Bakhodir A. Ergashev

Integrating Stress Scenarios into Risk Quantification Models

Sharon K. Blei, Azamat Abdymomunov, Bakhodir A. Ergashev, 2014, Journal of Financial Services Research.

Asset Commonality and Systemic Risk Among Large Banks in the United States

Sharon K. Blei, Bakhodir A. Ergashev, 2014 .

Thermodynamic Properties of the U.S. Banking System

Bakhodir A. Ergashev, 2015 .

Analysis of Multi-Factor Affine Yield Curve Models

Bakhodir A Ergashev, S. Chib, Bakhodir A. Ergashev, 2008 .

Integrating Stress Scenarios into Risk Quantification Models

Azamat Abdymomunov, Sharon K. Blei, Bakhodir Ergashev, 2011 .

Should Risk Managers Rely on Maximum Likelihood Estimation Method While Quantifying Operational Risk?

Bakhodir A. Ergashev, 2008 .

Estimation of Truncated Data Samples in Operational Risk Modeling

Bakhodir A Ergashev, S. Uryasev, Konstantin Pavlikov, 2014 .

Estimating the Lognormal-Gamma Model of Operational Risk Using the MCMC Method

Bakhodir A Ergashev, Bakhodir A. Ergashev, 2009 .