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subject:"Risikomaß"
subject:"USA"
~isPartOf:"The journal of risk model validation"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
Risikomanagement
47
Risk management
47
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
11
Modellierung
9
Risiko
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9
Scientific modelling
9
Bank risk
8
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8
Basel Accord
8
Basler Akkord
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
model risk
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
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Article in journal
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23
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English
23
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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
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
Jacobs, Michael <Jr.>
1
Kontaxis, Grigorios
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
1
Satchkov, Daniel
1
Schutte, W. D.
1
Skoglund, Jimmy
1
Steen, Marie
1
Tsolas, Ioannis E.
1
Verster, Tanja
1
Wehn, Carsten
1
Westgaard, Sjur
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Published in...
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The journal of risk model validation
Insurance / Mathematics & economics
96
Journal of banking & finance
64
Risks : open access journal
56
European journal of operational research : EJOR
46
Journal of risk
41
Energy economics
33
Journal of risk management in financial institutions
33
Economic modelling
32
Finance research letters
32
The journal of operational risk
28
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
24
Agricultural finance review
22
Journal of risk and financial management : JRFM
21
Quantitative finance
21
International review of economics & finance : IREF
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
The review of financial studies
18
International journal of risk assessment and management : IJRAM
17
Applied economics
16
International journal of theoretical and applied finance
15
Journal of empirical finance
14
The European journal of finance
14
International journal of forecasting
13
Finance and stochastics
12
International journal of finance & economics : IJFE
12
Journal of econometrics
12
The journal of finance : the journal of the American Finance Association
12
The journal of structured finance
12
International journal of production research
11
Journal of financial and quantitative analysis : JFQA
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
American journal of agricultural economics
10
Applied economics letters
10
Computational economics
10
Journal of international financial markets, institutions & money
10
Pacific-Basin finance journal
10
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ECONIS (ZBW)
23
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23
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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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