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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"NBER Working Paper"
~isPartOf:"The journal of risk model validation"
~subject:"Modellierung"
~subject:"Scientific modelling"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Bankenaufsicht
Welt
Modellierung
Scientific modelling
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
11
Risiko
9
Risk
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
value-at-risk
4
Bank
3
China
3
Estimation theory
3
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Undetermined
5
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Article
15
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
15
Language
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English
15
Author
All
Grundke, Peter
2
Jacobs, Michael <Jr.>
2
Amendola, Alessandra
1
Arrieta, Daniel
1
Assouan, Steeve
1
Cai, Chunlin
1
Chen, Wei
1
Fan, Lingling
1
Gjølberg, Ole
1
Hénaff, Patrick
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Kiritz, Nick
1
Levonian, Mark E.
1
Mager, Ferdinand
1
Maher, David G.
1
Martini, Claude
1
Ravitz, Miles
1
Restaino, Marialuisa
1
Schmieder, Christian
1
Schneider, Alex
1
Sensenbrenner, Frank J.
1
Sensini, Luca
1
Skoglund, Jimmy
1
Steen, Marie
1
Westgaard, Sjur
1
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Published in...
All
NBER Working Paper
The journal of risk model validation
Journal of risk management in financial institutions
50
Finance research letters
26
Journal of banking & finance
21
International review of financial analysis
19
Energy economics
17
Journal of financial stability
14
Journal of risk and financial management : JRFM
13
International review of economics & finance : IREF
12
Risks : open access journal
12
Risiko-Manager
10
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
10
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
9
Research in international business and finance
8
Die Bank
7
Global finance journal
7
Journal of banking regulation
7
Journal of world business : JWB
7
Applied economics letters
6
Climate policy
6
European journal of operational research : EJOR
6
Intereconomics : review of European economic policy
6
Journal of financial regulation and compliance : an international journal
6
Journal of international money and finance
6
Journal of investment management : JOIM
6
Journal of risk finance : the convergence of financial products and insurance
6
Journal of securities operations & custody
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of corporate finance : contracting, governance and organization
6
The journal of portfolio management : JPM
6
Transportation research / E : an international journal
6
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
5
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5
International journal of risk assessment and management : IJRAM
5
Journal / The Capco Institute : journal of financial transformation
5
Journal of international financial markets, institutions & money
5
Journal of multinational financial management
5
Journal of risk
5
Journal of sustainable finance & investment
5
Risk management : a journal of risk, crisis and disaster
5
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
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
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:
3
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:
4
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
5
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:
6
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
7
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:
8
Further recipes for quantitative reverse stress testing
Grundke, Peter
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10009572301
Saved in:
9
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
Saved in:
10
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
Saved in:
1
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