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Variable selection in default risk models
Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca - In: The journal of risk model validation 5 (2011) 1, pp. 3-19
Persistent link: https://www.econbiz.de/10009356851
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The usefulness of inaccurate models : financial risk management "in the wild"
Millo, Yuval; MacKenzie, Donald A. - In: The journal of risk model validation 3 (2009/10) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10003848866
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Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi; Heemskerk, Marc; Dekker, Peter - In: The journal of risk model validation 12 (2018) 3, pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
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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
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Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi - In: The journal of risk model validation 12 (2018) 4, pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
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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
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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
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Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li; Lau, Wee-Yeap; Elya Nabila Abdul Bahri - In: The journal of risk model validation 17 (2023) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
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A new automated model validation tool for financial institutions
Fan, Lingling; Schneider, Alex; Joumaa, Mazin - In: The journal of risk model validation 17 (2023) 3, pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
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Online attention and directors' and officers' liability insurance : evidence from Chinese listed firms
Lin, Can; Huobao, Xie - In: The journal of risk model validation 17 (2023) 4, pp. 49-96
Persistent link: https://www.econbiz.de/10014485965