//--> //--> //-->
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
isPartOf:"The journal of risk model validation"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Modellierung"
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:"Basler Akkord"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
Basel Accord
138
Basler Akkord
138
Bank
56
Credit risk
55
Kreditrisiko
55
Theorie
36
Theory
36
Bank regulation
35
Bankenregulierung
35
Bank lending
34
Kreditgeschäft
34
Bank risk
27
Bankrisiko
27
Risikomanagement
19
Risk management
19
Bank liquidity
18
Bankenliquidität
18
Bankenaufsicht
16
Banking supervision
16
Financial crisis
16
Finanzkrise
16
Portfolio selection
12
Portfolio-Management
12
Basel III
11
Business cycle
11
Konjunktur
11
Profitability
11
Rentabilität
11
Welt
11
World
11
Asset-liability management
10
Bilanzstrukturmanagement
10
Loss
10
Verlust
10
banks
10
Regulation
9
Regulierung
9
Risikomaß
9
Risk measure
9
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Petrov, Alexander
3
Carlehed, Magnus
2
Aguais, Scott D.
1
Blümke, Oliver
1
Chawla, Gaurav
1
Chen, Wei
1
Forest, Lawrence R. <Jr.>
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Lutz, Helmut
1
Martin, Marcus R. W.
1
Rubtsov, Mark
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Tarrant, Wayne
1
Tung, Tony
1
Wehn, Carsten
1
Zhang, Xin
1
more ...
less ...
Published in...
All
The journal of risk model validation
Bank of Finland research discussion papers
International journal of economics and finance
Journal of risk and financial management : JRFM
Working papers / Bank for International Settlements
Finanzmarktstabilitätsbericht
1
International Journal of Financial Studies : open access journal
1
Journal of economics & business
1
Journal of financial stability
1
Journal of risk
1
Journal of risk management in financial institutions
1
Risk Controlling in der Praxis : rechtliche Rahmenbedingungen und geschäftspolitische Konzeptionen in Banken, Versicherungen und Industrie
1
The journal of operational risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The utility of Basel III rules on excessive violations of internal risk models
Tarrant, Wayne
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012020267
Saved in:
2
On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/ validation
Zhang, Xin
;
Tung, Tony
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012020268
Saved in:
3
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
4
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
5
Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Forest, Lawrence R. <Jr.>
;
Chawla, Gaurav
;
Aguais, Scott D.
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 73-78
Persistent link: https://www.econbiz.de/10010480644
Saved in:
6
A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Carlehed, Magnus
;
Petrov, Alexander
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009658578
Saved in:
7
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
8
A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.
;
Lutz, Helmut
;
Wehn, Carsten
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009356817
Saved in:
9
A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10009356850
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->