//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~isPartOf:"The journal of risk model validation"
~subject:"Bank"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bank
Risikomaß
Risikomanagement
27
Risk management
27
Risk measure
15
Credit risk
11
Kreditrisiko
11
Theorie
11
Theory
11
Risiko
9
Risk
9
Financial services
8
Finanzdienstleistung
8
Bank risk
7
Bankrisiko
7
Portfolio selection
6
Portfolio-Management
6
value-at-risk (VaR)
6
Statistical distribution
5
Statistische Verteilung
5
model risk
5
Basel Accord
4
Basler Akkord
4
Forecasting model
4
Modellierung
4
Prognoseverfahren
4
Scientific modelling
4
Statistical test
4
Statistischer Test
4
backtesting
4
credit risk
4
model validation
4
ARCH model
3
ARCH-Modell
3
China
3
Estimation theory
3
Schätztheorie
3
model risk management
3
Credit rating
2
Derivat
2
Derivative
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Bloxham, Nicholas
2
Mitic, Peter
2
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
Cooper, James
1
Dobrinov, Nikolay
1
Fałdziński, Marcin
1
Georgiopoulos, Nick
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Jacobs, Michael <Jr.>
1
Kontaxis, Grigorios
1
Mai Ngoc Tran
1
Osińska, Magdalena
1
Panman, Kevin
1
Prorokowski, Lukasz
1
Schutte, W. D.
1
Tsolas, Ioannis E.
1
Verster, Tanja
1
Wehn, Carsten
1
Zelvyte, Mante
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
64
SpringerLink / Bücher
45
Journal of banking & finance
41
Finance research letters
33
European journal of operational research : EJOR
32
The journal of operational risk
28
Journal of risk
26
Energy economics
23
International review of financial analysis
19
Economic modelling
18
Quantitative finance
18
Applied economics
17
Springer eBook Collection
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
15
Pacific-Basin finance journal
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of financial stability
12
Journal of international financial markets, institutions & money
12
Research in international business and finance
12
International journal of finance & economics : IJFE
11
Palgrave Macmillan Studies in Banking and Financial Institutions
10
Computational economics
9
International journal of forecasting
9
Journal of econometrics
9
Applied economics letters
8
International journal of theoretical and applied finance
8
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Scandinavian actuarial journal
8
The European journal of finance
8
Journal of financial econometrics
7
Springer eBook Collection / Business and Economics
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of banking regulation
6
Journal of mathematical finance
6
Operations research
6
Risk management : a journal of risk, crisis and disaster
6
Risks : open access journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
5
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
6
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->