Zobrazeno 1 - 5 of 5 pro vyhledávání: '"Evangelos Sekeris"'
1
Stress Testing for Commercial, Investment and Custody Banks
Autor: Daniel Patrick Cope, Til Schuermann, Evangelos Sekeris, Clinton Lively, James Morgan, Carey Hsu
Publikováno v: SSRN Electronic Journal.
In this chapter we describe stress testing at banks covering the major products and businesses in which banks engage. This includes commercial and retail lending, capital markets (investment banking, sales and trading), and trust and custody. We cove
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c02b56134c5c94cc45349e06b9448cff
https://doi.org/10.2139/ssrn.3530185
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2
Estimation of Truncated Data Samples in Operational Risk Modeling
Autor: Stan Uryasev, Evangelos Sekeris, Bakhodir Ergashev, Konstantin Pavlikov
Publikováno v: SSRN Electronic Journal.
This paper addresses challenges of estimating operational risk regulatory capital when a loss sample is truncated from below at a data collection threshold. Recent operational risk literature reports that the attempts to estimate loss distributions b
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ea3cf6e6da8e95c192dfdd532f1de7c7
https://doi.org/10.2139/ssrn.2193493
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4
Information Diffusion Based Explanations of Asset Pricing Anomalies
Autor: Athanasios Bolmatis, Evangelos Sekeris
Publikováno v: SSRN Electronic Journal.
In this paper we develop information based factors which outperform other popular factors used in the multifactor pricing literature such as the Fama and French size and book-to-market factors. The first factor is based on the age of an asset, measur
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4870cc07bc9b3a3bbae21d4e9371892c
https://doi.org/10.2139/ssrn.983093
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