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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"The journal of risk model validation"
~subject:"USA"
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Bank risk
Risikomaß
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Risikomanagement
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20
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15
Kreditrisiko
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backtesting
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credit risk
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The journal of risk model validation
Journal of banking & finance
105
Journal of risk management in financial institutions
99
Insurance / Mathematics & economics
97
The journal of operational risk
96
Risks : open access journal
63
European journal of operational research : EJOR
53
Journal of risk
45
Finance research letters
38
SpringerLink / Bücher
38
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36
International review of financial analysis
35
Journal of risk and financial management : JRFM
32
Working paper / National Bureau of Economic Research, Inc.
32
Energy economics
31
Risiko-Manager
31
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of financial stability
26
Agricultural finance review
23
International review of economics & finance : IREF
20
Quantitative finance
20
Working papers / Financial Institutions Center
20
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19
International journal of finance & economics : IJFE
19
International journal of risk assessment and management : IJRAM
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
Wiley finance series
19
Discussion paper / Tinbergen Institute
18
IMF working papers
18
Journal of international financial markets, institutions & money
18
The review of financial studies
18
International journal of economics and financial issues : IJEFI
17
Research in international business and finance
17
The European journal of finance
17
Working paper series / European Central Bank
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
NBER working paper series
16
Working papers
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
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ECONIS (ZBW)
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
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:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
5
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
6
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:
7
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:
8
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
9
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
10
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
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