Risk Management Lessons from the Credit Crisis

By Philippe Jorion. 2009

139 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b3018a4a82e5da92a59caf4461861ce1720a6f48

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Nieto
2. A. Kithinji
3. Esther Ruiz

In Finance

1. M. Nieto
2. A. Kithinji
3. Esther Ruiz

Citations in the corpus

• Credit risk management and profitability of Commercial banks in kenya (2010, background): “Jorion (2009) notes that a recognized risk is less “risky” than the unidentified risk.”
• Frontiers in VaR forecasting and backtesting (2016, background): “"Overall, this crisis has reinforced the importance of risk management", Jorion (2009).”
• Are All Credit Default Swap Databases Equal (2013, unknown): “The role of the last two global variables on the dispersion among CDS data sources during the crisis supports Jorion’s (2009) evidence about the risk management lessons learned from the crisis.”