Evangelos Sekeris

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

3

DOWNLOADS

758

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

Information Diffusion Based Explanations of Asset Pricing Anomalies

FRB of Boston Quantitative Analysis Unit Working Paper No. QAU07-6
Number of pages: 37 Posted: 11 Sep 2007
Evangelos Sekeris and Athanasios Bolmatis
Federal Reserve Banks - Federal Reserve Bank of Richmond and CdR Capital
Downloads 389 (90,208)

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Estimation of Truncated Data Samples in Operational Risk Modeling

Number of pages: 32 Posted: 27 Dec 2012 Last Revised: 23 Apr 2014
EY, University of Florida - Department of Industrial and Systems Engineering, University of Florida and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 278 (129,930)
Citation 1

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Operational risk, VaR, Censored data, Truncation, Method of moments, Maximum likelihood

Estimation of Truncated Data Samples in Operational Risk Modeling

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 613-640, 2016
Number of pages: 28 Posted: 09 Aug 2016
EY, University of Florida - Department of Industrial and Systems Engineering, University of Florida and Federal Reserve Banks - Federal Reserve Bank of Richmond
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3.

Stress Testing for Commercial, Investment and Custody Banks

Handbook of Financial Stress Testing, Forthcoming
Number of pages: 46 Posted: 02 Mar 2020
Oliver Wyman, Oliver Wyman, Oliver Wyman, Oliver Wyman, Oliver Wyman and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 91 (331,025)

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risk management, capital adequacy, bank regulation, financial crisis