//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"Die Bank"
~isPartOf:"The journal of risk model validation"
~subject:"Forecasting model"
~subject:"backtesting"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
Kreditgeschäft
Forecasting model
backtesting
Risikomanagement
111
Risk management
111
Theorie
31
Theory
31
Credit risk
30
Kreditrisiko
30
Risikomaß
26
Risk measure
26
Basel Accord
20
Bank risk
18
Bankrisiko
18
Portfolio selection
18
Portfolio-Management
18
Deutschland
15
Germany
15
Bank lending
14
Financial services
13
Finanzdienstleistung
13
Bankenaufsicht
12
Banking supervision
12
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank
8
Statistical distribution
8
Statistische Verteilung
8
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
model risk
6
value-at-risk (VaR)
6
Bankgeschäft
5
Banking services
5
Measurement
5
Messung
5
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
37
Language
All
German
20
English
17
Author
All
Schulte-Mattler, Hermann
3
Hamerle, Alfred
2
Jacobs, Michael <Jr.>
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Benito Muela, Sonia
1
Bloxham, Nicholas
1
Breeden, Joseph L.
1
Büschgen, Anja
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Daldrup, Andre
1
Dobrinov, Nikolay
1
Du, Zunwei
1
Dutschke, Walter
1
Engelmann, Bernd
1
Flesch, Johann Rudolf
1
Gehrke, Nick
1
Gonpot, Preethee Nunkoo
1
Groß, Carsten
1
Grunert, Jens
1
Ha Tran Manh
1
Henrard, Luc
1
Häcki, Thomas
1
Hénaff, Patrick
1
Jagodzinsky, Thomas
1
Jamin, Gösta
1
Kaltofen, Daniel
1
Karagozoglu, Ahmet K.
1
Kenne, Ulrich von
1
Klauck, Kai-Oliver
1
Kontaxis, Grigorios
1
Kopatz, Paul-Gerhard
1
Köckritz, Holger G.
1
Leben, Rainer
1
Liebig, Thilo
1
Liermann, Volker
1
Loois, Miriam
1
López Martin, Carmen
1
more ...
less ...
Published in...
All
Die Bank
The journal of risk model validation
The journal of operational risk
41
Journal of risk management in financial institutions
40
Journal of banking & finance
28
Risiko-Manager
26
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
Risks : open access journal
19
European journal of operational research : EJOR
16
Journal of risk
16
International journal of forecasting
14
Finance research letters
13
International review of financial analysis
13
Journal of risk and financial management : JRFM
13
Insurance / Mathematics & economics
12
Journal of financial regulation and compliance : an international journal
10
Economic modelling
9
Journal of banking regulation
9
Journal of financial stability
9
The European journal of finance
9
The journal of credit risk : published quarterly by Incisive Media
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Journal of financial econometrics
8
Journal of financial intermediation
8
International journal of finance & banking studies : JJFBS
7
Risiko-Manager / Special
7
Applied economics
6
Energy economics
6
Journal of forecasting
6
Quantitative finance
6
Research in international business and finance
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
International journal of economics and financial issues : IJEFI
5
International journal of financial engineering
5
International journal of financial engineering and risk management
5
Journal of econometrics
5
Journal of risk finance : the convergence of financial products and insurance
5
The IUP journal of bank management : IJBM
5
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
8
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
9
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
10
Risikomanagement: BCBS 291 : Operational Risk Management im Wandel
Dutschke, Walter
- In:
Die Bank
(
2015
)
5
,
pp. 44-46
Persistent link: https://www.econbiz.de/10010511973
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->