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Risk Management Lessons from the Credit Crisis
4 references·16 citing·55 second hop
Risk Management Lessons from the Credit Crisis (2009)Risk Management Lessons from the Credit C…The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong (2009)The Financial Crisis and the …Credit Contagion from Counterparty Risk (2009)Credit Contagion from Counter…Common Failings: How Corporate Defaults Are Correlated (2007)Common Failings: How Corporat…Risk Management for Hedge Funds: Introduction and Overview (2001)Risk Management for Hedge Fun…What drives risk disclosure in Islamic and conventional banks? An international comparison (2020)What drives risk disclosure i…Risk analysis in introduction of new technologies by start-ups in the Brazilian market (2017)Risk analysis in introduction…Market risk disclosures and corporate governance structure: Evidence from GCC financial firms (2017)Market risk disclosures and c…Frontiers in VaR forecasting and backtesting (2016)Frontiers in VaR forecasting …Enterprise Risk Management and Default Risk: Evidence from the Banking Industry (2016)Enterprise Risk Management an…Ethics and the global financial crisis: why incompetence is worse than greed (2015)Ethics and the global financi…Time‐varying Integration in European Government Bond Markets (2014)Time‐varying Integration in E…Risk model-at-risk (2014)Risk model-at-riskSwearing to be Virtuous: The Prospects of a Banker's Oath (2013)Swearing to be Virtuous: The …Risk Management and Risk Management Failure: Lessons for Business Enterprises (2013)Risk Management and Risk Mana…Bank Size and Systemic Risk (2013)Bank Size and Systemic RiskAre All Credit Default Swap Databases Equal? (2013)Are All Credit Default Swap D…Improving the value at risk forecasts: Theory and evidence from the financial crisis (2012)Improving the value at risk f…Household behavior and boom/bust cycles (2011)Household behavior and boom/b…Default and Recovery Risk Dependencies in a Simple Credit Risk Model (2010)Default and Recovery Risk Dep…Are all Credit Default Swap Databases Equal? (2010)Are all Credit Default Swap D…Continuous Auctions and Insider Trading (1985)Evaluating Interval Forecasts (1998)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach (2015)Global sensitivity analysis and aggregation of risk in multi-product supply chain networks (2016)Banks’ Risk Dynamics and Distance to Default (2019)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Credit Risk Modeling (2004)Stochastic Integration and Differential Equations (2005)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Frailty Correlated Default (2009)Financial Intermediation and Delegated Monitoring (1984)A New Approach to Measuring Financial Contagion (2003)Has Finance Made the World Riskier? (2006)Measuring systemic risk: A comparison of alternative market-based approaches (2017)Bank diversification and systemic risk (2019)The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness (2021)Predictable Risk and Returns in Emerging Markets (1994)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Related Securities and Equity Market Quality: The Case of CDS (2015)Dealing with Dealers: Sovereign CDS Comovements (2017)Data-driven decision-making in credit risk management: The information value of analyst reports (2022)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Comparing Predictive Accuracy (1994)Forecast combinations for value at risk and expected shortfall (2019)Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (2020)Forecasting volatility by integrating financial risk with environmental, social, and governance risk (2021)The Determinants of Firms' Hedging Policies (1985)The effects of corporate governance on firms’ credit ratings (2006)Handbook of the Economics of Finance (2013)How enterprise risk management (erm) can affect on short-term and long-term firm performance: evidence from the Iranian banking system (2019)Investigating the Impact of Corporate Social Responsibility (CSR) on Risk Management Practices (2020)Mandatory corporate ESG disclosure and default risk – Evidence from China (2024)A Random Walk Down Wall Street (1973)The Econometrics of Financial Markets (1997)The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective (2004)What Happened to the Quants in August 2007? (2007)Do the Best Hedge Funds Hedge? (2010)The Econometrics of Financial Markets (2012)Explaining the Rate Spread on Corporate Bonds (2001)The Determinants of Credit Spread Changes (2001)What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk (2011)The effect of sovereign wealth funds on the credit risk of their portfolio companies (2014)Event Studies in Economics and Finance (1997)Trade Credit: Theories and Evidence (1997)Financial Contagion (2000)Financial Crises: Theory and Evidence (2009)The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)Macroprudential capital requirements and systemic risk (2012)The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation (2009)Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity (2011)Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment (2014)
this work references cited by second hop

References

  • 2009The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong630 cited
  • 2007Common Failings: How Corporate Defaults Are Correlated583 cited
  • 2009Credit Contagion from Counterparty Risk448 cited
  • 2001Risk Management for Hedge Funds: Introduction and Overview379 cited

Cited by

  • 2016Frontiers in VaR forecasting and backtesting126 cited
  • 2014Risk model-at-risk102 cited
  • 2010Are all Credit Default Swap Databases Equal?99 cited
  • 2016Enterprise Risk Management and Default Risk: Evidence from the Banking Industry85 cited
  • 2013Are All Credit Default Swap Databases Equal?81 cited
  • 2013Bank Size and Systemic Risk77 cited
  • 2011Household behavior and boom/bust cycles61 cited
  • 2012Improving the value at risk forecasts: Theory and evidence from the financial crisis59 cited
  • 2013Risk Management and Risk Management Failure: Lessons for Business Enterprises57 cited
  • 2020What drives risk disclosure in Islamic and conventional banks? An international comparison53 cited
  • 2014Time‐varying Integration in European Government Bond Markets41 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2010Default and Recovery Risk Dependencies in a Simple Credit Risk Model39 cited
  • 2017Risk analysis in introduction of new technologies by start-ups in the Brazilian market39 cited
  • 2013Swearing to be Virtuous: The Prospects of a Banker's Oath38 cited
  • 2015Ethics and the global financial crisis: why incompetence is worse than greed38 cited
  • 2017Market risk disclosures and corporate governance structure: Evidence from GCC financial firms37 cited