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subject:"Bankenaufsicht"
subject:"Bankrisiko"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Original research"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk management"
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Bankenaufsicht
Bankrisiko
Estimation
Original research
Prognoseverfahren
Risikomanagement
50
Risk management
50
Portfolio selection
27
Portfolio-Management
27
Risikomaß
25
Risk measure
25
Theorie
24
Theory
24
risk management
20
Financial services
15
Finanzdienstleistung
15
Risiko
14
Risk
14
Credit risk
13
Kreditrisiko
13
Bank risk
7
Measurement
7
Messung
7
Forecasting model
6
value-at-risk (VaR)
6
ARCH model
5
ARCH-Modell
5
Basel Accord
5
Basler Akkord
5
Volatility
5
Volatilität
5
Ausreißer
4
Outliers
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
credit risk
4
Hedging
3
Multivariate Verteilung
3
Multivariate distribution
3
Value-at-risk (VAR)
3
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Article
24
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24
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24
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English
24
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Adrian, Tobias
1
Alemany, Ramon
1
Bolancé, Catalina
1
Braun, Valentin
1
Brooks, Robert
1
Castellanos, Jenny
1
Chan, Jiun Hong
1
Charoenwong, Ben
1
Chen, An
1
Chen, Jiusheng
1
Cong, Jianfa
1
Constantinou, Nick
1
Embrechts, Paul
1
Feng, Guanhao
1
Fieberg, Christian
1
Hackethal, Andreas
1
Hilpert, Christian
1
Jadhav, Deepak
1
Jin, Faqi
1
Joshi, Mark S.
1
Kabaila, Paul
1
Kellner, Ralf
1
Lau, Christian
1
Li, Jianping
1
Li, Phillip
1
Lu, Wei
1
Mainzer, Rheanna
1
Mertens, Richard Lennart
1
Naik-Nimbalkar, Uttara
1
Padilla Barreto, Alemar E.
1
Pedescu, Mirela
1
Poddig, Thorsten
1
Ramanathan, T. V.
1
Rebonato, Riccardo
1
Riccetti, Luca
1
Rösch, Daniel
1
Scheule, Harald
1
Siddiqi, Hammad
1
Tan, Ken Seng
1
Tanoue, Yuta
1
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Journal of risk
The journal of operational risk
62
Journal of banking & finance
35
SpringerLink / Bücher
34
Finance research letters
25
International review of financial analysis
23
European journal of operational research : EJOR
20
Journal of financial stability
20
Pacific-Basin finance journal
15
Discussion paper / Centre for Economic Policy Research
13
Energy economics
13
Economic modelling
12
Insurance / Mathematics & economics
11
Journal of international financial markets, institutions & money
11
Springer eBook Collection
11
Applied economics
10
Discussion papers / CEPR
10
International journal of finance & economics : IJFE
10
Journal of banking regulation
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Quantitative finance
10
The journal of risk model validation
10
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
10
International journal of forecasting
9
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of financial econometrics
7
The journal of corporate finance : contracting, governance and organization
7
International review of economics & finance : IREF
6
Journal of economic dynamics & control
6
Journal of financial intermediation
6
Review of quantitative finance and accounting
6
The European journal of finance
6
Applied economics letters
5
Die Bank
5
Journal of econometrics
5
Journal of financial regulation and compliance : an international journal
5
Journal of risk finance : the convergence of financial products and insurance
5
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
5
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ECONIS (ZBW)
24
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
4
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
5
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
6
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
7
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
8
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
9
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
10
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
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