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~isPartOf:"The journal of risk model validation"
~subject:"Bankrisiko"
~subject:"Credit risk"
~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
Basel Accord
28
Basler Akkord
28
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19
Modellierung
9
Scientific modelling
9
Risikomanagement
7
Risk management
7
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Aufsatz in Zeitschrift
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Petrov, Alexander
3
Carlehed, Magnus
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
1
Chen, Wei
1
Denev, Alexander
1
Du, Zunwei
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
Jacobs, Michael <Jr.>
1
Jałowiecki, Piotr
1
Jiang, Shuyang
1
Jortzik, Stephan
1
Karagozoglu, Ahmet K.
1
Karwański, Marek
1
Lee, Shih-Cheng
1
Liu, Hongwei
1
Lutz, Helmut
1
Mai Ngoc Tran
1
Martin, Marcus R. W.
1
Miu, Peter
1
Mo, Zan
1
Petrov, Dmitry
1
Pomazanov, Michael
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Reitgruber, Wolfgang
1
Rosen, Dan
1
Rubtsov, Mark
1
Saunders, David M.
1
Scheule, Harald
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The journal of risk model validation
Journal of banking & finance
97
Journal of risk management in financial institutions
56
Journal of financial stability
48
The journal of operational risk
46
Journal of banking regulation
32
International review of financial analysis
25
Journal of financial services research : JFSR
25
Journal of financial intermediation
24
Finance research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
19
Die Bank
18
Journal of international financial markets, institutions & money
18
Economic modelling
16
Journal of financial regulation and compliance : an international journal
16
Nepalese journal of finance : a publication of Uniglobe College
16
International journal of economics and finance
15
Risks : open access journal
15
The European journal of finance
15
Nepalese journal of economics : a publication of Uniglobe College
14
Applied economics
13
Journal of central banking theory and practice
13
Risiko-Manager
13
International review of economics & finance : IREF
12
Banks and bank systems : international research journal
11
Journal of risk
11
Journal of risk and financial management : JRFM
11
International journal of forecasting
10
Cogent economics & finance
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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
European journal of operational research : EJOR
8
Research in international business and finance
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
7
Economic policy review
7
International journal of finance & banking studies : JJFBS
7
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ECONIS (ZBW)
22
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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
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:
5
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:
6
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:
7
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:
8
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:
9
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
10
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
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