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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomanagement"
~subject:"Statistical distribution"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Risikomanagement
Statistical distribution
Risikomaß
47
Risk measure
47
Risk management
20
Theorie
15
Theory
15
Bank risk
11
Bankrisiko
11
Basel Accord
11
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11
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risk management
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machine learning
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31
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Wong, Max
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Riccetti, Luca
1
Rosen, Dan
1
Rowe, David M.
1
Saidane, Mohamed
1
Sarraf, Hanna
1
Shi, Yan
1
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1
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Journal of risk management in financial institutions
Insurance / Mathematics & economics
145
Journal of banking & finance
98
Risks : open access journal
79
Finance research letters
67
Journal of risk
66
International journal of forecasting
56
European journal of operational research : EJOR
54
Economic modelling
46
Discussion paper / Tinbergen Institute
44
Energy economics
44
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of risk model validation
43
The journal of operational risk
37
Journal of forecasting
34
Quantitative finance
34
Journal of empirical finance
33
Journal of risk and financial management : JRFM
33
Applied economics
32
Computational economics
29
International review of economics & finance : IREF
27
Journal of econometrics
27
The European journal of finance
26
International journal of theoretical and applied finance
23
Research paper series / Swiss Finance Institute
23
Working papers
23
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
SFB 649 discussion paper
21
The journal of credit risk : published quarterly by Incisive Media
21
Applied economics letters
19
Journal of international financial markets, institutions & money
19
Scandinavian actuarial journal
19
SpringerLink / Bücher
19
Econometric Institute research papers
18
Pacific-Basin finance journal
18
Research in international business and finance
18
Journal of economic dynamics & control
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
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ECONIS (ZBW)
31
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1
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
2
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
3
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
4
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
5
The estimation of Value-at-Risk using a non-parametric approach
Olfat, Amir
;
Eskandari, Farzad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10014286672
Saved in:
6
Estimating Value-at-Risk and expected shortfall of metal commodities : application of GARCH-EVT method
Khan, Maaz
;
Khan, Mrestyal
;
Irfan, Muhammad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 189-199
Persistent link: https://www.econbiz.de/10014286674
Saved in:
7
Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
Saved in:
8
The generation of synthetic data for risk modelling
Hurst, James
;
Mayorov, Kirill
;
Tatsinkou, Joseph …
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
Saved in:
9
On the definition of risk
Lemos, Filipe
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
3
,
pp. 266-278
Persistent link: https://www.econbiz.de/10012300957
Saved in:
10
Effective and efficient model risk management
Dodgson, Matthew
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
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