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subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"ARCH model"
~subject:"Bankenaufsicht"
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Basler Akkord
ARCH model
Bankenaufsicht
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
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Risk
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Statistical distribution
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Statistische Verteilung
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Bank risk
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Bankrisiko
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Basel Accord
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Modellierung
7
Scientific modelling
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backtesting
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ARCH-Modell
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Banking supervision
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value-at-risk (VaR)
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model risk
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Forecasting model
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Prognoseverfahren
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Statistical test
4
Statistischer Test
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credit risk
4
model validation
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risk management
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value-at-risk
4
Bank
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China
3
Estimation theory
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Article
15
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English
15
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Grundke, Peter
2
Abad, Pilar
1
Assouan, Steeve
1
Benito Muela, Sonia
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Fałdziński, Marcin
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
López Martin, Carmen
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Osińska, Magdalena
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Steen, Marie
1
Vanduffel, Steven
1
Westgaard, Sjur
1
Wing, Jean Paul Chung
1
Yang, Bill Huajian
1
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The journal of risk model validation
Journal of risk management in financial institutions
41
The journal of operational risk
40
Journal of banking & finance
26
Risiko-Manager
22
SpringerLink / Bücher
22
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
Die Bank
17
Risks : open access journal
16
Journal of risk
15
Economic modelling
14
Discussion paper / Tinbergen Institute
12
International review of financial analysis
12
Journal of financial stability
12
Journal of risk and financial management : JRFM
12
Stress-testing the banking system : methodologies and applications
12
Energy economics
11
Journal of financial regulation and compliance : an international journal
11
Discussion paper
10
European journal of operational research : EJOR
10
Finance research letters
10
Insurance / Mathematics & economics
9
Journal of banking regulation
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working papers / Financial Institutions Center
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Handbuch ökonomisches Kapitel
8
IMF working papers
8
Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
8
Risikomanagement und Frühwarnverfahren in Kreditinstituten : aktuelle Anforderungen, Instrumente, Prüfung
8
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
8
The journal of credit risk : published quarterly by Incisive Media
8
Working papers
8
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Journal of securities operations & custody
7
Research in international business and finance
7
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ECONIS (ZBW)
15
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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
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:
3
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:
4
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:
5
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
6
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:
7
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:
8
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:
9
Further recipes for quantitative reverse stress testing
Grundke, Peter
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10009572301
Saved in:
10
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
Saved in:
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