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subject:"Risikomaß"
subject:"USA"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Operational risk"
~subject:"Risk model"
~subject:"United States"
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Risikomaß
USA
Operational risk
Risk model
United States
Risikomanagement
47
Risk management
47
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
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Portfolio-Management
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Scientific modelling
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Statistical distribution
8
Statistische Verteilung
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backtesting
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ARCH model
6
ARCH-Modell
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Bankenaufsicht
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Prognoseverfahren
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model risk
6
value-at-risk (VaR)
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Statistical test
5
Statistischer Test
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credit risk
5
model validation
5
risk management
4
value-at-risk
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Bank
3
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3
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English
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Bloxham, Nicholas
2
Mitic, Peter
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
Chen, Wei
1
Cooper, James
1
Dekker, Peter
1
Dobrinov, Nikolay
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
Heemskerk, Marc
1
Jacobs, Michael <Jr.>
1
Kontaxis, Grigorios
1
Lin, Liyi
1
Loois, Miriam
1
López Martin, Carmen
1
Mai Ngoc Tran
1
Mertel, Alexander
1
Novosyolov, Arcady
1
Osińska, Magdalena
1
Panman, Kevin
1
Prorokowski, Lukasz
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Satchkov, Daniel
1
Schutte, W. D.
1
Skoglund, Jimmy
1
Steen, Marie
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Tsolas, Ioannis E.
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Published in...
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The journal of risk model validation
Insurance / Mathematics & economics
141
The journal of operational risk
120
Risks : open access journal
80
Journal of banking & finance
72
European journal of operational research : EJOR
56
Journal of risk management in financial institutions
54
Journal of risk
42
Finance research letters
36
Economic modelling
34
Energy economics
34
Working paper / National Bureau of Economic Research, Inc.
32
International review of financial analysis
30
Journal of risk and financial management : JRFM
26
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
26
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of risk and insurance : the journal of the American Risk and Insurance Association
25
Agricultural finance review
24
Quantitative finance
22
International journal of risk assessment and management : IJRAM
21
International review of economics & finance : IREF
20
SpringerLink / Bücher
20
Applied economics
18
Managing business risk : a practical guide to protecting your business
18
Scandinavian actuarial journal
17
The European journal of finance
17
The review of financial studies
17
Research paper series / Swiss Finance Institute
16
Wiley finance series
16
Working papers / Financial Institutions Center
16
Discussion paper / Tinbergen Institute
15
International journal of theoretical and applied finance
15
NBER working paper series
15
Working papers
15
International journal of production research
14
Journal of empirical finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Research in international business and finance
14
American journal of agricultural economics
13
Astin bulletin : the journal of the International Actuarial Association
13
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ECONIS (ZBW)
24
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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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