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subject:"Bankenaufsicht"
subject:"Bankrisiko"
~isPartOf:"The journal of risk model validation"
~subject:"Scientific modelling"
~subject:"value-at-risk (VaR)"
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Bankenaufsicht
Bankrisiko
Scientific modelling
value-at-risk (VaR)
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
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Modellierung
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backtesting
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Banking supervision
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model risk
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credit risk
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model validation
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risk management
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value-at-risk
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2
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Mitic, Peter
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Assouan, Steeve
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Cai, Chunlin
1
Chen, Wei
1
Cooper, James
1
Ding, Lei
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Du, Zunwei
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Fan, Lingling
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Georgiopoulos, Nick
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Ha Tran Manh
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Mai Ngoc Tran
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1
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The journal of risk model validation
Journal of risk management in financial institutions
84
The journal of operational risk
84
Journal of banking & finance
56
Risiko-Manager
33
SpringerLink / Bücher
29
Journal of financial stability
24
Risks : open access journal
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
International review of financial analysis
19
Journal of risk
19
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
17
European journal of operational research : EJOR
17
IMF working papers
17
Finance research letters
16
Journal of banking regulation
16
Die Bank
15
IMF country report
15
International journal of economics and financial issues : IJEFI
15
Discussion paper
14
Springer eBook Collection
14
Wiley finance series
14
Working paper series / European Central Bank
13
Handbuch ökonomisches Kapitel
12
Journal of risk and financial management : JRFM
12
Journal of securities operations & custody
12
Stress-testing the banking system : methodologies and applications
12
Discussion papers / CEPR
11
Discussion paper / Tinbergen Institute
10
Journal of financial intermediation
10
Journal of financial regulation and compliance : an international journal
10
Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
10
Risikomanagement und Frühwarnverfahren in Kreditinstituten : aktuelle Anforderungen, Instrumente, Prüfung
10
Working papers / Financial Institutions Center
10
IMF Working Paper
9
International journal of finance & economics : IJFE
9
Journal of financial services research : JFSR
9
Journal of international financial markets, institutions & money
9
NBER working paper series
9
Strategische Gesamtbanksteuerung
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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
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
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
8
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:
9
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:
10
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
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