| Market Risk Measurement and Management |
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|
2012년 |
2013년 |
| 7. Measures of Price Sensitivity Based on Parallel Yield Shifts |
삭제 |
10. The Evolution of Short Rates and the Shape of the Term Structure |
추가 |
| 8. Key Rate and Bucket Exposures |
삭제 |
11. The Art of Term Structure Models: Drift |
추가 |
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12. The Art of Term Structure Models: Volatility and Distribution |
추가 |
| |
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17. Messages from the Academic Literature on Risk Measurement for the Trading Book |
추가 |
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| Credit Risk Measurement and Management |
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2012년 |
2013년 |
| 17. Extending the VAR Approach to Non-Tradable Loans |
삭제 |
24. Spread Risk and Default Intensity Models |
추가 |
| 19. Loss Given Default |
삭제 |
25. Portfolio Credit Risk |
추가 |
| 20. Portfolio Effects: Risk Contributions and Unexpected Losses |
삭제 |
26. Structured Credit Risk |
추가 |
| 21. Measuring and Marking Counterparty Risk |
삭제 |
29. Defining Counterparty Credit Risk |
추가 |
| 22. Pricing and Hedging Counterparty Risk: Lessons Re-Learned? |
삭제 |
30. Mitigating Counterparty Credit Risk |
추가 |
| 27. Credit Derivatives |
삭제 |
31. Quantifying Counterparty Credit Exposure, Ⅰ |
추가 |
| |
|
32. Quantifying Counterparty Credit Exposure, Ⅱ: The Impact of Collateral |
추가 |
| |
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33. Pricing Counterparty Credit Risk, Ⅰ |
추가 |
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| Operational and Integrated Risk Management |
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|
2012년 |
2013년 |
| 33. Liquidity, the Ultimate Operational Risk |
삭제 |
36. Assessing the Quality of Risk Measures |
추가 |
| 34. Analyzing and Measuring Liquidity Risk |
삭제 |
37. Liquidity and Leverage |
추가 |
| 35.Funding Risk |
삭제 |
44. Principles for the Sound Management of Operational Risk |
추가 |
| 36. Managing and Mitigating Liquidity |
삭제 |
45. Observations on Developments in Risk Appetite Frameworks and IT Infrastructurte |
추가 |
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46. Stress Testing Banks |
추가 |
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51.Operational Risk ? Supervisory Guidelines for the Advanced Measurement Approaches |
추가 |
| |
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52.A Comparative Assessment of Basel Ⅱ/Ⅲ and Solvency Ⅱ |
추가 |
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| Risk Management and Investment Management |
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2012년 |
2013년 |
| 50. The Capital Asset Pricing Model: Theory and Evidence |
삭제 |
57. Empirical Evidence on Security Returns |
추가 |
| 51. Risk Monitoring and Performance Measurement |
삭제 |
62. Hedge Funds |
추가 |
| 60. An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios |
삭제 |
|
추가 |
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|
|
| Current Issues in Financial Markets |
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|
2012년 |
2013년 |
| 62. The U.S and Irish Credit Crises: Their Distinctive Differences and Common Features |
삭제 |
66. Sovereign Creditworthiness and Financial Stability: An International Perspective |
추가 |
| 63. Report to the Boards of Directors of Allied Irish Banks |
삭제 |
67. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example |
추가 |
| 64. Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007 |
삭제 |
68. Tails of the Unexpected |
추가 |
| 65. Toward Operationalizing Macroprudential Policies: When to Act? |
삭제 |
69. The Dog and the Frisbee |
추가 |
| 66. The Collapse of the Icelandic Banking System |
삭제 |
70. Challenges of Financial Innovation |
추가 |
| 67. Measuring and Managing Risk in Innovative Financial Instruments |
삭제 |
71. Exchange-Traded Funds, Market Structure and the Flash Crash |
추가 |
| 68. Active Risk Management: A Credit Investor’s Perspective |
삭제 |
|
추가 |
