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subject:"Derivat"
~person:"Jacobs, Michael <Jr.>"
~subject:"Bank risk"
~subject:"Financial crisis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Derivat
Bank risk
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10
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10
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8
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8
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8
Kreditrisiko
8
model risk
7
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6
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Amtsdruckschrift
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8
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8
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Jacobs, Michael <Jr.>
Broll, Udo
15
Li, Jianping
12
Zhu, Xiaoqian
10
McConnell, Patrick
8
Ashby, Simon
6
Curti, Filippo
6
Hammoudeh, Shawkat
6
Hartmann-Wendels, Thomas
6
McAleer, Michael
6
Stulz, René M.
6
Wahl, Jack E.
6
Faff, Robert W.
5
Grundke, Peter
5
Gupta, Aparna
5
Migueis, Marco
5
Welzel, Peter
5
Zéghal, Daniel
5
Acharya, Viral V.
4
Bartram, Söhnke M.
4
Bolton, Patrick
4
Chaudhry, Sajid M.
4
Crépey, Stéphane
4
Daníelsson, Jón
4
Embrechts, Paul
4
Galletta, Simona
4
Gatzert, Nadine
4
Gauthier, Geneviève
4
Hurlin, Christophe
4
Kaiser, Thomas
4
Kellner, Ralf
4
Mazzù, Sebastiano
4
Mihov, Atanas
4
Mußhoff, Oliver
4
Nahar, Shamsun
4
Odening, Martin
4
Pakhchanyan, Suren
4
Pérez Amaral, Teodosio
4
Raviv, Alon
4
Scannella, Enzo
4
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International journal of financial engineering and risk management
2
The journal of risk model validation
2
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial regulation and compliance : an international journal
1
Journal of risk management in financial institutions
1
Quantitative finance and economics
1
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ECONIS (ZBW)
8
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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
A comparison of methodologies in the stress testing of credit risk : alternative scenario and dependency constructs
Jacobs, Michael <Jr.>
;
Sensenbrenner, Frank J.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 294-324
Persistent link: https://www.econbiz.de/10012156630
Saved in:
3
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:
4
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:
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
The quantification and aggregation of model risk : perspectives on potential approaches
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
2
(
2015
)
2
,
pp. 124-154
Persistent link: https://www.econbiz.de/10011527495
Saved in:
7
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:
8
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:
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