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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of risk model validation"
~person:"Hénaff, Patrick"
~person:"Kellner, Ralf"
~person:"Yang, Bill Huajian"
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Hénaff, Patrick
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Finance and capital markets
Journal of risk
The journal of risk model validation
European journal of operational research : EJOR
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ECONIS (ZBW)
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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2
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
3
Model validation : theory, practice and perspectives
Hénaff, Patrick
;
Martini, Claude
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
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