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~isPartOf:"The journal of risk model validation"
~subject:"Basler Akkord"
~subject:"Credit risk"
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The journal of risk model validation
Journal of banking & finance
211
IMF country report
128
Journal of financial stability
114
IMF working papers
102
IMF staff country report
92
Journal of risk management in financial institutions
83
Journal of banking regulation
72
Journal of financial intermediation
66
Working paper series / European Central Bank
65
Discussion paper / Centre for Economic Policy Research
58
The journal of operational risk
58
Journal of financial services research : JFSR
56
Discussion paper
53
Finance and economics discussion series
51
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
48
Staff working papers / Bank of England
44
IMF Staff Country Reports
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Journal of international financial markets, institutions & money
40
Finance research letters
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39
International review of financial analysis
39
SpringerLink / Bücher
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Economic modelling
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Discussion papers / CEPR
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37
Die Bank
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International journal of central banking : IJCB
36
Risiko-Manager
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Bank of Finland research discussion papers
34
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Journal of financial regulation and compliance : an international journal
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ECONIS (ZBW)
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1
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:
2
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:
3
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia
;
Herrero, Juan Antonio de Juan
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10003971978
Saved in:
4
Probability of default estimation and validation within context of the credit cycle
Blümke, Oliver
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003995409
Saved in:
5
Reconciling credit correlations
Chernih, Andrew
;
Henrard, Luc
;
Vanduffel, Steven
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003995410
Saved in:
6
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
7
Addressing the issue of conservatism in probalility of default estimates : a validation tool
Branco, Carlos
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009356785
Saved in:
8
A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.
;
Lutz, Helmut
;
Wehn, Carsten
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009356817
Saved in:
9
A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10009356850
Saved in:
10
Stress-testing probability of default and migration rate with respect to Basel II requirements
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10009262130
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