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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"ARCH model"
~subject:"model risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Basler Akkord
Kreditgeschäft
ARCH model
model risk
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
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Basel Accord
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
Forecasting model
6
Prognoseverfahren
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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Article
17
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Article in journal
Aufsatz in Zeitschrift
17
Language
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English
Author
All
Jacobs, Michael <Jr.>
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Benito Muela, Sonia
1
Biljon, L. van
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Fałdziński, Marcin
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Henrard, Luc
1
Hénaff, Patrick
1
Karagozoglu, Ahmet K.
1
López Martin, Carmen
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Osińska, Magdalena
1
Panman, Kevin
1
Predescu, Mirela
1
Schmieder, Christian
1
Schutte, W. D.
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Steen, Marie
1
Vanduffel, Steven
1
Verster, Tanja
1
Westgaard, Sjur
1
Wilkens, Sascha
1
Wing, Jean Paul Chung
1
Yang, Bill Huajian
1
Zelvyte, Mante
1
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Published in...
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The journal of risk model validation
The journal of operational risk
42
Journal of risk management in financial institutions
40
Journal of banking & finance
28
Economic modelling
15
Finance research letters
15
International review of financial analysis
15
Journal of risk
15
Risks : open access journal
15
Journal of risk and financial management : JRFM
12
Energy economics
11
Journal of financial regulation and compliance : an international journal
10
The European journal of finance
10
Insurance / Mathematics & economics
9
Journal of banking regulation
9
Journal of financial intermediation
9
Journal of financial stability
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of credit risk : published quarterly by Incisive Media
9
European journal of operational research : EJOR
8
Research in international business and finance
8
International journal of finance & banking studies : JJFBS
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Applied economics
6
International Journal of Financial Studies : open access journal
6
International journal of economics and financial issues : IJEFI
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
International journal of financial engineering and risk management
5
International journal of forecasting
5
Journal of business economics and management
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
The IUP journal of bank management : IJBM
5
Astin bulletin : the journal of the International Actuarial Association
4
Banks and bank systems : international research journal
4
International business and economics research journal
4
International journal of economics, finance and management sciences : IJEFM
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
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ECONIS (ZBW)
17
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17
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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
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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
10
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
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