Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 742,181
Full Text Papers: 626,103
Authors: 343,939
Papers Received in
  Last 12 months:
64,534

Paper Downloads:
To date: 113,845,424
Last 12 months: 13,388,139
Last 30 days: 896,041

CiteReader:  What's this?
Papers with
  Resolved
  References:
320,289
Total References: 9,124,793
Papers with Cites: 248,462
Total Citation
  Links:
5,988,945
Papers with
  Resolved
  Footnotes:
93,271
Total Footnotes: 9,047,441


SSRN eLibrary Search Results
Risk Management & Analysis in Financial Institutions eJournal
880,263 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 4,549
Sort By
1 2 3 4 ... 91 | Next >
   

Incl. Electronic Paper Risk Model Based on General Compound Hawkes Process
Anatoliy V. Swishchuk
University of Calgary
Date Posted: June 27, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring the Tail Risk: An Asymptotic Approach
Alexandru Vali Asimit and Jinzhu Li
City University London - Sir John Cass Business School and Nankai University - School of Mathematical Sciences
Date Posted: June 27, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper CDS and Credit: Testing the Small Bang Theory of the Financial Universe with Micro Data
Bundesbank Discussion Paper No. 16/2017
Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan and Yuejuan Yu
Deutsche Bundesbank, University of Zurich - Department of Banking and Finance, VU University Amsterdam and Shandong University
Date Posted: June 27, 2017
Working Paper Series

Incl. Electronic Paper An Empirical Analysis of the Effects of the Dodd-Frank Act on Determinants of Credit Ratings
Anwer S. Ahmed, Dechun Wang and Nina Xu
Texas A&M University - Mays Business School, Texas A&M University and Texas A&M University - Department of Accounting
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper A Correction to the CBOE VIX Calculation Formula
Anlong Li
Portunes LLC
Date Posted: June 26, 2017
Working Paper Series
34 downloads

Incl. Fee Electronic Paper Equity Versus Bail-In Debt in Banking: An Agency Perspective
CEPR Discussion Paper No. DP12104
Caterina Mendicino, Kalin Nikolov and Javier Suarez
Bank of Portugal, European Central Bank (ECB) and Centre for Monetary and Financial Studies (CEMFI)
Date Posted: June 26, 2017
Working Paper Series

Incl. Fee Electronic Paper Adapting the Basel II Advanced Internal-Ratings-Based Models for International Financial Reporting Standard 9
Journal of Credit Risk, Vol. 13, No. 2, 2017
Peter Miu and Bogie Ozdemir
McMaster University - DeGroote School of Business and Standard & Poor's
Date Posted: June 23, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Primary-Firm-Driven Portfolio Loss
Journal of Credit Risk, Vol. 13, No. 2, 2017
Stuart M. Turnbull
University of Houston - C.T. Bauer College of Business
Date Posted: June 23, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Portfolio Credit Risk Model with Extremal Dependence of Defaults and Random Recovery
Journal of Credit Risk, Vol. 13, No. 2, 2017
Jong-June Jeon, Sunggon Kim and Yonghee Lee
University of Seoul, University of Seoul and University of Seoul
Date Posted: June 23, 2017
Accepted Paper Series

Incl. Electronic Paper Risk Estimation and Spurious Seasonality
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2017
Malte S. Kurz and Stefan Mittnik
Ludwig-Maximilians-Universität München - Department of Statistics - Chair of Financial Econometrics and University of Kiel - Institute of Statistics & Econometrics
Date Posted: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper An Approach to Enhanced Indexing
Andrei Bolshakov and Ludwig B. Chincarini
WEDGE Capital Management, LLP and University of San Francisco School of Management
Date Posted: June 21, 2017
Working Paper Series
41 downloads

Incl. Electronic Paper Institutional Investors and Loan Dynamics: Evidence from Loan Renegotiations
Mehdi Beyhaghi, Ca Nguyen and John K. Wald
University of Texas at San Antonio - Department of Finance, University of Texas at San Antonio and University of Texas at San Antonio
Date Posted: June 21, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Sensitivity Analysis for Marked Hawkes Processes - Application to CLO Pricing
Guillaume Bernis, Kaouther Salhi and Simone Scotti
NATIXIS Asset Management, NATIXIS Asset Management and Université Paris VII Denis Diderot
Date Posted: June 20, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 2. The Cox – Ingersoll – Ross Model
Tomsk State University Journal of Control and Computer Science. 2012. No. 2(19). pp. 102-111.
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
21 downloads

Incl. Electronic Paper Financial Crisis, Corporate Governance, and Bank Capital
Financial Crisis, Corporate Governance, and Bank Capital. Cambridge University Press (2017).
Sanjai Bhagat
University of Colorado at Boulder - Department of Finance
Date Posted: June 20, 2017
Accepted Paper Series
18 downloads

Incl. Electronic Paper Factors Affecting Interest Rate Risk: The Case of Kosovo
Florin Aliu, Adriana Knapkova, Khatai Aliyev and Orkhan Nadirov
Tomas Bata University, Tomas Bata University, Qafqaz University and Tomas Bata University - Faculty of Management and Economics
Date Posted: June 19, 2017
Working Paper Series
9 downloads

Banking Deregulation and Credit Risk: Evidence from the EU
Journal of Financial Stability 2 (4): 356–390. 2007. DOI: 10.1016/j.jfs.2006.11.002,
Xiaofen Chen
Truman State University - Department of Economics
Date Posted: June 19, 2017
Accepted Paper Series

Incl. Electronic Paper Are Corporate Risk Managers Influenced by Prior Gains and Losses? Revisiting the Evidence
Andreas Hecht and Niklas Lampenius
University of Hohenheim and University of Hohenheim
Date Posted: June 19, 2017
Last Revised: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Identifying 'Uber Risk:' Central Banks' Analytics Aid Stability
Global Public Investor, 2017
David M. Bholat and Chiranjit Chakraborty
Bank of England and Bank of England
Date Posted: June 19, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Optimal Holdings of Active, Passive and Smart Beta Strategies
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
Quantitative Management Associates (QMA) LLC, New York University, Quantitative Management Associates, LLC and Quantitative Management Associates (QMA) LLC
Date Posted: June 19, 2017
Last Revised: June 21, 2017
Working Paper Series
109 downloads

Incl. Electronic Paper The Probability Density of the Processes of Short Interest Rates
Medvedev G. A. (2016)The probability density of the processes ofshortinterest rates.Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. –Tomsk State University Journal of Control and Computer Science.№3(36).P.35–48. (In Russian). ,
Gennady Medvedev
Belarusian State University
Date Posted: June 19, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Calibration of Credit Default Probabilities in Discrete Default Intensity and Logit Models
Anand Deo, Sandeep Juneja and Aakash Kalyani
Tata Institute of Fundamental Research (TIFR), Tata Institute of Fundamental Research (TIFR) and Boston University
Date Posted: June 19, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Corporate Hedging and Collateral Constraints: Evidence from a Difference-in-Difference Approach
Håkan Jankensgård
Lund University - Department of Business Administration
Date Posted: June 17, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Inflation Despite Best Intentions - Rating Under Asymmetric Information
Christian Hilpert, Stefan Hirth and Alexander Szimayer
University of Hamburg, University of Aarhus and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: June 16, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Comparison of Model for Pricing Volatility Swaps
Documento de Trabajo del Banco Central de Chile N.º 708 ,
Nestor Romero
University of Manchester - Alliance Manchester Business School
Date Posted: June 16, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Identifying Outliers in Finance
John C. Adams, Darren K. Hayunga, Sattar Mansi and David M. Reeb
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Tech and National University of Singapore
Date Posted: June 16, 2017
Working Paper Series
99 downloads

Incl. Electronic Paper Can Economically Intuitive Factors Improve Ability of Proprietary Algorithms to Predict Defaults of Peer-to-Peer Loans?
Atay Kizilaslan and Aziz A. Lookman
Independent and AIG
Date Posted: June 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Best Strategies for the Worst Crises
Michael Cook, Edward Hoyle, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Man AHL, Man AHL, Man AHL, Numeric Investors and Man AHL
Date Posted: June 16, 2017
Working Paper Series
189 downloads

Incl. Electronic Paper Stable Risk Sharing and Its Monotonicity
Xin Chen, Zhenyu Hu and Shuanglong Wang
University of Illinois at Urbana-Champaign, National University of Singapore (NUS) - Department of Decision Sciences and Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign
Date Posted: June 16, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper When Enough Is Not Enough: Bank Capital and the Too-Big-To-Fail Premium
Michael B. Imerman
Lehigh University
Date Posted: June 15, 2017
Working Paper Series
16 downloads

Incl. Fee Electronic Paper A First‐Order BSPDE for Swing Option Pricing: Classical Solutions
Mathematical Finance, Vol. 27, Issue 3, pp. 902-925, 2017
Christian Bender and Nikolai Dokuchaev
Saarland University and Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper A Primal–Dual Algorithm for BSDEs
Mathematical Finance, Vol. 27, Issue 3, pp. 866-901, 2017
Christian Bender, Nikolaus Schweizer and Jia Zhuo
Saarland University, Tilburg School of Economics and Management and University of Southern California
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Approximate Hedging Problem with Transaction Costs in Stochastic Volatility Markets
Mathematical Finance, Vol. 27, Issue 3, pp. 832-865, 2017
Thai Huu Nguyen and Serguei Pergamenshchikov
CNRS and CNRS
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Explicit Implied Volatilities for Multifactor Local‐Stochastic Volatility Models
Mathematical Finance, Vol. 27, Issue 3, pp. 926-960, 2017
Matthew Lorig, Stefano Pagliarani and Andrea Pascucci
University of Washington - Applied Mathematics, DEAMS, Università di Trieste and University of Bologna - Department of Mathematics
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Option Pricing and Hedging with Execution Costs and Market Impact
Mathematical Finance, Vol. 27, Issue 3, pp. 803-831, 2017
Olivier Edmond Guéant and Jiang Pu
Université Paris VII Denis Diderot and Europlace Institute of Finance
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Pricing for Large Positions in Contingent Claims
Mathematical Finance, Vol. 27, Issue 3, pp. 746-778, 2017
Scott Robertson
Questrom School of Business, Boston University
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Electronic Paper Competition and Adverse Selection in an Online Lending Market
Don Carmichael
University of Houston - C.T. Bauer College of Business
Date Posted: June 15, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Stability of Core-Periphery Interbank Networks
Christian Freund
Christian-Albrechts-Universität zu Kiel
Date Posted: June 14, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression
Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz
Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
Date Posted: June 14, 2017
Working Paper Series
28 downloads

Incl. Fee Electronic Paper A Note on the Statistical Robustness of Risk Measures
Journal of Operational Risk, Forthcoming
Mikhail Zhelonkin and Valérie Chavez-Demoulin
Erasmus University Rotterdam (EUR) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 14, 2017
Accepted Paper Series

Incl. Electronic Paper Systemic Risk for Financial Institutions of Major Petroleum-Based Economies: The Role of Oil
SAFE Working Paper No. 172
Ahmed A.A. Khalifa, Massimiliano Caporin, Michele Costola and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM), University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Drexel University - Lebow College of Business
Date Posted: June 14, 2017
Last Revised: June 22, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Cyclical Patterns in Risk Indicators Based on Financial Market Infrastructure Transaction Data
De Nederlandsche Bank Working Paper No. 558
Monique Timmermans, Ronald Heijmans and Hennie Daniels
De Nederlandsche Bank, De Nederlandsche Bank and Erasmus Research Institute of Management (ERIM)
Date Posted: June 13, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Pricing Asian Options with Stochastic Convenience Yield and Jumps
Christian-Oliver Ewald, Yuexiang Wu and Aihua Zhang
University of Glasgow, University of Glasgow - Adam Smith Business School and University of Leicester - Department of Mathematics
Date Posted: June 13, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Environmental Hazards and Mortgage Credit Risk: Evidence from Texas Pipeline Incidents
Minhong Xu and Yilan Xu
University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
Date Posted: June 13, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper An Evaluation of the Different Approaches and Methodologies for Evaluating Investment Holding Companies' Credit Ratings
Efraim Benmelech
Northwestern University - Kellogg School of Management
Date Posted: June 13, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Where You Live Matters: The Impact of Local Financial Market Competition in Managing Online Peer-To-Peer Loans
Mohammed Alyakoob, Mohammad Saifur Rahman and Zaiyan Wei
Purdue University - Krannert School of Management, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Date Posted: June 13, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper Why Are Sovereign Bond Contracts Sticky? A View from Government Debt Managers
Anna Gelpern, G. Mitu Gulati and Jeromin Zettelmeyer
Georgetown University Law Center, Duke University School of Law and Peter G. Peterson Institute for International Economics
Date Posted: June 13, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Hybrid IS-VWAP Dynamic Algorithmic Trading via LQR
Jackie Shen
Goldman Sachs, USA
Date Posted: June 13, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper On the Dynamic Measurement of Capital Adequacy and Leverage for Basel III
Vincent B.Y. Gan and Mohd Azhar Abdul Karim
University Putra Malaysia and University Putra Malaysia
Date Posted: June 13, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Рейтинги и Оценка Кредитоспособности: История Развития и Тенденции в Исследованиях (Ratings and Credit Risk Measurement: The History and the Current State of Research Agenda)
Проблемы теории и практики управления. 2017. № 3. С. 98-109. (Problemy teorii i praktiki upravlenija (Russia). 2017. № 3. P. 98-109),
Olga N. Volkova, Jana V. Loginova and Irina V. Lvova
National Research University Higher School of Economics, National Research University Higher School of Economics (Moscow), Students and National Research University Higher School of Economics (Moscow), Students
Date Posted: June 12, 2017
Accepted Paper Series
2 downloads


 

1 2 3 4 ... 91 | Next >