The impact of risk regulation on price dynamics
Article Abstract:
The consequences of the widespread adoption of market-sensitive risk management systems that treat financial market uncertainty as exogenous are investigated. The overall case for risk regulation is based on a cost-benefit analysis in which the limitations to risk-taking behavior is set against the possible damage done by the endogenously generated risk that arises from risk regulation.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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Quantitative models for operational risk: extremes, dependence and aggregation
Article Abstract:
The process of effectively using quantitative models for analyzing risk factors in operations management is presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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On time-scaling of risk and the square-root-of-time rule
Article Abstract:
Risk assessment by using time-scaling and square-root-of-time methods is presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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