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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"The journal of risk model validation"
~subject:"Basel Accord"
~subject:"Corporate governance"
~subject:"Risk measure"
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Risk Management
Volatility
Basel Accord
Corporate governance
Risk measure
Risikomanagement
47
Risk management
47
Risikomaß
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
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11
Finanzdienstleistung
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backtesting
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model risk
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Statistischer Test
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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
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
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Biljon, L. van
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1
Du, Zunwei
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Ha Tran Manh
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Published in...
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The journal of risk model validation
Insurance / Mathematics & economics
99
Journal of banking & finance
81
Risks : open access journal
68
Journal of risk management in financial institutions
63
The journal of operational risk
62
Finance research letters
52
European journal of operational research : EJOR
49
Journal of risk
45
SpringerLink / Bücher
43
International review of financial analysis
39
Energy economics
35
Economic modelling
31
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of risk and financial management : JRFM
30
MPRA Paper
28
International review of economics & finance : IREF
25
International journal of economics and financial issues : IJEFI
24
Springer eBook Collection
24
Applied economics
23
Discussion paper / Tinbergen Institute
21
Quantitative finance
21
Research in international business and finance
21
The European journal of finance
21
Corporate ownership & control : international scientific journal
20
Risiko-Manager
20
Pacific-Basin finance journal
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Wiley finance series
16
Die Bank
15
International journal of risk assessment and management : IJRAM
15
Journal of international financial markets, institutions & money
15
Managerial auditing journal
15
The journal of credit risk : published quarterly by Incisive Media
15
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
15
International journal of forecasting
14
Journal of econometrics
14
Journal of financial stability
14
The journal of corporate finance : contracting, governance and organization
14
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ECONIS (ZBW)
28
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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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