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1.
Analytical Solution for Expected Loss of a Collateralized Lo by
Material type: Text Text
Publication details: Tokyo IMES 2010
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2.
Analytical Solution for the Loss Distribution of a Collatera by
Material type: Text Text
Publication details: Tokyo IMES 2011
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3.
Risk aggregation with copula for banking industry by
Material type: Text Text
Publication details: Tokyo IMES 2015
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Market price analysis and risk management for convertible bonds by Series: IMES Discussion Papers
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1998
Availability: Items available for loan: IGIDR (1)Collection, call number: DP 98-E-10.

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6.
A simplified method for calculating the credit risk of lending portfolios by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2000
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7.
Model risk and its control by Series: IMES Discussion paper Series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2000
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8.
On the validity of value-at-risk: comparative analyses with expected shortfall by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2001
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9.
Comparative analyses of expected shortfall and VaR: their estimation error, decomposition, and optimization by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2001
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10.
Comparative analyses of expected shortfall and value-at-risk (2): expected utility maximization and tail risk by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2001
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11.
Comparative analyses of expected shortfall and value-at-risk (3): Their validity under market stress by Series: IMES discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2002
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12.

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