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~isPartOf:"The journal of risk model validation"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
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Bericht der AG2: Risikomanagem...
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Kreditrisiko
Portfolio-Management
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Theorie
16
Theory
16
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11
Finanzdienstleistung
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Portfolio selection
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backtesting
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Bankenaufsicht
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Banking supervision
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model risk
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value-at-risk (VaR)
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Statistical test
5
Statistischer Test
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credit risk
5
model validation
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risk management
4
value-at-risk
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Chen, Wei
3
Skoglund, Jimmy
3
Jacobs, Michael <Jr.>
2
Arnsdorf, Matthias
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Assouan, Steeve
1
Biljon, L. van
1
Cai, Chunlin
1
Dekker, Peter
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Ding, Lei
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Du, Zunwei
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Elya Nabila Abdul Bahri
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Erdman, Donald
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Fischer, Matthias
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Karagozoglu, Ahmet K.
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Kontaxis, Grigorios
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Lau, Wee-Yeap
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Lin, Liyi
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Lu, Yu
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Ma, Qianqun
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Mager, Ferdinand
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Mertel, Alexander
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Novosyolov, Arcady
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Panman, Kevin
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Predescu, Mirela
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Satchkov, Daniel
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Schmieder, Christian
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Schutte, W. D.
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Sensenbrenner, Frank J.
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Tsolas, Ioannis E.
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Verster, Tanja
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Wehn, Carsten
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The journal of risk model validation
Insurance / Mathematics & economics
106
Journal of banking & finance
91
Journal of risk management in financial institutions
73
European journal of operational research : EJOR
70
Risks : open access journal
61
Finance research letters
60
Journal of risk
52
Wiley finance series
51
SpringerLink / Bücher
43
Quantitative finance
36
International review of financial analysis
34
Risiko-Manager
34
The journal of portfolio management : JPM
30
Journal of risk and financial management : JRFM
28
The North American journal of economics and finance : a journal of financial economics studies
28
International journal of theoretical and applied finance
26
The journal of portfolio management : a publication of Institutional Investor
25
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
International review of economics & finance : IREF
24
Economic modelling
23
Research paper series / Swiss Finance Institute
23
The journal of credit risk : published quarterly by Incisive Media
22
The journal of asset management
21
Die Bank
20
Discussion paper
19
Journal of financial stability
19
Springer eBook Collection
19
The European journal of finance
19
The journal of investing
19
Europäische Hochschulschriften / 5
18
NBER working paper series
18
Journal of empirical finance
17
Research in international business and finance
17
Wiley finance
17
Applied economics
16
International journal of economics and finance
16
Sovereign wealth management
16
Energy economics
15
International Journal of Financial Studies : open access journal
15
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ECONIS (ZBW)
22
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1
Portofolio crash testing : making sense of extreme event exposures
Novosyolov, Arcady
;
Satchkov, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008699880
Saved in:
2
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:
3
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:
4
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
5
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:
6
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
7
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:
8
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:
9
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:
10
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
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