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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Modellierung"
~subject:"model risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Basler Akkord
Kreditgeschäft
Modellierung
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
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Basel Accord
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH model
6
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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11
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Article
19
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Article in journal
Aufsatz in Zeitschrift
19
Language
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English
Author
All
Jacobs, Michael <Jr.>
2
Amendola, Alessandra
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Biljon, L. van
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Fan, Lingling
1
Grundke, Peter
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Henrard, Luc
1
Hénaff, Patrick
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Kiritz, Nick
1
Levonian, Mark E.
1
Mager, Ferdinand
1
Maher, David G.
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Panman, Kevin
1
Predescu, Mirela
1
Ravitz, Miles
1
Restaino, Marialuisa
1
Schmieder, Christian
1
Schneider, Alex
1
Schutte, W. D.
1
Sensenbrenner, Frank J.
1
Sensini, Luca
1
Skoglund, Jimmy
1
Vanduffel, Steven
1
Verster, Tanja
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
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Published in...
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The journal of risk model validation
The journal of operational risk
43
Journal of risk management in financial institutions
39
Journal of banking & finance
26
Risks : open access journal
12
International review of financial analysis
11
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of financial regulation and compliance : an international journal
10
Journal of banking regulation
9
Journal of financial stability
9
Journal of risk
9
The journal of credit risk : published quarterly by Incisive Media
9
Finance research letters
8
Journal of financial intermediation
8
The European journal of finance
8
Economic modelling
7
International journal of finance & banking studies : JJFBS
7
Journal of risk and financial management : JRFM
7
International journal of economics and financial issues : IJEFI
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
Applied economics
4
Astin bulletin : the journal of the International Actuarial Association
4
International Journal of Financial Studies : open access 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 financial engineering and risk management
4
International journal of theoretical and applied finance
4
Journal of money, credit and banking : JMCB
4
Journal of securities operations & custody
4
Journal of the Operational Research Society
4
Scandinavian actuarial journal
4
The journal of corporate finance : contracting, governance and organization
4
Banks and bank systems : international research journal
3
Cogent economics & finance
3
Corporate ownership & control : international scientific journal
3
Economics and business review
3
Finance a úvěr
3
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ECONIS (ZBW)
19
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1
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10
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19
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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
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
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
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:
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
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
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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