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~isPartOf:"Journal of risk"
~subject:"Basler Akkord"
~subject:"Estimation"
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Bericht der AG2: Risikomanagem...
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Basler Akkord
Estimation
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
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Bankrisiko
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Schätzung
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Forecasting model
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value-at-risk (VaR)
7
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6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
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5
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Poddig, Thorsten
2
Adrian, Tobias
1
Alemany, Ramon
1
Bertram, Philip
1
Bolancé, Catalina
1
Chen, Jiusheng
1
Cocozza, Rosa
1
Cui, Xueting
1
Curcio, Domenico
1
Embrechts, Paul
1
Fieberg, Christian
1
Gianfrancesco, Igor
1
Kabaila, Paul
1
Kellner, Ralf
1
Kinateder, Harald
1
Li, Duan
1
Li, Phillip
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Olschewsky, Michael
1
Padilla Barreto, Alemar E.
1
Pedescu, Mirela
1
Rösch, Daniel
1
Scheule, Harald
1
Sibbertsen, Philipp
1
Stahl, Gerhard
1
Sun, Xiaoling
1
Weiß, Gregor
1
Wilkens, Sascha
1
Zhang, Xiaofei
1
Zhao, Xinlei
1
Zhu, Shushang
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Journal of risk
The journal of operational risk
42
Journal of risk management in financial institutions
31
Journal of banking & finance
28
SpringerLink / Bücher
23
Risiko-Manager
17
Risks : open access journal
16
Journal of air transport management
15
Economic modelling
14
International review of financial analysis
14
Working paper / National Bureau of Economic Research, Inc.
14
Insurance / Mathematics & economics
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
Journal of financial stability
12
NBER working paper series
12
Discussion paper
11
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Finance research letters
11
NBER Working Paper
11
Working papers / Financial Institutions Center
11
Applied economics
10
Journal of financial regulation and compliance : an international journal
10
Energy economics
9
European journal of operational research : EJOR
9
The journal of risk model validation
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Gabler Edition Wissenschaft
8
Journal of banking regulation
8
IMF working papers
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
The journal of credit risk : published quarterly by Incisive Media
7
Working papers
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
International review of economics & finance : IREF
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
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ECONIS (ZBW)
16
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1
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
4
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
5
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
6
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
7
Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
Saved in:
8
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
9
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
10
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
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