//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of risk management in financial institutions"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomanagement
264
Risk management
264
Bank risk
79
Bankrisiko
79
risk management
70
Financial services
65
Finanzdienstleistung
65
Credit risk
54
Kreditrisiko
54
Risiko
53
Risk
53
Risikomaß
47
Risk measure
47
Financial crisis
44
Finanzkrise
44
Welt
40
World
40
Basel Accord
37
Basler Akkord
37
Portfolio selection
35
Portfolio-Management
35
Theorie
34
Theory
34
Bank
29
stress testing
22
USA
21
United States
21
Operational risk
20
Operationelles Risiko
20
operational risk
17
Bankenaufsicht
15
Banking supervision
15
Regulation
15
Regulierung
15
Corporate Governance
14
Corporate governance
14
Systemic risk
14
Systemrisiko
14
Climate change
13
Financial sector
13
more ...
less ...
Type of publication
All
Article
282
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
292
Aufsatz in Zeitschrift
292
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
3
Interview
2
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
292
Author
All
Grody, Allan D.
7
Hopper, Gregory P.
6
Koenig, David R.
6
Ozdemir, Bogie
6
McConnell, Patrick
5
Antoncic, Madelyn
4
Wilson, Thomas Charles
4
Brooks, Robert
3
Butler, Tom
3
Böcker, Klaus
3
Grimwade, Michael
3
Hughes, Peter
3
Hughes, Peter J.
3
Kumar, Sonjai
3
Rao, Purnima
3
Agnese, Paolo
2
Bessis, Joël
2
Broeders, Dirk
2
Brotcke, Liming
2
Campino, Jonas de Oliveira
2
Chen, Wei
2
Choudhry, Moorad
2
Cubukgil, Evren
2
Deventer, Donald R. van
2
Duane, Michael
2
Edwards, John S.
2
Faulds, Frances
2
Giesinger, Michael
2
Grody, Allan
2
Hill, Jon R.
2
Hopper, Greg
2
Kupiec, Paul H.
2
Mark, Robert
2
McCormack, Peter
2
Orlando, Albina
2
Rebonato, Riccardo
2
Rodriguez, Eduardo
2
Sarraf, Hanna
2
Schuermann, Til
2
Sheen, Andrew
2
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
IMF Staff Country Reports
458
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
295
Risks : open access journal
282
International journal of production research
249
Finance research letters
226
MPRA Paper
222
Journal of risk and financial management : JRFM
218
International journal of production economics
186
International review of financial analysis
181
Risiko-Manager
177
Energy economics
172
IMF Working Papers
166
Journal of risk
162
The journal of operational risk
161
Springer eBook Collection
143
International journal of risk assessment and management : IJRAM
142
Economic modelling
123
Managing business risk : a practical guide to protecting your business
123
Applied economics
122
Journal of Risk and Financial Management
122
Wiley finance series
119
NBER working paper series
118
The North American journal of economics and finance : a journal of financial economics studies
118
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
107
World Bank E-Library Archive
107
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Journal of econometrics
98
International review of economics & finance : IREF
97
Europäische Hochschulschriften / 5
95
Working paper / National Bureau of Economic Research, Inc.
95
Quantitative finance
93
Journal of empirical finance
92
Working Paper
92
Management science : journal of the Institute for Operations Research and the Management Sciences
90
The journal of risk model validation
90
more ...
less ...
Source
All
ECONIS (ZBW)
292
Showing
1
-
10
of
292
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
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
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
5
Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan
;
Sounders, David
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
Saved in:
6
On aggregate model risk management : focus on stress testing
Shi, Yan
;
Young, H. Walter
;
Cao, Ran
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
Saved in:
7
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
Saved in:
8
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:
9
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:
10
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->