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
Analyzing potato response to i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Modellierung
35
Scientific modelling
35
Credit risk
17
Kreditrisiko
17
Basel Accord
10
Basler Akkord
10
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
Theorie
9
Theory
9
Bank risk
6
Bankrisiko
6
Credit rating
6
Financial services
6
Finanzdienstleistung
6
Kreditwürdigkeit
6
Risiko
6
Risk
6
Probability theory
5
Risikomaß
5
Risk measure
5
Wahrscheinlichkeitsrechnung
5
stress testing
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Bankenaufsicht
3
Banking supervision
3
Bayes-Statistik
3
Bayesian inference
3
Financial market regulation
3
Finanzmarktregulierung
3
Statistical test
3
Statistischer Test
3
model risk
3
model validation
3
rating migration
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Case study
1
Fallstudie
1
Language
All
English
35
Author
All
Petrov, Alexander
3
Carlehed, Magnus
2
Jacobs, Michael <Jr.>
2
Neagu, Radu
2
Rubtsov, Mark
2
Skoglund, Jimmy
2
Yang, Bill Huajian
2
Aguais, Scott D.
1
Amendola, Alessandra
1
Arrieta, Daniel
1
Bhariok, Ruchi
1
Blümke, Oliver
1
Chan, Jennifer So Kuen
1
Chawla, Gaurav
1
Chen, Wei
1
Cohort, Pierre
1
Dartsch, Andreas
1
Deryabin, Mikhail
1
Du, Zunwei
1
Fan, Lingling
1
Fernández-Sánchez, M. Pilar
1
Forest, Lawrence R. <Jr.>
1
Grundke, Peter
1
Hamerle, Alfred
1
Hernández-Bastida, Agustín
1
Hui, Cho H.
1
Jobst, Rainer
1
Jordan, John
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Karm, Stephane
1
Kiritz, Nick
1
Kruger, Jan W.
1
Lee, Jake
1
Levonian, Mark E.
1
Levy dit Vehel, Pierre Emmanuel
1
Li, David
1
Lipsa, Gabriel
1
Lo, Chi-fai
1
Long, Kete
1
more ...
less ...
Published in...
All
The journal of risk model validation
Journal of econometrics
116
NBER working paper series
60
Econometric reviews
57
Working paper
51
Discussion paper / Tinbergen Institute
47
NBER Working Paper
47
Energy
44
Working paper / National Bureau of Economic Research, Inc.
44
MPRA Paper
43
SpringerLink / Bücher
42
Economics letters
40
Renewable Energy
40
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
European journal of operational research : EJOR
34
Journal of modelling in management
34
CREATES research paper
32
Economic modelling
32
Cowles Foundation discussion paper
29
Applied Energy
28
Econometrics : open access journal
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Applied economics
25
Journal of economic dynamics & control
25
Water Resources Management
25
International journal of production research
24
Journal of forecasting
24
Working paper / Norges Bank
24
Cowles Foundation Discussion Paper
23
Econometric theory
23
CESifo working papers
22
Insurance / Mathematics & economics
22
Springer eBook Collection
22
Discussion paper / Center for Economic Research, Tilburg University
21
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A realistic approach for estimating and
modeling
loss given default
Malkani, Rakesh
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
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
On the use of t copulas for economic capital calculations
Maher, David G.
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 21-36
Persistent link: https://www.econbiz.de/10009356748
Saved in:
4
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:
5
Integrating macroeconomic risk factors into credit portfolio models
Hamerle, Alfred
;
Dartsch, Andreas
;
Jobst, Rainer
; …
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 3-24
Persistent link: https://www.econbiz.de/10009356832
Saved in:
6
Reverse stress tests with bottom-up approaches
Grundke, Peter
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10009356845
Saved in:
7
A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10009356850
Saved in:
8
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
Saved in:
9
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
10
Modeling
issuer default risk in basket default swaps : the impact of default correlation
Wu, Po-cheng
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 67-82
Persistent link: https://www.econbiz.de/10009658573
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
