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subject:"Banking supervision"
type_genre:"Handbuch"
~person:"Jacobs, Michael <Jr.>"
~subject:"Theorie"
~type_genre:"Article in journal"
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Banking supervision
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Risikomanagement
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Jacobs, Michael <Jr.>
Broll, Udo
16
Wang, Ruodu
15
Embrechts, Paul
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Eller, Roland
8
Mao, Tiantian
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Bartram, Söhnke M.
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Schmeiser, Hato
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6
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5
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Cheung, Ka Chun
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International journal of financial engineering and risk management
2
Journal / The Capco Institute : journal of financial transformation
1
Journal of risk management in financial institutions
1
The journal of risk model validation
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ECONIS (ZBW)
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The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
3
(
2020
)
3
,
pp. 254-296
Persistent link: https://www.econbiz.de/10012253521
Saved in:
2
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
3
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:
4
The quantification and aggregation of model risk : perspectives on potential approaches
Jacobs, Michael <Jr.>
- In:
International journal of financial engineering and risk …
2
(
2015
)
2
,
pp. 124-154
Persistent link: https://www.econbiz.de/10011527495
Saved in:
5
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 53-75
Persistent link: https://www.econbiz.de/10010341034
Saved in:
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