Concepedia

Bakhodir Ergashev

BE

Statistics

Publications

8

Citations

209

H-Index

8

Active since

2008

Affiliations

Federal Reserve Bank of Richmond(Current)

Office of the Comptroller of the Currency

Bakhodir Ergashev is an author at Federal Reserve Bank of Richmond specializing in business, risk modeling, and risk management.

Publications per year

2008–2015

8

Publications

8

Analysis of Multifactor Affine Yield Curve Models

Siddhartha Chib, Bakhodir Ergashev · Journal of the American Statistical Association · 2009 · 98 citations

Business, Economics, Finance +17

A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling

Bakhodir Ergashev · Journal of Financial Services Research · 2011 · 22 citations

Business, Operations Management, Risk Management +14

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

Sharon K. Blei, Bakhodir Ergashev · SSRN Electronic Journal · 2014 · 21 citations · Full text

Business, Economics, Finance +14

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

Bakhodir Ergashev · SSRN Electronic Journal · 2008 · 15 citations · Full text

Business, Financial Management, Risk Management +17

Should risk managers rely on the maximum likelihood estimation method while quantifying operational risk?

Bakhodir Ergashev · The Journal of Operational Risk · 2008 · 14 citations

Business, Financial Management, Risk Management +17

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