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isPartOf:"Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"Market risk"
~subject:"value-at-risk (VaR)"
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Basler Akkord
Market risk
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Risikomanagement
62
Risk management
62
Credit risk
23
Kreditrisiko
23
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20
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20
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Ha Tran Manh
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Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
The journal of risk model validation
The journal of operational risk
45
Journal of risk management in financial institutions
31
Risiko-Manager
22
Journal of banking & finance
20
SpringerLink / Bücher
20
Journal of risk
16
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Die Bank
12
Risks : open access journal
12
Journal of financial regulation and compliance : an international journal
10
Discussion paper
9
Insurance / Mathematics & economics
9
Journal of banking regulation
9
Journal of financial stability
9
Discussion paper / Tinbergen Institute
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International review of financial analysis
8
The journal of credit risk : published quarterly by Incisive Media
8
Economic modelling
7
European journal of operational research : EJOR
7
Journal of risk and financial management : JRFM
7
The professional risk managers' guide to financial instruments
7
Working papers / Financial Institutions Center
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Finance research letters
6
IMF working papers
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Wiley finance series
6
Handbuch ICAAP
5
Handbuch ökonomisches Kapitel
5
The European journal of finance
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
Advances in operational risk : firm-wide issues for financial institutions
4
Applied economics
4
Banks and bank systems : international research journal
4
Discussion paper / Centre for Economic Policy Research
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Europäische Hochschulschriften / 5
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Indian banking : the new vision
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ECONIS (ZBW)
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1
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
2
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
3
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
4
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
5
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:
6
The use of the triangular approximation for some complicated risk measurement calculations
Georgiopoulos, Nick
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 69-98
Persistent link: https://www.econbiz.de/10011762994
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
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:
9
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
Saved in:
10
Model validation : theory, practice and perspectives
Hénaff, Patrick
;
Martini, Claude
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
Saved in:
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