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subject:"Bankenaufsicht"
subject:"Basel Accord"
~isPartOf:"The journal of risk model validation"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
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Bankenaufsicht
Basel Accord
Forecasting model
Portfolio-Management
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
Financial services
10
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10
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Risiko
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Risk
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Statistical distribution
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Bankrisiko
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Basler Akkord
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Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
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Banking supervision
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value-at-risk (VaR)
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model risk
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Prognoseverfahren
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Statistical test
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Statistischer Test
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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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Chen, Wei
3
Skoglund, Jimmy
3
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2
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Bloxham, Nicholas
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1
Cooper, James
1
Dekker, Peter
1
Du, Zunwei
1
Erdman, Donald
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Heemskerk, Marc
1
Henrard, Luc
1
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1
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1
Lin, Liyi
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Novosyolov, Arcady
1
Predescu, Mirela
1
Satchkov, Daniel
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Tsolas, Ioannis E.
1
Vanduffel, Steven
1
Wehn, Carsten
1
Wilkens, Sascha
1
Wing, Jean Paul Chung
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The journal of risk model validation
Insurance / Mathematics & economics
106
Journal of banking & finance
78
Journal of risk management in financial institutions
72
European journal of operational research : EJOR
69
Risks : open access journal
59
Journal of risk
49
SpringerLink / Bücher
46
The journal of operational risk
45
Wiley finance series
45
Finance research letters
41
Risiko-Manager
36
Journal of risk and financial management : JRFM
35
International review of financial analysis
31
Quantitative finance
31
The journal of portfolio management : JPM
30
The journal of portfolio management : a publication of Institutional Investor
25
Die Bank
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economic modelling
23
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
International review of economics & finance : IREF
21
Energy economics
20
Research paper series / Swiss Finance Institute
20
Springer eBook Collection
20
The journal of asset management
20
International journal of theoretical and applied finance
18
The journal of investing
18
Applied economics
17
Discussion paper
17
Gabler Edition Wissenschaft
16
Sovereign wealth management
16
The journal of credit risk : published quarterly by Incisive Media
16
International journal of forecasting
15
Journal of empirical finance
15
Journal of financial stability
15
Journal of investment management : JOIM
15
Scandinavian actuarial journal
15
The European journal of finance
15
Discussion paper / Tinbergen Institute
14
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ECONIS (ZBW)
19
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1
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:
2
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:
3
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:
4
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
5
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:
6
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:
7
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
8
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
9
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
10
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
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