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~isPartOf:"The journal of risk model validation"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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Kreditrisiko
Risikomanagement
47
Risk management
47
Risikomaß
24
Risk measure
24
Credit risk
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
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Modellierung
9
Risiko
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Risk
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Scientific modelling
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Bankrisiko
8
Basel Accord
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7
ARCH-Modell
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Prognoseverfahren
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backtesting
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Bankenaufsicht
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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
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model validation
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risk management
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value-at-risk
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Bank
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China
3
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16
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Chen, Wei
2
Jacobs, Michael <Jr.>
2
Skoglund, Jimmy
2
Arnsdorf, Matthias
1
Assouan, Steeve
1
Biljon, L. van
1
Cai, Chunlin
1
Ding, Lei
1
Du, Zunwei
1
Elya Nabila Abdul Bahri
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Fischer, Matthias
1
Gao, Dekun
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Haasbroek, L. J.
1
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1
Lau, Wee-Yeap
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1
Ma, Qianqun
1
Mager, Ferdinand
1
Mertel, Alexander
1
Panman, Kevin
1
Predescu, Mirela
1
Schmieder, Christian
1
Schutte, W. D.
1
Sensenbrenner, Frank J.
1
Verster, Tanja
1
Wang, Hu
1
Wang, Qi
1
Wilkens, Sascha
1
Wu, Chong
1
Yang, Bill Huajian
1
Yasuoka, Takashi
1
Zelvyte, Mante
1
Zeng, Li
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The journal of risk model validation
Journal of banking & finance
51
Journal of risk management in financial institutions
49
Finance research letters
25
The journal of credit risk : published quarterly by Incisive Media
23
Risiko-Manager
22
Journal of financial stability
20
Risks : open access journal
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
International journal of theoretical and applied finance
19
European journal of operational research : EJOR
18
Journal of risk
16
Die Bank
14
International review of financial analysis
14
Journal of financial intermediation
14
The journal of financial market infrastructures
14
Insurance / Mathematics & economics
13
International journal of economics and finance
13
International journal of economics and financial issues : IJEFI
13
Review of quantitative finance and accounting
13
Journal of international financial markets, institutions & money
11
Journal of risk and financial management : JRFM
11
The European journal of finance
11
The journal of structured finance
10
Journal of banking regulation
9
Journal of securities operations & custody
9
Agricultural finance review
8
Applied economics letters
8
Cogent economics & finance
8
Economic modelling
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Journal of financial services research : JFSR
8
Quantitative finance
8
International Journal of Financial Studies : open access journal
7
International journal of finance & banking studies : JJFBS
7
Journal of financial economics
7
Journal of financial regulation and compliance : an international journal
7
Journal of monetary economics
7
Journal of money, credit and banking : JMCB
7
The North American journal of economics and finance : a journal of financial economics studies
7
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ECONIS (ZBW)
16
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1
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10
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16
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date (newest first)
date (oldest first)
1
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:
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 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:
1
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