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subject:"Risikomaß"
subject:"USA"
~isPartOf:"The journal of risk model validation"
~subject:"Bank"
~subject:"Derivative"
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Risikomaß
USA
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Risikomanagement
47
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47
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23
Credit risk
16
Kreditrisiko
16
Theorie
16
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11
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backtesting
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credit risk
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model validation
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risk management
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value-at-risk
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Bloxham, Nicholas
2
Mitic, Peter
2
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Arnsdorf, Matthias
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Arrieta, Daniel
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Assouan, Steeve
1
Bee, Marco
1
Benito Muela, Sonia
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Biljon, L. van
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Ha Tran Manh
1
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1
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The journal of risk model validation
Insurance / Mathematics & economics
103
Journal of banking & finance
99
SpringerLink / Bücher
90
Journal of risk management in financial institutions
66
Risks : open access journal
58
European journal of operational research : EJOR
54
Energy economics
48
Finance research letters
45
Journal of risk
45
The journal of operational risk
43
International review of financial analysis
41
Economic modelling
35
Working paper / National Bureau of Economic Research, Inc.
35
Europäische Hochschulschriften / 5
34
Journal of risk and financial management : JRFM
31
The North American journal of economics and finance : a journal of financial economics studies
31
Agricultural finance review
28
Applied economics
27
Gabler Edition Wissenschaft
26
International review of economics & finance : IREF
26
Quantitative finance
26
Risiko-Manager
25
Journal of financial stability
24
Springer eBook Collection
23
The European journal of finance
23
International journal of risk assessment and management : IJRAM
21
International journal of theoretical and applied finance
21
The journal of risk and insurance : the journal of the American Risk and Insurance Association
20
Wiley finance series
20
Bank- und finanzwirtschaftliche Forschungen
19
NBER working paper series
19
The review of financial studies
19
Working papers / Financial Institutions Center
19
International journal of finance & economics : IJFE
17
Journal of empirical finance
17
Journal of risk finance : the convergence of financial products and insurance
17
Schriftenreihe Finanzmanagement
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion paper / Tinbergen Institute
16
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ECONIS (ZBW)
26
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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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