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subject:"Bankgeschäft"
subject:"Bankrisiko"
~person:"Jacobs, Michael <Jr.>"
~person:"Schuermann, Til"
~type_genre:"Article in journal"
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Jacobs, Michael <Jr.>
Schuermann, Til
Li, Jianping
12
Zhu, Xiaoqian
10
Broll, Udo
8
McConnell, Patrick
8
Curti, Filippo
6
Migueis, Marco
5
Acharya, Viral V.
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4
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Journal of risk management in financial institutions
2
The journal of risk model validation
2
Brookings-Wharton papers on financial services
1
International journal of financial engineering and risk management
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial regulation and compliance : an international journal
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ECONIS (ZBW)
9
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1
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:
2
The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
3
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
4
Stress testing convergence
Gutiérrez Gallardo, Germán
;
Schuermann, Til
;
Duane, …
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Saved in:
5
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:
6
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Jacobs, Michael <Jr.>
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 252-270
Persistent link: https://www.econbiz.de/10010471082
Saved in:
7
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 53-75
Persistent link: https://www.econbiz.de/10010341034
Saved in:
8
Deposit insurance and risk management of the U.S. banking system : what is the loss distribution faced by the FDIC?
Kuritzkes, Andrew
;
Schuermann, Til
;
Weiner, Scott M.
- In:
Journal of financial services research : JFSR
27
(
2005
)
3
,
pp. 217-242
Persistent link: https://www.econbiz.de/10003056484
Saved in:
9
Risk measurement, risk management, and capital adequacy in financial conglomerates
Kuritzkes, Andrew
;
Schuermann, Til
;
Weiner, Scott M.
- In:
Brookings-Wharton papers on financial services
6
(
2003
),
pp. 141-193
Persistent link: https://www.econbiz.de/10001788614
Saved in:
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