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~isPartOf:"The journal of risk model validation"
~subject:"Digitalisierung"
~subject:"Kreditrisiko"
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The journal of risk model validation
Technological forecasting & social change : an international journal
57
Journal of risk management in financial institutions
53
Springer eBook Collection
49
Journal of banking & finance
43
Finance research letters
41
SpringerLink / Bücher
41
Risks : open access journal
29
Journal of business research : JBR
22
Risiko-Manager
22
Technovation : the international journal of technological innovation, entrepreneurship and technology management
22
Discussion paper
21
The journal of credit risk : published quarterly by Incisive Media
21
European journal of operational research : EJOR
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
Wiley finance series
18
International journal of theoretical and applied finance
17
Journal of financial stability
17
Journal of risk and financial management : JRFM
17
European research studies
16
Journal of risk
16
Journal of open innovation : technology, market, and complexity
15
World Bank E-Library Archive
15
Die Bank
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
International review of financial analysis
14
Journal of innovation & knowledge : JIK
14
Insurance / Mathematics & economics
13
International journal of production economics
13
Working paper series / European Central Bank
13
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
12
Journal of securities operations & custody
12
The journal of financial market infrastructures
12
Working paper
12
CESifo working papers
11
Discussion papers / CEPR
11
Europäische Hochschulschriften / 5
11
Journal of banking regulation
11
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ECONIS (ZBW)
16
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10
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date (oldest first)
1
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:
2
Stress-testing German credit portfolios
Mager, Ferdinand
;
Schmieder, Christian
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
Saved in:
3
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
4
Quantifying model risk within a CreditRisk+ framework
Fischer, Matthias
;
Mertel, Alexander
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10009539312
Saved in:
5
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
Saved in:
6
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
7
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:
8
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
9
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
10
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
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