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subject:"Bankenaufsicht"
subject:"Bankrisiko"
~accessRights:"restricted"
~isPartOf:"The journal of risk model validation"
~subject:"value-at-risk (VaR)"
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Bankenaufsicht
Bankrisiko
value-at-risk (VaR)
Risikomanagement
24
Risk management
24
Risikomaß
12
Risk measure
12
Credit risk
10
Kreditrisiko
10
Theorie
9
Theory
9
Risiko
8
Risk
8
Financial services
7
Finanzdienstleistung
7
Bank risk
6
Portfolio selection
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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backtesting
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model risk
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ARCH model
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ARCH-Modell
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Basel Accord
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Basler Akkord
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China
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Estimation theory
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Statistischer Test
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credit risk
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model validation
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Credit rating
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Financial crisis
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Finanzkrise
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11
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Bloxham, Nicholas
2
Mitic, Peter
2
Cai, Chunlin
1
Cooper, James
1
Ding, Lei
1
Du, Zunwei
1
Fan, Lingling
1
Georgiopoulos, Nick
1
Ha Tran Manh
1
Joumaa, Mazin
1
Kontaxis, Grigorios
1
Mai Ngoc Tran
1
Predescu, Mirela
1
Schneider, Alex
1
Tsolas, Ioannis E.
1
Wang, Hu
1
Wehn, Carsten
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
Zhuang, Yaming
1
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The journal of risk model validation
The journal of operational risk
63
Journal of banking & finance
27
SpringerLink / Bücher
25
Journal of financial stability
18
Finance research letters
15
International review of financial analysis
14
Journal of risk
13
Discussion papers / CEPR
10
Journal of banking regulation
10
Springer eBook Collection
10
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
10
European journal of operational research : EJOR
9
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Pacific-Basin finance journal
7
Research in international business and finance
7
The journal of corporate finance : contracting, governance and organization
7
Applied economics
6
Discussion paper / Centre for Economic Policy Research
6
International journal of finance & economics : IJFE
6
Journal of financial intermediation
6
Review of quantitative finance and accounting
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Die Bank
5
Journal of financial regulation and compliance : an international journal
5
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
5
Applied economics letters
4
Business, Economics, and Law
4
Economic modelling
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
Journal of risk finance : the convergence of financial products and insurance
4
Modern economy
4
NBER working paper series
4
Springer eBook Collection / Economics and Finance
4
The European journal of finance
4
The journal of credit risk : published quarterly by Incisive Media
4
World Bank E-Library Archive
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
10
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:
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