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~isPartOf:"The journal of risk model validation"
~subject:"Bankrisiko"
~subject:"Credit risk"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Basel-III-Abkommen"
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Bankrisiko
Credit risk
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Basel Accord
31
Basler Akkord
31
Kreditrisiko
21
Modellierung
10
Scientific modelling
10
Theorie
9
Theory
9
Risikomanagement
8
Risikomaß
8
Risk management
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Risk measure
8
Portfolio selection
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Bank risk
6
Credit rating
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Kreditwürdigkeit
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Forecasting model
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Insolvenz
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Prognoseverfahren
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Bank lending
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Bankenaufsicht
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Banking supervision
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Financial services
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Finanzdienstleistung
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Kreditgeschäft
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credit risk
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stress testing
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Business cycle
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IFRS
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Loss
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model validation
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Aufsatz in Zeitschrift
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English
26
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Petrov, Alexander
3
Blümke, Oliver
2
Carlehed, Magnus
2
Jacobs, Michael <Jr.>
2
Ozdemir, Bogie
2
Aguais, Scott D.
1
Branco, Carlos
1
Canals-Cerdá, José J.
1
Cespedes, Juan Carlos Garcia
1
Chawla, Gaurav
1
Chen, Jiun-Lin
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Chen, Wei
1
Denev, Alexander
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Du, Zunwei
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Engelmann, Bernd
1
Fan, Mengting
1
Forest, Lawrence R. <Jr.>
1
Gao, Hongming
1
Gostkowski, Michał
1
Ha Tran Manh
1
Herrero, Juan Antonio de Juan
1
Ho, Kung-Cheng
1
Huang, Emma
1
Jałowiecki, Piotr
1
Jiang, Shuyang
1
Jortzik, Stephan
1
Karagozoglu, Ahmet K.
1
Karwański, Marek
1
Lee, Shih-Cheng
1
Liu, Hongwei
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Lutz, Helmut
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Mai Ngoc Tran
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Martin, Marcus R. W.
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Miu, Peter
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Mo, Zan
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Petrov, Dmitry
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Pomazanov, Michael
1
Reitgruber, Wolfgang
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Rosen, Dan
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The journal of risk model validation
Journal of banking & finance
103
Journal of risk management in financial institutions
59
Journal of financial stability
53
The journal of operational risk
47
Journal of banking regulation
32
International review of financial analysis
26
Journal of financial intermediation
26
Journal of financial services research : JFSR
25
The journal of credit risk : published quarterly by Incisive Media
23
Finance research letters
22
Economic modelling
19
Journal of international financial markets, institutions & money
19
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
19
Die Bank
18
Nepalese journal of finance : a publication of Uniglobe College
18
Journal of financial regulation and compliance : an international journal
16
Risks : open access journal
16
International journal of economics and finance
15
The European journal of finance
15
Journal of risk
14
Nepalese journal of economics : a publication of Uniglobe College
14
Risiko-Manager
14
Applied economics
13
International review of economics & finance : IREF
13
Journal of central banking theory and practice
13
Journal of risk and financial management : JRFM
12
Banks and bank systems : international research journal
11
International journal of forecasting
10
Cogent economics & finance
9
European journal of operational research : EJOR
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
9
Insurance / Mathematics & economics
9
International Journal of Financial Studies : open access journal
9
Journal of economic dynamics & control
9
Journal of economics & business
9
Journal of financial regulation
9
Research in international business and finance
9
International journal of financial engineering
8
Journal of financial economics
8
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ECONIS (ZBW)
26
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1
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:
2
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
3
Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
Fan, Mengting
;
Mo, Zan
;
Zhao, Qizhi
;
Gao, Hongming
; …
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 37-75
Persistent link: https://www.econbiz.de/10014239847
Saved in:
4
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
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
A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
7
Benchmarking loss given default discount rates
Scheule, Harald
;
Jortzik, Stephan
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
Saved in:
8
On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/ validation
Zhang, Xin
;
Tung, Tony
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012020268
Saved in:
9
Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J.
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
Saved in:
10
Asset correlations and procyclical impact
Ho, Kung-Cheng
;
Chen, Jiun-Lin
;
Lee, Shih-Cheng
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011671171
Saved in:
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