 |
57 |
0 |
2 |
3 |
131 |
| Stress Testing in Wartime and in Peacetime |
1 |
1 |
1 |
30 |
1 |
1 |
2 |
64 |
| Stress Testing in Wartime and in Peacetime |
1 |
1 |
1 |
31 |
1 |
1 |
1 |
69 |
| The New Basel Capital Accord and Questions for Research |
0 |
0 |
0 |
1,059 |
0 |
0 |
3 |
2,026 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
339 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
0 |
0 |
190 |
0 |
0 |
0 |
633 |
| Understanding the securitization of subprime mortgage credit |
2 |
3 |
7 |
856 |
3 |
5 |
14 |
2,103 |
| Visible and hidden risk factors for banks |
1 |
1 |
1 |
394 |
2 |
2 |
3 |
1,710 |
| Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
287 |
| Total Working Papers |
7 |
18 |
65 |
22,438 |
31 |
69 |
231 |
63,052 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A general approach to integrated risk management with skewed, fat-tailed risks |
1 |
2 |
4 |
233 |
2 |
7 |
17 |
636 |
| A review of recent books on credit risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| A review of recent books on credit risk |
0 |
1 |
1 |
84 |
0 |
1 |
2 |
317 |
| Bank capital for operational risk: A tale of fragility and instability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
28 |
| Changing Regulatory Capital to Include Liquidity and Management Intervention |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Confidence intervals for probabilities of default |
1 |
1 |
3 |
163 |
2 |
2 |
6 |
402 |
| Credit rating dynamics and Markov mixture models |
1 |
2 |
4 |
114 |
1 |
2 |
5 |
308 |
| Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? |
0 |
0 |
1 |
46 |
0 |
1 |
2 |
173 |
| Firm heterogeneity and credit risk diversification |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
222 |
| Forecasting economic and financial variables with global VARs |
1 |
4 |
10 |
206 |
1 |
8 |
31 |
577 |
| Guest Editorial |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Hedge funds, financial intermediation, and systemic risk |
0 |
0 |
0 |
157 |
0 |
2 |
3 |
484 |
| Horizon problems and extreme events in financial risk management |
0 |
0 |
0 |
190 |
0 |
1 |
1 |
757 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
1 |
5 |
471 |
4 |
7 |
32 |
1,198 |
| Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions |
0 |
0 |
4 |
318 |
0 |
0 |
9 |
946 |
| Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
32 |
| Managing the risk of climate change |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
7 |
| Measurement, estimation and comparison of credit migration matrices |
1 |
6 |
16 |
251 |
1 |
11 |
30 |
613 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
2 |
7 |
694 |
3 |
8 |
22 |
1,348 |
| Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
1 |
1 |
1 |
1 |
1 |
1 |
2 |
3 |
| Ratings migration and the business cycle, with application to credit portfolio stress testing |
0 |
0 |
2 |
465 |
0 |
1 |
14 |
1,117 |
| Rejoinder |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
73 |
| Rejoinder to comments on forecasting economic and financial variables with global VARs |
0 |
0 |
0 |
38 |
0 |
1 |
4 |
120 |
| Robust capital regulation |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
334 |
| Stress testing bank profitability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Stress testing banks |
1 |
2 |
15 |
358 |
1 |
10 |
40 |
737 |
| Stress testing convergence |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico |
0 |
0 |
1 |
72 |
0 |
0 |
2 |
267 |
| Understanding the Securitization of Subprime Mortgage Credit |
0 |
1 |
6 |
64 |
5 |
7 |
20 |
265 |
| What is enterprise risk management? |
0 |
2 |
4 |
7 |
0 |
2 |
12 |
19 |
| Why were banks better off in the 2001 recession? |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
304 |
| Total Journal Articles |
7 |
25 |
84 |
4,221 |
22 |
76 |
264 |
11,299 |
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