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
~person:"Kupiec, Paul H."
~person:"Schuermann, Til"
~subject:"Basel Accord"
~subject:"Risk measure"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Risk measure
Kreditrisiko
67
Credit risk
62
Risikomanagement
24
Risk management
22
Basler Akkord
19
Insolvency
18
Insolvenz
18
Bank risk
17
Bankrisiko
17
Welt
17
World
16
Portfolio-Management
15
USA
14
Portfolio selection
13
Konjunkturzusammenhang
12
United States
12
Business cycle synchronization
11
Schätzung
11
Estimation
10
Theorie
10
Theory
10
Unternehmenswert
10
Bank
8
Bankenaufsicht
8
Banking supervision
8
Firm value
8
Macroeconometrics
6
Makroökonometrie
6
Risikomaß
6
Systemrisiko
6
Systemic risk
5
Asset-liability management
4
Bilanzstrukturmanagement
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation theory
4
Finanzintermediation
4
Hedgefonds
4
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Article
13
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
10
Working Paper
10
Graue Literatur
7
Non-commercial literature
7
Language
All
English
23
Author
All
Kupiec, Paul H.
Schuermann, Til
Rösch, Daniel
24
Allen, David E.
21
Schulte-Mattler, Hermann
21
Jokivuolle, Esa
18
Ongena, Steven
18
Scheule, Harald
15
McAleer, Michael
13
Powell, Robert
13
Repullo, Rafael
13
Suárez, Javier
13
Witzany, Jiří
13
Gürtler, Marc
12
Altman, Edward I.
11
Huschens, Stefan
11
Resti, Andrea
11
Engelmann, Bernd
10
Hamerle, Alfred
10
Kiema, Ilkka
10
Neisen, Martin
10
Olszak, Małgorzata
10
Saunders, Anthony
10
Düllmann, Klaus
9
Fermanian, Jean-David
9
Heithecker, Dirk
9
Perraudin, William R. M.
9
Roesch, Daniel
9
Sironi, Andrea
9
Blümke, Oliver
8
Karmakar, Sudipto
8
Vesala, Timo
8
Alexander, Gordon J.
7
Becker, Axel
7
Carey, Mark S.
7
Curcio, Domenico
7
Gianfrancesco, Igor
7
Hibbeln, Martin
7
Jacobs, Michael <Jr.>
7
Lee, Yong Woong
7
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
3
Published in...
All
IMF working paper
4
Journal of risk management in financial institutions
4
IMF working papers
3
Working papers / Financial Institutions Center
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annals of finance
1
Brookings-Wharton papers on financial services
1
Credit risk models and management
1
International journal of forecasting
1
Journal of financial services research : JFSR
1
Journal of investment management : JOIM
1
Risk management : the state of the art
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
Saved in:
2
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
3
Stress testing banks
Schuermann, Til
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 717-728
Persistent link: https://www.econbiz.de/10010515587
Saved in:
4
Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
Saved in:
5
A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
Saved in:
6
Risk measurement, risk management and capital adequacy in financial conglomerates
Kuritzkes, Andrew
(
contributor
);
Schuermann, Til
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754461
Saved in:
7
Internal model-based capital regulation and bank risk-taking incentives
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 33-42
Persistent link: https://www.econbiz.de/10002108835
Saved in:
8
What exactly does credit VaR measure?
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10001708437
Saved in:
9
Internal models-based capital regulation and bank risk-taking incentives
Kupiec, Paul H.
-
2002
Persistent link: https://www.econbiz.de/10001697475
Saved in:
10
Calibrating your intuition : capital allocation for market and credit risk
Kupiec, Paul H.
-
2002
Persistent link: https://www.econbiz.de/10001698847
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
