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subject:"Bank risk"
subject:"Bankrisiko"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of risk"
~subject:"Statistical distribution"
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Bank risk
Bankrisiko
Statistical distribution
Risk management
95
Risikomanagement
93
Risikomaß
52
Risk measure
52
Portfolio selection
44
Portfolio-Management
44
Theorie
37
Theory
37
Risk
26
Risiko
25
risk management
23
Financial services
22
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19
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Kreditrisiko
19
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Ausreißer
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Hedging
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value-at-risk (VaR)
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Abad, Pilar
1
Adrian, Tobias
1
Assimakopoulos, V.
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Bertram, Philip
1
Bianchi, Michele Leonardo
1
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1
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Börner, Christoph J.
1
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1
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1
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1
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1
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1
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1
Guillén, Montserrat
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1
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1
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International journal of forecasting
Journal of risk
The journal of operational risk
91
Journal of risk management in financial institutions
78
Journal of banking & finance
61
Insurance / Mathematics & economics
39
Risiko-Manager
30
Risks : open access journal
29
Journal of financial stability
24
SpringerLink / Bücher
23
International review of financial analysis
22
European journal of operational research : EJOR
18
Finance research letters
18
IMF working papers
16
The journal of risk model validation
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
International journal of economics and financial issues : IJEFI
14
Journal of banking regulation
14
Discussion paper
13
Economic modelling
13
Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
13
Wiley finance series
13
Discussion paper / Tinbergen Institute
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / European Central Bank
12
Applied economics
11
Handbuch ökonomisches Kapitel
11
IMF country report
11
International journal of finance & economics : IJFE
11
Springer eBook Collection
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Die Bank
10
Discussion papers / CEPR
10
Journal of financial intermediation
10
Journal of financial regulation and compliance : an international journal
10
Journal of securities operations & custody
10
IMF Working Paper
9
Journal of risk finance : the convergence of financial products and insurance
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Pacific-Basin finance journal
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ECONIS (ZBW)
26
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
5
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
6
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
7
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
8
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
9
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
10
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
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