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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"Handbuch ökonomisches Kapitel"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Bankrisiko"
~subject:"value-at-risk (VaR)"
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Basler Akkord
Bankrisiko
value-at-risk (VaR)
Risikomanagement
63
Risk management
56
Risikomaß
23
Risk measure
23
Credit risk
18
Kreditrisiko
18
Theorie
16
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16
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13
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backtesting
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risk management
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Ha Tran Manh
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Mai Ngoc Tran
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Finance and capital markets
Handbuch ökonomisches Kapitel
The journal of risk model validation
Journal of risk management in financial institutions
90
The journal of operational risk
89
Journal of banking & finance
61
Journal of financial stability
25
Risks : open access journal
25
International review of financial analysis
23
Journal of risk
19
European journal of operational research : EJOR
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Finance research letters
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IMF working papers
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International journal of economics and financial issues : IJEFI
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Wiley finance series
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Journal of banking regulation
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SpringerLink / Bücher
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Journal of financial regulation and compliance : an international journal
14
Journal of risk and financial management : JRFM
14
Working paper series / European Central Bank
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Economic modelling
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12
Discussion paper / Tinbergen Institute
11
IMF country report
11
The journal of credit risk : published quarterly by Incisive Media
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11
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10
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10
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10
Journal of international financial markets, institutions & money
10
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9
Journal of financial services research : JFSR
9
Springer eBook Collection
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Journal of money, credit and banking : JMCB
8
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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The European journal of finance
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ECONIS (ZBW)
21
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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
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
4
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:
5
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
6
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:
7
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:
8
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
9
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
10
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
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