//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Bankenaufsicht"
subject:"Basler Akkord"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of risk model validation"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
Basler Akkord
Forecasting model
Risikomanagement
247
Risk management
247
Theory
92
Theorie
91
Risikomaß
72
Risk measure
72
Portfolio selection
69
Portfolio-Management
69
Bank risk
59
Bankrisiko
59
Risk
59
Credit risk
58
Kreditrisiko
58
Risiko
56
Financial services
40
Finanzdienstleistung
40
Bank
30
Basel Accord
26
Financial crisis
26
Finanzkrise
26
Hedging
25
Measurement
19
Messung
19
Statistical distribution
19
Statistische Verteilung
19
Welt
17
World
17
Derivat
16
Derivative
16
Systemic risk
14
Systemrisiko
13
Corporate Governance
12
Corporate governance
12
Estimation
12
Schätzung
12
USA
12
United States
12
ARCH model
11
ARCH-Modell
11
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
McNeil, Alexander J.
3
Grundke, Peter
2
Paterlini, Sandra
2
Allen, Linda
1
Assouan, Steeve
1
Berens, Tobias
1
Bloxham, Nicholas
1
Blüm, Jürg M.
1
Bongaerts, Dion
1
Brechmann, Eike
1
Breuer, Thomas
1
Böhnke, Victoria
1
Carey, Mark S.
1
Charlier, Erwin
1
Chavez-Demoulin, V.
1
Chen, Ren-Raw
1
Chen, Wei
1
Chernih, Andrew
1
Chidambaran, Nemmara
1
Colletaz, Gilbert
1
Cont, Rama
1
Cooper, James
1
Cummins, John David
1
Czado, Claudia
1
Daníelsson, Jón
1
DeLong, Gayle L.
1
Du, Zunwei
1
Embrechts, Paul
1
Filipe, Sara Ferreira
1
Gonpot, Preethee Nunkoo
1
Gordy, Michael B.
1
Grammatikos, Theoharry
1
Ha Tran Manh
1
Henrard, Luc
1
Hurlin, Christophe
1
Hénaff, Patrick
1
Imbierowicz, Björn
1
Imerman, Michael B.
1
Jacobs, Michael <Jr.>
1
Jandačka, Martin
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of risk model validation
Journal of risk management in financial institutions
48
The journal of operational risk
40
SpringerLink / Bücher
24
Risiko-Manager
23
Risks : open access journal
19
European journal of operational research : EJOR
18
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
Die Bank
17
Journal of risk
14
International journal of forecasting
13
Journal of risk and financial management : JRFM
13
Insurance / Mathematics & economics
12
Journal of financial stability
12
Stress-testing the banking system : methodologies and applications
12
Discussion paper
11
Journal of financial regulation and compliance : an international journal
11
Discussion paper / Tinbergen Institute
10
International review of financial analysis
10
IMF working papers
9
Journal of banking regulation
9
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
8
Economic modelling
8
Finance research letters
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Handbuch ökonomisches Kapitel
8
Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
8
Risikomanagement und Frühwarnverfahren in Kreditinstituten : aktuelle Anforderungen, Instrumente, Prüfung
8
The journal of credit risk : published quarterly by Incisive Media
8
Wiley finance series
8
Working papers / Financial Institutions Center
8
Journal of securities operations & custody
7
Working paper series / European Central Bank
7
Discussion paper / Centre for Economic Policy Research
6
Energy economics
6
Europäische Hochschulschriften / 5
6
IMF country report
6
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
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
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:
4
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:
5
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
6
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
7
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
8
A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
9
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->