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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~subject:"Risk measure"
~subject:"Risk"
~subject:"model risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Basler Akkord
Kreditgeschäft
Risk measure
Risk
model risk
Risikomanagement
47
Risk management
47
Risikomaß
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
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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Undetermined
18
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Article
31
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Article in journal
Aufsatz in Zeitschrift
31
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English
31
Author
All
Bloxham, Nicholas
2
Chen, Wei
2
Jacobs, Michael <Jr.>
2
Mitic, Peter
2
Skoglund, Jimmy
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Bee, Marco
1
Benito Muela, Sonia
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
Chernih, Andrew
1
Cooper, James
1
Dobrinov, Nikolay
1
Du, Zunwei
1
Erdman, Donald
1
Fałdziński, Marcin
1
Fischer, Matthias
1
Georgiopoulos, Nick
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
Kiritz, Nick
1
Kontaxis, Grigorios
1
Levonian, Mark E.
1
Loois, Miriam
1
López Martin, Carmen
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mertel, Alexander
1
Novosyolov, Arcady
1
Osińska, Magdalena
1
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Published in...
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The journal of risk model validation
Insurance / Mathematics & economics
143
Risks : open access journal
120
European journal of operational research : EJOR
99
Journal of banking & finance
97
Journal of risk management in financial institutions
94
Finance research letters
78
The journal of operational risk
70
International review of financial analysis
55
Energy economics
54
Journal of risk
47
Journal of risk and financial management : JRFM
44
International journal of production research
43
Economic modelling
42
International journal of risk assessment and management : IJRAM
39
International journal of production economics
38
The North American journal of economics and finance : a journal of financial economics studies
33
Applied economics
32
International review of economics & finance : IREF
32
International journal of project management : the journal of The International Project Management Association
31
Risiko-Manager
31
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
29
Journal of financial stability
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Quantitative finance
26
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
Die Bank
24
The European journal of finance
24
Agricultural finance review
22
Pacific-Basin finance journal
21
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
International journal of theoretical and applied finance
20
Research in international business and finance
20
Applied economics letters
19
Finance and stochastics
18
International journal of economics and financial issues : IJEFI
18
Journal of empirical finance
17
Journal of international financial markets, institutions & money
17
Scandinavian actuarial journal
17
International journal of finance & economics : IJFE
16
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ECONIS (ZBW)
31
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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