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subject:"Bankrisiko"
~isPartOf:"The journal of risk model validation"
~subject:"Basler Akkord"
~subject:"value-at-risk (VaR)"
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Bankrisiko
Basler Akkord
value-at-risk (VaR)
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Bank risk
7
Basel Accord
7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
model risk
5
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
credit risk
4
model validation
4
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
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11
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15
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English
15
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Bloxham, Nicholas
2
Mitic, Peter
2
Cai, Chunlin
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Ding, Lei
1
Du, Zunwei
1
Fan, Lingling
1
Georgiopoulos, Nick
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Kontaxis, Grigorios
1
Mai Ngoc Tran
1
Martini, Claude
1
Predescu, Mirela
1
Schneider, Alex
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Tsolas, Ioannis E.
1
Vanduffel, Steven
1
Wang, Hu
1
Wehn, Carsten
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
Zhuang, Yaming
1
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Published in...
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The journal of risk model validation
Journal of risk management in financial institutions
87
The journal of operational risk
87
Journal of banking & finance
61
Risiko-Manager
44
SpringerLink / Bücher
31
Journal of financial stability
25
Risks : open access journal
25
Die Bank
22
International review of financial analysis
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
21
Journal of risk
19
Discussion paper
17
European journal of operational research : EJOR
17
IMF working papers
17
Wiley finance series
17
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
16
Finance research letters
16
International journal of economics and financial issues : IJEFI
16
Journal of banking regulation
16
Journal of financial regulation and compliance : an international journal
14
Journal of risk and financial management : JRFM
14
Journal of securities operations & custody
12
Working paper series / European Central Bank
12
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Handbuch ökonomisches Kapitel
11
IMF country report
11
The journal of credit risk : published quarterly by Incisive Media
11
Working papers / Financial Institutions Center
11
Discussion papers / CEPR
10
IMF Working Paper
10
Insurance / Mathematics & economics
10
Journal of financial intermediation
10
Journal of international financial markets, institutions & money
10
NBER working paper series
10
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
9
Gabler Edition Wissenschaft
9
International journal of finance & economics : IJFE
9
Journal of financial services research : JFSR
9
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ECONIS (ZBW)
15
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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
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
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:
6
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:
7
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
8
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:
9
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:
10
The use of the triangular approximation for some complicated risk measurement calculations
Georgiopoulos, Nick
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 69-98
Persistent link: https://www.econbiz.de/10011762994
Saved in:
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