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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Quantitative finance"
~subject:"Finanzdienstleistung"
~subject:"Kreditderivat"
~subject:"Kreditrisiko"
~subject:"Multivariate distribution"
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Search: subject_exact:"Risk management"
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Bankenregulierung
Bankrisiko
Finanzdienstleistung
Kreditderivat
Kreditrisiko
Multivariate distribution
Risikomanagement
50
Risk management
50
Portfolio selection
30
Portfolio-Management
30
Theorie
27
Theory
27
Risikomaß
19
Risk measure
19
Risiko
18
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18
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11
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Hedging
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Option pricing theory
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Optionspreistheorie
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Risk parity
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Volatility
4
Volatilität
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Asset allocation
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Business network
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Credit derivative
3
Estimation theory
3
Expected shortfall
3
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3
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15
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Härdle, Wolfgang
3
Chen, Yi-Hsuan
2
Albanese, Claudio
1
Barbieri, Paolo Nicola
1
Corazza, Marco
1
Crépey, Stéphane
1
De March, Davide
1
Deng, Kaihua
1
Glasserman, Paul
1
Glau, Kathrin
1
Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Iabichino, Stefano
1
Kandhai, Drona
1
Kelleher, Aidan
1
Koike, Takaaki
1
Li, Wei
1
Liu, Francis
1
Lu, Meng-Jou
1
Lusignani, Giuseppe
1
Mihoci, Andrija
1
Minami, Mihoko
1
Neuberg, Richard
1
Pachón, Ricardo
1
Packham, Natalie
1
Paraschiv, Florentina
1
Prosperi, Lorenzo
1
Pötz, Christian
1
Qiu, Jie
1
Rebonato, Riccardo
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Sampid, Marius Galabe
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Si, Wujun
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Sourabh, Sumit
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Tollo, Giacomo di
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Xu, Xiu
1
Yang, Qingyu
1
Zhang, Nailong
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Quantitative finance
Journal of risk management in financial institutions
123
The journal of operational risk
95
Journal of banking & finance
93
Risiko-Manager
60
Risks : open access journal
54
SpringerLink / Bücher
51
Insurance / Mathematics & economics
40
Finance research letters
38
Journal of risk and financial management : JRFM
37
International review of financial analysis
36
Wiley finance series
36
Journal of financial stability
33
Journal of risk
33
European journal of operational research : EJOR
32
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
29
Journal of securities operations & custody
24
Die Bank
23
International journal of economics and financial issues : IJEFI
23
The journal of credit risk : published quarterly by Incisive Media
22
The journal of risk model validation
22
Discussion paper
21
International journal of theoretical and applied finance
21
NBER working paper series
21
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
19
Economic modelling
19
IMF working papers
19
The North American journal of economics and finance : a journal of financial economics studies
19
Working paper series / European Central Bank
19
International journal of economics and finance
18
Springer eBook Collection
18
Journal of banking regulation
17
The European journal of finance
17
Wiley finance
16
Cogent economics & finance
15
Discussion paper / Tinbergen Institute
15
Europäische Hochschulschriften / 5
15
Gabler Edition Wissenschaft
15
Handbuch ökonomisches Kapitel
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Journal of financial intermediation
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ECONIS (ZBW)
15
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1
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei
;
Paraschiv, Florentina
;
Sermpinis, Georgios
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
Saved in:
2
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
3
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
4
Model-based approach for scenario design : stress test severity and banks' resiliency
Barbieri, Paolo Nicola
;
Lusignani, Giuseppe
;
Prosperi, …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1927-1954
Persistent link: https://www.econbiz.de/10013367962
Saved in:
5
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
6
Design of adaptive Elman networks for credit risk assessment
Corazza, Marco
;
De March, Davide
;
Tollo, Giacomo di
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
Saved in:
7
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Saved in:
8
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
9
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
10
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
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