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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Financial services"
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Bank risk
Risikomaß
Financial services
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Portfolio selection
15
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credit risk
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wrong-way risk
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International journal of theoretical and applied finance
Journal of risk management in financial institutions
114
Journal of banking & finance
105
The journal of operational risk
102
Insurance / Mathematics & economics
96
Risks : open access journal
82
European journal of operational research : EJOR
56
Journal of risk
52
Finance research letters
45
Journal of risk and financial management : JRFM
44
SpringerLink / Bücher
38
International review of financial analysis
37
Risiko-Manager
35
Economic modelling
33
Journal of financial stability
30
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of risk model validation
28
Energy economics
25
Quantitative finance
25
Wiley finance series
25
Applied economics
19
IMF working papers
19
International review of economics & finance : IREF
19
Journal of international financial markets, institutions & money
19
Discussion paper / Tinbergen Institute
18
International journal of economics and financial issues : IJEFI
18
Journal of securities operations & custody
18
Research paper series / Swiss Finance Institute
18
International journal of finance & economics : IJFE
17
International journal of risk assessment and management : IJRAM
17
The European journal of finance
17
Discussion paper
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
NBER working paper series
15
Pacific-Basin finance journal
15
Research in international business and finance
15
Springer eBook Collection
15
The journal of credit risk : published quarterly by Incisive Media
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Applied economics letters
14
International journal of forecasting
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ECONIS (ZBW)
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
8
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
9
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
10
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
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