Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 694,139
Full Text Papers: 583,394
Authors: 319,988
Papers Received in
  Last 12 months:
67,427

Paper Downloads:
To date: 103,365,754
Last 12 months: 13,120,383
Last 30 days: 1,026,300

CiteReader:  What's this?
Papers with
  Resolved
  References:
307,802
Total References: 9,007,996
Papers with Cites: 246,517
Total Citation
  Links:
5,804,245
Papers with
  Resolved
  Footnotes:
91,653
Total Footnotes: 8,994,130


SSRN eLibrary Search Results
Risk Management & Analysis in Financial Institutions eJournal
699,108 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 3,874
Sort By
1 2 3 4 ... 78 | Next >
   

Incl. Electronic Paper Show Me Your Competitors and I Will Tell You If You are Exposed: Market Structure and Foreign Exchange Exposure
Thanos Andrikopoulos and Xeni Dassiou
Hull University Business School (HUBS) and City University London - Department of Economics
Date Posted: September 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Volatility Risk
Christian P. Fries
LMU Munich, Department of Mathematics
Date Posted: September 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Collateralized Borrowing and Increasing Risk
Economic Theory, Forthcoming
Gregory Phelan
Williams College
Date Posted: September 26, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Correlated Default and Financial Intermediation
Journal of Finance, Forthcoming
Gregory Phelan
Williams College
Date Posted: September 26, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Nexus between Bank Specific Risk Management Practice and Financial Performance: A Study on Selected Commercial Banks in Ethiopia
Biruk Shimelis Bekele
Independent
Date Posted: September 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Theory for Measures of Tail Risk
Fangda Liu and Ruodu Wang
Central University of Finance and Economics (CUFE) - China Institute for Actuarial Science and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: September 22, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Measuring Factor Exposures: Uses and Abuses
Journal of Alternative Investments, Forthcoming
Ronen Israel and Adrienne Ross
AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: September 22, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Price Discovery in Equity and CDS Markets
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and Central University of Finance and Economics
Date Posted: September 22, 2016
Working Paper Series
8 downloads

Testing Interest Rate Models for Solvency II Applications
Insurance Risk, 2016, February Issue
Vladimir Ostrovski and Alexey Botvinnik
Talanx AG and Conning Asset Management
Date Posted: September 22, 2016
Accepted Paper Series

Incl. Electronic Paper Multivariate Elliptical Truncated Moments
ICM Centre Discussion Paper Number: 2016-06
J. C. Arismendi and Simon A. Broda
University of Reading - ICMA Centre and University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: September 21, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs
Sean D. Campbell and Ivan Ivanov
U.S. Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Date Posted: September 20, 2016
Working Paper Series
19 downloads

Incl. Fee Electronic Paper Optimal Investment in Credit Derivatives Portfolio Under Contagion Risk
Mathematical Finance, Vol. 26, Issue 4, pp. 785-834, 2016
Lijun Bo and Agostino Capponi
Xidian University and Columbia University
Date Posted: September 20, 2016
Accepted Paper Series

Incl. Electronic Paper Shrinking the Coskewness Matrix: Bias Corrected Shrinkage Intensity and Extension to Multiple Targets
Kris Boudt, Dries Cornilly and Tim Verdonck
Free University of Brussels (VUB), Free University of Brussels (VUB) and Department of Mathematics, KU Leuven
Date Posted: September 20, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Hedging Futures Options with Stochastic Interest Rates
Benjamin Cheng, Christina Sklibosios Nikitopoulos and Erik Schlogl
University of Technology Sydney (UTS), UTS Business School, Students, University of Technology Sydney - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: September 20, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Capital at Risk (Preliminary Version)
Daniela Alifano
Imperial College Business School
Date Posted: September 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Do Rare Events Explain CDX Tranche Spreads?
Sang Byung Seo and Jessica A. Wachter
University of Houston - C.T. Bauer College of Business and University of Pennsylvania - Finance Department
Date Posted: September 19, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Information Loss in Mortgage Pricing
Konstantinos Tzioumis
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: September 17, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Кредитные Риски: Сущность, Классификация, Управление (The Credit Risks: Essence, Classification, Management)
Экономика и общество в условиях турбулентности внешней среды. Саратов, 2015. С. 157-161.,
Tatyana Yevgenyevna Totikova, L Belositskaya and Yulia Guseva
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Stolypin Volga Region Institute of Administration, Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Stolypin Volga Region Institute of Administration and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Stolypin Volga Region Institute of Administration
Date Posted: September 17, 2016
Accepted Paper Series
1 downloads

Foreign Bank Diversification and Efficiency Prior to and During the Financial Crisis: Does One Business Model Fit All?
Journal of Banking and Finance, Vol. 61, 2015
Claudia Curi, Ana Lozano-Vivas and Valentin Zelenyuk
School of Economics and Management, Free University of Bolzano, Independent and School of Economics, Centre for Efficiency and Productivity Analysis, The University of Queensland, Australia
Date Posted: September 16, 2016
Working Paper Series

Strategy for Lenders by Modelling Competitions: Mortgage Default vs. Restructuring and Prepayment vs. Defeasance
Lok Man Tong
Independent
Date Posted: September 16, 2016
Working Paper Series

Incl. Electronic Paper Too Big and Unable to Fail
Florida Law Review, Forthcoming, GWU Law School Public Law Research Paper No. 2016-44, GWU Legal Studies Research Paper No. 2016-44, Seton Hall Public Law Research Paper
Stephen J. Lubben and Arthur E. Wilmarth Jr.
Seton Hall University - School of Law and George Washington University Law School
Date Posted: September 16, 2016
Last Revised: September 17, 2016
Accepted Paper Series
33 downloads

Incl. Fee Electronic Paper Comments on the Basel Committee On Banking Supervision Proposal for a New Standardized Approach for Operational Risk
Journal of Operational Risk, Vol. 11, No. 3, 2016
Giulio Mignola, Roberto Ugoccioni and Eric Cope
Intesa SanPaolo Spa, Intesa SanPaolo Spa and Credit Suisse AG
Date Posted: September 15, 2016
Accepted Paper Series

Incl. Electronic Paper Anti-Money Laundering Regulations and the Effective Use of Mobile Money in South Africa – Part 1
Potchefstroom Electronic Law Journal, Vol. 18, No. 5, 2015
Marike Kersop and Sarel du Toit
North-West University and North-West University
Date Posted: September 15, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Anti-Money Laundering Regulations and the Effective Use of Mobile Money in South Africa – Part 2*
Potchefstroom Electronic Law Journal, Vol. 18, No. 5, 2015
Marike Kersop and Sarel du Toit
North-West University and North-West University
Date Posted: September 15, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Benefits and Costs of Bank Capital
IMF Staff Discussion Note No. SDN/16/04
Jihad C. Dagher, Giovanni Dell'Ariccia, Luc Laeven, Lev Ratnovski and Hui Tong
International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) - Research Department, European Central Bank (ECB), International Monetary Fund and International Monetary Fund (IMF)
Date Posted: September 14, 2016
Accepted Paper Series
52 downloads

Incl. Electronic Paper Scenario Generation for Long-Run Interest Rate Risk Assessment
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University - Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute and Harvard Business School - Finance Unit
Date Posted: September 14, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Pricing Recovery Risk via a Partial Information Transform
Albert Cohen
Michigan State University - Department of Mathematics
Date Posted: September 14, 2016
Last Revised: September 18, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization
Jonathan Yu-Meng Li
Telfer School of Management, University of Ottawa
Date Posted: September 14, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Debt in Just Societies
John Linarelli
Durham University
Date Posted: September 13, 2016
Working Paper Series
12 downloads

Risk Perception and Adoption of Mobile Banking Services: A Review
The IUP Journal of Information Technology, Vol. XII, No. 1, March 2016, pp. 52-71
Prerna Bagadia and Alok Bansal
Independent and Prestige Institute of Management and Research (Indore)
Date Posted: September 13, 2016
Accepted Paper Series

Incl. Electronic Paper Application of Machine Learning to Systematic Allocation Strategies
Kevin Noel
Tokyo
Date Posted: September 12, 2016
Working Paper Series
203 downloads

Incl. Electronic Paper On the Application of Bayesian Credibility Theory to Achieve More Accurate Movie Rankings
International Journal of Banking, Risk and Insurance, Vol 4, Issue 2, pp 1-10, (2016)
Palash Ranjan Das and Tripti Chakrabarti
University of Calcutta and Dept. of Applied Mathematics
Date Posted: September 12, 2016
Accepted Paper Series
6 downloads

Incl. Fee Electronic Paper Mobile Collateral Versus Immobile Collateral
NBER Working Paper No. w22619
Gary B. Gorton and Tyler Muir
Yale School of Management and Yale University
Date Posted: September 12, 2016
Working Paper Series
7 downloads

Systemic Risk in Carry-Trade Portfolios
Finance Research Letters, Forthcoming
Chih-Liang Liu and Hsin-Feng Yang
National Yunlin University of Science and Technology - Department of Finance and Independent
Date Posted: September 12, 2016
Accepted Paper Series

Committee Independence and Financial Institution Performance during the 2007–08 Credit Crunch: Evidence from a Multi-Country Study
Corporate Governance: An International Review, Vol. 19.5, p. 437-458, 2011
Yin‐Hua Yeh, Huimin Chung and Chih-Liang Liu
National Chiao-Tung University, National Chiao-Tung University - Graduate Institute of Finance and National Yunlin University of Science and Technology - Department of Finance
Date Posted: September 12, 2016
Accepted Paper Series

Interest Rate Risk Propagation: Evidence from the Credit Crunch
North American Journal of Economics and Finance, Vol. 28, p. 242-264, 2014
Hsin-Feng Yang, Chih-Liang Liu and Ray Y. Chou
Independent, National Yunlin University of Science and Technology - Department of Finance and Academia Sinica
Date Posted: September 12, 2016
Accepted Paper Series

Incl. Electronic Paper Operational Risk Exposure to Islamic Banks
Abasyn Journal of Social Sciences – 9 (2) ,
Muhammad Arif, Shafiullah Jan and Amna Kulsoom
Institute of management sciences Peshawar, IMSCIENCES and National University of Modern Languages (NUML)
Date Posted: September 12, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Volcker Rule and Market-Making in Times of Stress
Jack Bao, Maureen O'Hara and Xing (Alex) Zhou
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Date Posted: September 11, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks
Edward Furman, Ruodu Wang and Ricardas Zitikis
York University - Department of Mathematics and Statistics, University of Waterloo - Department of Statistics and Actuarial Science and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: September 11, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Stress Testing in the Nigerian Banking Sector
Adesoji Oladapo Farayibi
Centre for Allied Research and Economic Development (CARED)
Date Posted: September 11, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Minimum Requirement for Own Funds and Eligible Liabilities (MREL): A Comprehensive Analysis of the New Prudential Requirement for Credit Institutions
ECEFIL Working Paper Series No. 2016/16
Nikos Maragopoulos
Panteion University of Athens, Students
Date Posted: September 10, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper The Informativeness of Discretionary LLPs during the Financial Crisis
Paul J. Beck, Zhenhua Chen, Bin Li and Ganapathi S. Narayanamoorthy
University of Illinois at Urbana-Champaign - Department of Accountancy, Tulane University - A.B. Freeman School of Business, University of Texas at Dallas - Naveen Jindal School of Management and Tulane University - Accounting & Taxation
Date Posted: September 08, 2016
Working Paper Series
44 downloads

Application of Analytic Hierarchy Process to Develop Credit Scoring Models for Financial Institution Obligors in Vietnam Commercial Banks
Journal of Economics and Development, Forthcoming
Vuong Minh Giang and Hoa Tuc Ngo
Bank for Foreign Trade of Vietnam (Vietcombank) and John von Neumann Institute (VNUHCM), Students
Date Posted: September 07, 2016
Accepted Paper Series

Risk Governance E Performance Delle Banche Italiane: Un’Analisi Empirica (Risk Governance and Performance of the Italian Banks: An Empirical Analysis)
Bancaria No. 02-16
Elisa Cavezzali and Gloria Gardenal
Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: September 07, 2016
Accepted Paper Series

Incl. Electronic Paper Valuation of Credit Derivatives Portfolio
Silke Prohl
Princeton University
Date Posted: September 07, 2016
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Liquidity Runs
CEPR Discussion Paper No. DP11481
Rafael Matta and Enrico C. Perotti
University of Amsterdam - Finance Group and University of Amsterdam - Finance Group
Date Posted: September 06, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Stochastic Tail Exponent for Asymmetric Power Laws
Nassim Nicholas Taleb
NYU-Tandon School of Engineering
Date Posted: September 06, 2016
Working Paper Series
209 downloads

Incl. Electronic Paper Surplus-Invariant, Law-Invariant, and Positively Homogeneous Acceptance Sets Must Be Induced by Value-at-Risk
Xue Dong He and Xianhua Peng
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: September 06, 2016
Working Paper Series
13 downloads

Application of BMA Approach to Develop Credit Scoring Models for Vietnam SMEs
Vuong Minh Giang and Thanh Thiên Nguyễn
Bank for Foreign Trade of Vietnam (Vietcombank) and Independent
Date Posted: September 06, 2016
Working Paper Series

Risk Management Enhancement of Vietnam Commercial Banks with the Basel Accords
Vietnam Banking Review (Forthcoming)
Vuong Minh Giang
Bank for Foreign Trade of Vietnam (Vietcombank)
Date Posted: September 06, 2016
Accepted Paper Series


 

1 2 3 4 ... 78 | Next >
   


 

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 1.203 seconds