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~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Bankenaufsicht"
~subject:"Bankrisiko"
~subject:"Risk"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Bankenaufsicht
Bankrisiko
Risk
Theorie
USA
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
11
Modellierung
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Risiko
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Statistical distribution
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backtesting
7
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Banking supervision
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model risk
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value-at-risk (VaR)
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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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Aufsatz in Zeitschrift
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31
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English
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Bloxham, Nicholas
2
Grundke, Peter
2
Jacobs, Michael <Jr.>
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Assouan, Steeve
1
Benito Muela, Sonia
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
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1
Cooper, James
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1
Dobrinov, Nikolay
1
Du, Zunwei
1
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Fan, Lingling
1
Fałdziński, Marcin
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Georgiopoulos, Nick
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Heemskerk, Marc
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Hénaff, Patrick
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Joumaa, Mazin
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Kiritz, Nick
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Lin, Liyi
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López Martin, Carmen
1
Mager, Ferdinand
1
Mai Ngoc Tran
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The journal of risk model validation
Insurance / Mathematics & economics
185
European journal of operational research : EJOR
156
Journal of risk management in financial institutions
144
Journal of banking & finance
138
Risks : open access journal
128
The journal of operational risk
98
Finance research letters
86
International review of financial analysis
59
Journal of risk and financial management : JRFM
59
Working paper / National Bureau of Economic Research, Inc.
57
Energy economics
52
International journal of production research
52
International journal of production economics
48
International journal of risk assessment and management : IJRAM
45
Journal of risk
44
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Economic modelling
40
International journal of project management : the journal of The International Project Management Association
39
Agricultural finance review
37
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
36
International review of economics & finance : IREF
35
Journal of financial stability
35
Applied economics
34
Quantitative finance
34
Research paper series / Swiss Finance Institute
32
Discussion paper / Centre for Economic Policy Research
29
International journal of economics and financial issues : IJEFI
29
The European journal of finance
29
Discussion paper / Tinbergen Institute
28
The North American journal of economics and finance : a journal of financial economics studies
28
American journal of agricultural economics
27
Working paper
27
Working paper series / European Central Bank
27
Journal of empirical finance
26
Journal of financial economics
26
Pacific-Basin finance journal
26
Review of quantitative finance and accounting
25
The review of financial studies
25
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
24
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ECONIS (ZBW)
31
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
2
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:
3
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:
4
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:
5
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
6
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:
7
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:
8
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:
9
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
10
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
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