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subject:"Bankenaufsicht"
subject:"Banking services"
~isPartOf:"The journal of risk model validation"
~subject:"Kreditrisiko"
~subject:"value-at-risk"
~type_genre:"Article in journal"
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Bankenaufsicht
Banking services
Kreditrisiko
value-at-risk
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
11
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Basel Accord
8
Basler Akkord
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH model
6
ARCH-Modell
6
Banking supervision
6
Forecasting model
6
Prognoseverfahren
6
model risk
6
value-at-risk (VaR)
6
Statistical test
5
Statistischer Test
5
credit risk
5
model validation
5
risk management
4
Bank
3
China
3
Estimation theory
3
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Article
23
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
23
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English
23
Author
All
Chen, Wei
2
Grundke, Peter
2
Jacobs, Michael <Jr.>
2
Skoglund, Jimmy
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Assouan, Steeve
1
Benito Muela, Sonia
1
Biljon, L. van
1
Cai, Chunlin
1
Ding, Lei
1
Du, Zunwei
1
Elya Nabila Abdul Bahri
1
Fischer, Matthias
1
Gao, Dekun
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Haasbroek, L. J.
1
Hénaff, Patrick
1
Karagozoglu, Ahmet K.
1
Lau, Wee-Yeap
1
Loois, Miriam
1
Lu, Yu
1
López Martin, Carmen
1
Ma, Qianqun
1
Mager, Ferdinand
1
Martini, Claude
1
Mertel, Alexander
1
Panman, Kevin
1
Predescu, Mirela
1
Schmieder, Christian
1
Schutte, W. D.
1
Sensenbrenner, Frank J.
1
Steen, Marie
1
Verster, Tanja
1
Wang, Hu
1
Wang, Qi
1
Westgaard, Sjur
1
Wilkens, Sascha
1
Wing, Jean Paul Chung
1
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Published in...
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The journal of risk model validation
Journal of risk management in financial institutions
59
Journal of banking & finance
45
Risiko-Manager
32
Risks : open access journal
27
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
27
Die Bank
23
The journal of credit risk : published quarterly by Incisive Media
22
European journal of operational research : EJOR
20
Finance research letters
19
Journal of risk
19
Journal of financial stability
18
International journal of theoretical and applied finance
17
International journal of economics and financial issues : IJEFI
16
International journal of economics and finance
15
Insurance / Mathematics & economics
14
International review of financial analysis
14
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
13
Journal of risk and financial management : JRFM
13
Journal of securities operations & custody
12
The European journal of finance
12
The journal of financial market infrastructures
12
Journal of banking regulation
10
Review of quantitative finance and accounting
10
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
9
Journal of financial regulation and compliance : an international journal
9
Quantitative finance
9
Agricultural finance review
8
Applied economics letters
8
International journal of finance & banking studies : JJFBS
8
Journal of financial intermediation
8
Journal of financial services research : JFSR
8
The journal of operational risk
8
The journal of structured finance
8
Cogent economics & finance
7
International Journal of Financial Studies : open access journal
7
Journal of risk finance : the convergence of financial products and insurance
7
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
7
The North American journal of economics and finance : a journal of financial economics studies
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
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ECONIS (ZBW)
23
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23
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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
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
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
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
9
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
10
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:
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