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Records found: 6

DP14418	Operational and cyber risks in the financial sector Author(s): Inaki Aldasoro, Leonardo Gambacorta, paolo giudici and Thomas Leach Published: February 2020
DP6179	Market Liquidity and Funding Liquidity Author(s): Markus K Brunnermeier and Lasse Heje Pedersen Published: March 2007
DP5279	Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management Author(s): M Hashem Pesaran and Paolo Zaffaroni Published: October 2005
DP5187	Risk Management with Benchmarking Author(s): Suleyman Basak, Alex Shapiro and Lucie Teplá Published: August 2005
DP3403	An Evaluation Framework for Alternative VaR Models Author(s): Dennis Bams, Thorsten Lehnert and Christian C Wolff Published: June 2002
DP2711	Modelling Scale-Consistent VaR with the Truncated Lévy Flight Author(s): Thorsten Lehnert and Christian C Wolff Published: February 2001

Records Found 6