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 |
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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 |
|
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 |
|
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 |
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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 |