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subject:"Banking supervision"
subject:"Basel Accord"
~isPartOf:"The journal of risk model validation"
~subject:"Risk"
~subject:"Statistischer Test"
~subject:"model validation"
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Banking supervision
Basel Accord
Risk
Statistischer Test
model validation
Risikomanagement
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44
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20
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20
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15
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Grundke, Peter
2
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Biljon, L. van
1
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The journal of risk model validation
Insurance / Mathematics & economics
123
Risks : open access journal
93
Journal of risk management in financial institutions
92
European journal of operational research : EJOR
87
Journal of banking & finance
75
The journal of operational risk
54
Finance research letters
53
International review of financial analysis
39
International journal of production research
36
SpringerLink / Bücher
36
Journal of risk and financial management : JRFM
35
Energy economics
34
International journal of risk assessment and management : IJRAM
33
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
33
International journal of production economics
32
International journal of project management : the journal of The International Project Management Association
31
Economic modelling
30
World Bank E-Library Archive
29
Journal of risk
28
Applied economics
26
Journal of financial stability
25
NBER working paper series
25
International review of economics & finance : IREF
24
Risiko-Manager
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Management science : journal of the Institute for Operations Research and the Management Sciences
22
Discussion paper
20
NBER Working Paper
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Research paper series / Swiss Finance Institute
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Discussion paper / Tinbergen Institute
19
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
International journal of economics and financial issues : IJEFI
18
Working paper
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Die Bank
17
Journal of securities operations & custody
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Pacific-Basin finance journal
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ECONIS (ZBW)
22
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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
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:
5
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:
6
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
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
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
9
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
10
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
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