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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"Bank risk"
~subject:"Portfolio selection"
~subject:"credit risk"
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Basler Akkord
Bank risk
Portfolio selection
credit risk
Risikomanagement
63
Risk management
56
Risikomaß
23
Risk measure
23
Credit risk
18
Kreditrisiko
18
Theorie
16
Theory
16
Portfolio-Management
13
Bankrisiko
12
Financial services
12
Finanzdienstleistung
12
Basel Accord
10
Risiko
10
Risk
10
Modellierung
9
Scientific modelling
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Statistical distribution
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Bankenaufsicht
7
Banking supervision
7
backtesting
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ARCH model
6
ARCH-Modell
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Bank
6
Forecasting model
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Prognoseverfahren
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model risk
6
value-at-risk (VaR)
6
Statistical test
5
Statistischer Test
5
model validation
5
Hedging
4
risk management
4
value-at-risk
4
Basler Eigenkapitalvereinbarung <2001>
3
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English
28
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Chen, Wei
3
Skoglund, Jimmy
3
Jacobs, Michael <Jr.>
2
Moosa, Imad A.
2
Balthazar, Laurent
1
Banks, Erik
1
Bloxham, Nicholas
1
Brink, Gerrit Jan van den
1
Cai, Chunlin
1
Chernih, Andrew
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Du, Zunwei
1
Elya Nabila Abdul Bahri
1
Erdman, Donald
1
Fan, Lingling
1
Gonpot, Preethee Nunkoo
1
Gorrod, Martin
1
Ha Tran Manh
1
Heemskerk, Marc
1
Henrard, Luc
1
Hénaff, Patrick
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Kontaxis, Grigorios
1
Lau, Wee-Yeap
1
Lin, Liyi
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Novosyolov, Arcady
1
Predescu, Mirela
1
Rasmussen, Mikkel
1
Satchkov, Daniel
1
Schmieder, Christian
1
Schneider, Alex
1
Sensenbrenner, Frank J.
1
Tsolas, Ioannis E.
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Finance and capital markets
The journal of risk model validation
Journal of banking & finance
111
Journal of risk management in financial institutions
109
Insurance / Mathematics & economics
104
The journal of operational risk
88
Risks : open access journal
68
European journal of operational research : EJOR
67
Risiko-Manager
55
Finance research letters
54
Journal of risk
54
SpringerLink / Bücher
53
Wiley finance series
52
International review of financial analysis
43
IMF Staff Country Reports
37
Journal of risk and financial management : JRFM
35
Quantitative finance
32
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of portfolio management : JPM
30
Die Bank
28
Economic modelling
28
Journal of financial stability
27
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
26
International review of economics & finance : IREF
25
The journal of portfolio management : a publication of Institutional Investor
25
Discussion paper
22
IMF Working Papers
22
Research paper series / Swiss Finance Institute
22
Springer eBook Collection
22
International journal of theoretical and applied finance
20
NBER working paper series
20
The journal of asset management
20
The journal of credit risk : published quarterly by Incisive Media
20
Gabler Edition Wissenschaft
19
IMF working papers
19
International journal of economics and financial issues : IJEFI
19
The European journal of finance
19
Applied economics
17
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
17
International journal of finance & economics : IJFE
17
Journal of empirical finance
17
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ECONIS (ZBW)
28
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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
Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li
;
Lau, Wee-Yeap
;
Elya Nabila Abdul Bahri
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
Saved in:
3
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:
4
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:
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
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:
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
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
10
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
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