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subject:"Bankenaufsicht"
subject:"World"
~accessRights:"restricted"
~isPartOf:"The journal of risk model validation"
~subject:"Risk measure"
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Bankenaufsicht
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Risk measure
Risikomanagement
27
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15
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11
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11
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model risk
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Mitic, Peter
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Biljon, L. van
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Breeden, Joseph L.
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Cai, Chunlin
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Ha Tran Manh
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Mai Ngoc Tran
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The journal of risk model validation
Insurance / Mathematics & economics
66
Finance research letters
46
SpringerLink / Bücher
34
Energy economics
33
European journal of operational research : EJOR
33
Journal of banking & finance
31
International review of financial analysis
26
Journal of risk
26
Springer eBook Collection
23
International review of economics & finance : IREF
20
Quantitative finance
20
The journal of operational risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Economic modelling
18
Research in international business and finance
16
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of international financial markets, institutions & money
11
Pacific-Basin finance journal
11
Global finance journal
10
Journal of financial stability
10
World Bank E-Library Archive
10
Applied economics letters
9
International journal of forecasting
9
Journal of econometrics
9
The journal of portfolio management : JPM
9
Discussion paper / Centre for Economic Policy Research
8
International journal of theoretical and applied finance
8
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Scandinavian actuarial journal
8
The European journal of finance
8
Computational economics
7
International journal of finance & economics : IJFE
7
Journal of economic dynamics & control
7
Journal of financial econometrics
7
The journal of credit risk : published quarterly by Incisive Media
7
Transportation research / E : an international journal
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Astin bulletin : the journal of the International Actuarial Association
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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
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:
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
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
5
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:
6
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:
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
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
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