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accessRights:"restricted"
subject:"Basel Accord"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
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Basel Accord
Derivative
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
Bank
19
Financial crisis
19
Financial services
19
Finanzdienstleistung
19
Finanzkrise
19
Estimation
15
Schätzung
15
Hedging
14
Systemic risk
13
Systemrisiko
12
Measurement
11
Messung
11
Welt
10
World
10
Basler Akkord
9
Derivat
9
Statistical distribution
9
Statistische Verteilung
9
Börsenkurs
7
Corporate Governance
7
Corporate governance
7
Share price
7
Volatility
7
Volatilität
7
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18
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18
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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
20
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
Management science : journal of the Institute for Operations Research and the Management Sciences
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
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
3
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ECONIS (ZBW)
18
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18
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
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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