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subject:"Basel Accord"
subject:"Financial crisis"
~isPartOf:"The journal of risk model validation"
~subject:"Risk"
~subject:"backtesting"
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Basel Accord
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backtesting
Risikomanagement
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Abad, Pilar
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Arnsdorf, Matthias
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Biljon, L. van
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Cai, Chunlin
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The journal of risk model validation
Insurance / Mathematics & economics
125
Journal of risk management in financial institutions
111
Risks : open access journal
95
European journal of operational research : EJOR
89
Journal of banking & finance
84
Finance research letters
57
The journal of operational risk
54
International review of financial analysis
45
Journal of risk and financial management : JRFM
38
SpringerLink / Bücher
38
International journal of production research
36
Energy economics
35
International journal of risk assessment and management : IJRAM
35
International journal of production economics
33
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
32
International journal of project management : the journal of The International Project Management Association
31
Journal of financial stability
31
NBER working paper series
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International review of economics & finance : IREF
29
World Bank E-Library Archive
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Journal of risk
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NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
24
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
24
Discussion paper / Tinbergen Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Research paper series / Swiss Finance Institute
22
Discussion paper
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
19
Journal / The Capco Institute : journal of financial transformation
19
Working paper
19
The European journal of finance
18
Working paper / National Bureau of Economic Research, Inc.
18
European research studies
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IMF working papers
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Pacific-Basin finance journal
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ECONIS (ZBW)
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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
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
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
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:
8
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:
9
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:
10
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
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