These are the sources and citations used to research Financial Risk Management. This bibliography was generated on Cite This For Me on
In-text: (Bank of England, 2018)
Your Bibliography: Bank of England, 2018. Financial Stability Report And Stress Test Results - November 2018. [online] Bank of England. Available at: <https://www.bankofengland.co.uk/financial-stability-report/2018/november-2018> [Accessed 17 January 2020].
In-text: (Bouveret, 2018)
Your Bibliography: Bouveret, A., 2018. Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment. SSRN Electronic Journal,.
In-text: (Jorcano, 2017)
Your Bibliography: Jorcano, L., 2017. Sample Size, Skewness And Leverage Effects In Value At Risk And Expected Shortfall Estimation. Ph. D. UNIVERSIDAD COMPLUTENSE DE MADRID.
In-text: (Jorion, 2009)
Your Bibliography: Jorion, P., 2009. Value At Risk. 3rd ed. New York, NY: McGraw-Hill.
In-text: (Li et al., n.d.)
Your Bibliography: Li, H., Fan, X., Li, Y., Zhou, Y., Jin, Z. and Liu, Z., n.d. Approaches To Var. [online] Web.stanford.edu. Available at: <https://web.stanford.edu/class/msande444/2012/MS&E444_2012_Group2a.pdf> [Accessed 17 January 2020].
In-text: (Liu et al., 2018)
Your Bibliography: Liu, Y., Li, F., Yu, X., Yuan, J. and Zhou, D., 2018. Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China. Sustainability, 10(5), p.1457.
In-text: (Lloyds Banking Group, 2019)
Your Bibliography: Lloyds Banking Group, 2019. Lloyds Banking Group Risk Management. Lloyds Banking Group Annual Report and Accounts 2018. [online] Lloyds Banking Group, pp.115-135. Available at: <https://www.lloydsbankinggroup.com/globalassets/documents/investors/2018/2018_lbg_ara_v2_risk.pdf> [Accessed 17 January 2020].
In-text: (Lubawa and Louangrath, 2016)
Your Bibliography: Lubawa, G. and Louangrath, P., 2016. Using Altman Z-Score to Assess the Financial Effects of Multiple Loans on SMEs. International Journal of Research & Methodology in Social Science, 2(1), p.63.
In-text: (Manganelli and Engle, 2001)
Your Bibliography: Manganelli, S. and Engle, R., 2001. Value At Risk Models In Finance. [online] Papers.ssrn.com. Available at: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=356220##> [Accessed 17 January 2020].
In-text: (Pérignon and Smith, 2010)
Your Bibliography: Pérignon, C. and Smith, D., 2010. The level and quality of Value-at-Risk disclosure by commercial banks. Journal of Banking & Finance, [online] 34(2), pp.362-377. Available at: <https://www.sciencedirect.com/science/article/pii/S0378426609001940> [Accessed 17 January 2020].
In-text: (Stein, 2013)
Your Bibliography: Stein, R., 2013. The Role of Stress Testing in Credit Risk Management. Journal of Investment Management, Fourth Quarter.
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