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:"The journal of risk model validation"
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
Risk management - Event risk m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Basel Accord
1
Basler Akkord
1
Credit risk
1
Forecasting model
1
Kreditrisiko
1
Modellierung
1
Prognoseverfahren
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
backtesting
1
elicitability
1
expected shortfall (ES)
1
probability integral transformation
1
risk model validation
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Wehn, Carsten
2
Lutz, Helmut
1
Martin, Marcus R. W.
1
Published in...
All
The journal of risk model validation
Journal of Multivariate Analysis
3
Bundesbank Series 2 Discussion Paper
2
Discussion Paper Series 2
2
Discussion Paper Series 2: Banking and Financial Studies
2
Discussion paper / Deutsche Bundesbank
2
Journal of banking regulation
2
Risk : managing risk in the world's financial markets
2
Berichte aus der Mathematik
1
Deutsche Bundesbank-Forschungszentrum-Diskussionspapiere
1
Handbuch ICAAP
1
Handbuch Liquiditätsrisiko : Identifikation, Messung und Steuerung
1
Handbuch Solvabilität : aufsichtliche Kapitalanforderungen an Kreditinstitute
1
Handbuch ökonomisches Kapitel
1
Journal of risk
1
Kredit und Kapital
1
Lehrbuch
1
Marktrisikoregulierung im Umbruch
1
Metrika
1
Praxis der Gesamtbanksteuerung : Methoden - Lösungen - Anforderungen der Aufsicht
1
Quantitative Finance
1
R: Risiko Manager
1
Reihe 2: "Banking and Financial Studies" - 07/2009
1
Risiko-Manager
1
Schriftenreihe QM : quantitative Methoden in Forschung und Praxis
1
Springer Spektrum
1
Statistics & Probability Letters
1
Studium
1
Szenarioanalysen und Stresstests in der Bank- und Versicherungspraxis : regulatorische Anforderungen, Umsetzung, Steuerung
1
The handbook of credit portfolio management
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
