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subject:"Bankenaufsicht"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"Portfolio-Management"
~subject:"risk management"
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Bankenaufsicht
Basler Akkord
Portfolio-Management
risk management
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
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Risk
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Basel Accord
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Scientific modelling
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backtesting
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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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credit risk
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model validation
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value-at-risk
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3
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Assouan, Steeve
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The journal of risk model validation
IMF Staff Country Reports
304
Journal of risk management in financial institutions
118
Insurance / Mathematics & economics
103
Risks : open access journal
101
Journal of risk and financial management : JRFM
84
Journal of banking & finance
74
Journal of Risk and Financial Management
68
European journal of operational research : EJOR
60
Working Paper
58
MPRA Paper
56
Journal of risk
55
The journal of operational risk
55
International journal of production research
49
SpringerLink / Bücher
45
Wiley finance series
43
Finance research letters
40
Geneva Association - Working Papers Series
40
IMF Working Papers
39
Risks
36
Risiko-Manager
35
International journal of risk assessment and management : IJRAM
34
The journal of portfolio management : JPM
31
Diskussionspapier
30
International review of financial analysis
29
Quantitative finance
29
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
28
The journal of portfolio management : a publication of Institutional Investor
25
Die Bank
24
IDB Publications (Working Papers)
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economic modelling
23
The European journal of finance
23
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
Ovidius University Annals, Economic Sciences Series
22
Risk management : a journal of risk, crisis and disaster
22
International review of economics & finance : IREF
21
Journal of securities operations & custody
21
Research paper series / Swiss Finance Institute
21
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ECONIS (ZBW)
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
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
An application of sensitivity analysis to hedge funds
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011485150
Saved in:
6
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:
7
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
Saved in:
8
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:
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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