Akhmad Kramadibrata

Edith Cowan University - School of Accounting, Finance and Economics

Research Assistant

270 Joondalup Drive

Joondalup, WA g027

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

589

CITATIONS

5

Scholarly Papers (6)

1.

Xtreme Credit Risk Models: Implications for Bank Capital Buffers

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 22 Posted: 01 Mar 2011
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 251 (121,032)
Citation 2

Abstract:

Loading...

credit risk, conditional value at risk, conditional probability of default, historical simulation, Monte Carlo simulation

2.

Comparing Australian and US Corporate Default Risk Using Quantile Regression

Number of pages: 12 Posted: 28 Nov 2011
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 92 (278,387)
Citation 3

Abstract:

Loading...

Probability of Default, Quantile Regression, Australian Banks, United States Banks

3.

Bank Risk: Does Size Matter?

Number of pages: 25 Posted: 28 Nov 2011
Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics, School of Mathematics and Statistics, The University of Sydney and Edith Cowan University
Downloads 82 (299,184)

Abstract:

Loading...

Bank Risk, Value at Risk, Conditional Value at Risk, Probability of Default, Conditional Probability of Default

4.

Optimising a Mining Portfolio Using CVaR

Number of pages: 12 Posted: 03 Dec 2011
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 70 (327,641)

Abstract:

Loading...

CVaR, Mining Industry, Optimisation

5.

A Quantile Analysis of Default Risk for Speculative and Emerging Companies

Number of pages: 8 Posted: 03 Dec 2011
Edith Cowan University - School of Accounting, Finance and Economics, School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 52 (379,726)

Abstract:

Loading...

Quantile Regression, Emerging and speculative companies, extreme risk and return

6.

Tail Risk for Australian Emerging Market Entities

Number of pages: 8 Posted: 03 Dec 2011
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 42 (414,644)

Abstract:

Loading...

Tail risk, emerging Australian companies, extreme risk