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subject:"Basel Accord"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Derivat"
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Basel Accord
Derivat
Risk management
116
Risikomanagement
115
Risk
49
Risiko
45
Risikomaß
41
Risk measure
41
Theory
40
Theorie
39
Portfolio selection
37
Portfolio-Management
37
Bank risk
32
Bankrisiko
32
Credit risk
26
Kreditrisiko
26
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19
Financial crisis
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Finanzdienstleistung
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Finanzkrise
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Estimation
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Schätzung
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Hedging
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Systemic risk
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Systemrisiko
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Measurement
11
Messung
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Welt
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World
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Basler Akkord
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Derivative
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Corporate Governance
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7
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English
18
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Barbagli, Matteo
1
Buston, Consuelo Silva
1
Böhnke, Victoria
1
Castellano, Rosella
1
Cont, Rama
1
Corallo, Vincenzo
1
Egami, M.
1
Fernando, Chitru S.
1
Hao, Xiangchao
1
Hoelscher, Seth A.
1
Hurlin, Christophe
1
Iseli, Grégoire
1
Jaworski, Piotr
1
Kang, Woo-Young
1
Kevkhishvili, R.
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kotlicki, Artur
1
Kratz, Marie
1
Laurent, Jean-Paul
1
Liberadzki, Kamil
1
Liberadzki, Marcin
1
Lok, Yen H.
1
McNeil, Alexander J.
1
Morelli, Giacomo
1
Namvar, Ethan
1
Ongena, Steven
1
Paraschiv, Florentina
1
Paterlini, Sandra
1
Phillips, Blake
1
Poshakwale, Sunil S.
1
Prokopczuk, Marcel
1
Pukthuanthong, Kuntara
1
Pérignon, Christophe
1
Raman, Vikas
1
Rau, P. Raghavendra
1
Reite, Endre J.
1
Roncoroni, Andrea
1
Ronn, Ehud I.
1
Sestier, Michael
1
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Economic modelling
Journal of banking & finance
The journal of operational risk
32
SpringerLink / Bücher
28
Energy economics
19
European journal of operational research : EJOR
10
Finance research letters
10
Insurance / Mathematics & economics
10
International review of financial analysis
9
Journal of financial stability
9
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
8
Applied economics
7
Die Bank
7
Quantitative finance
7
Journal of risk
6
The European journal of finance
6
The journal of financial market infrastructures
6
The journal of risk model validation
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of financial engineering
5
International review of economics & finance : IREF
5
The journal of credit risk : published quarterly by Incisive Media
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
Journal of financial regulation and compliance : an international journal
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
4
Asia-Pacific journal of risk and insurance : APJRI
3
Astin bulletin : the journal of the International Actuarial Association
3
Business, Economics, and Law
3
Finance and Capital Markets Series
3
Finance and stochastics
3
International journal of accounting and information management
3
International journal of economics and finance
3
Journal of banking regulation
3
Journal of economic dynamics & control
3
Research in international business and finance
3
Review of Pacific Basin financial markets and policies
3
Review of derivatives research
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ECONIS (ZBW)
18
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1
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
2
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
Saved in:
3
Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella
;
Corallo, Vincenzo
;
Morelli, Giacomo
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
Saved in:
4
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
5
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
6
The informativeness of derivatives use : evidence from corporate disclosure through public announcements
Fernando, Chitru S.
;
Hoelscher, Seth A.
;
Raman, Vikas
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489013
Saved in:
7
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
8
A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
9
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
10
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
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