Discussion paper DP14418 Operational and cyber risks in the financial sector Inaki Aldasoro Leonardo Gambacorta Paolo Giudici Thomas Leach 18 Feb 2020 Financial Economics D5 D62 D82 G2 H41
VoxEU Column The strategic under-reporting of banks’ risk Amiyatosh Purnanandam Kuncheng Zheng Taylor Begley 8 May 2015 Financial Markets Global crisis
VoxEU Column Why risk is hard to measure Chen Zhou Jon Danielsson 25 Apr 2015 EU policies Financial Markets
Discussion paper DP6179 Market Liquidity and Funding Liquidity Markus Brunnermeier Lasse Heje Pedersen 16 Mar 2007 Financial Economics International Macroeconomics G1 G2
Discussion paper DP5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management M. Hashem Pesaran Paolo Zaffaroni 31 Oct 2005 International Macroeconomics Industrial Organization C32 C52 C53 G11
Discussion paper DP5187 Risk Management with Benchmarking Lucie Teplá Suleyman Basak Alex Shapiro 23 Aug 2005 Financial Economics D81 G11 G23
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP2711 Modelling Scale-Consistent VaR with the Truncated Lévy Flight Christian Wolff Thorsten Lehnert 27 Feb 2001 Financial Economics C22 C52 G10