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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~subject:"Finanzkrise"
~subject:"Portfolio-Management"
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Basler Akkord
Kreditgeschäft
Finanzkrise
Portfolio-Management
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
Risiko
8
Risk
8
Statistical distribution
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Statistische Verteilung
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Bank risk
7
Bankrisiko
7
Basel Accord
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Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
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Banking supervision
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value-at-risk (VaR)
6
model risk
5
Forecasting model
4
Prognoseverfahren
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Statistical test
4
Statistischer Test
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credit risk
4
model validation
4
risk management
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value-at-risk
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English
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Chen, Wei
3
Skoglund, Jimmy
3
Bloxham, Nicholas
1
Chernih, Andrew
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Du, Zunwei
1
Erdman, Donald
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Heemskerk, Marc
1
Henrard, Luc
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Jacobs, Michael <Jr.>
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Kontaxis, Grigorios
1
Lin, Liyi
1
Mager, Ferdinand
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Mai Ngoc Tran
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Martini, Claude
1
Mitic, Peter
1
Novosyolov, Arcady
1
Predescu, Mirela
1
Satchkov, Daniel
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Tsolas, Ioannis E.
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Vanduffel, Steven
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Wang, Hu
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Wehn, Carsten
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Wilkens, Sascha
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Wing, Jean Paul Chung
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The journal of risk model validation
Insurance / Mathematics & economics
106
Journal of banking & finance
96
Journal of risk management in financial institutions
91
European journal of operational research : EJOR
63
Risks : open access journal
59
SpringerLink / Bücher
55
Finance research letters
48
Journal of risk
46
Risiko-Manager
46
The journal of operational risk
46
International review of financial analysis
44
Wiley finance series
43
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
35
Journal of risk and financial management : JRFM
34
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of portfolio management : JPM
30
Quantitative finance
29
Economic modelling
28
Die Bank
27
Journal of financial stability
27
The journal of portfolio management : a publication of Institutional Investor
25
International review of economics & finance : IREF
24
Springer eBook Collection
22
The European journal of finance
22
Europäische Hochschulschriften / 5
21
NBER working paper series
21
The journal of asset management
21
Research paper series / Swiss Finance Institute
20
Applied economics
19
International journal of theoretical and applied finance
18
Journal of investment management : JOIM
18
The journal of credit risk : published quarterly by Incisive Media
18
Discussion paper
17
The journal of investing
17
Discussion paper / Tinbergen Institute
16
Energy economics
16
Gabler Edition Wissenschaft
16
Sovereign wealth management
16
Wiley finance
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
6
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:
7
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:
8
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
9
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
10
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
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