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subject:"World"
~isPartOf:"The journal of risk model validation"
~subject:"Risk measure"
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World
Risk measure
model validation
Risikomanagement
44
Risk management
44
Risikomaß
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
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10
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10
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backtesting
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model risk
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credit risk
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risk management
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Bloxham, Nicholas
2
Mitic, Peter
2
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1
Arnsdorf, Matthias
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Bee, Marco
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Benito Muela, Sonia
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Biljon, L. van
1
Cai, Chunlin
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Ha Tran Manh
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Karagozoglu, Ahmet K.
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The journal of risk model validation
Insurance / Mathematics & economics
95
Journal of banking & finance
65
Risks : open access journal
61
Journal of risk management in financial institutions
56
Finance research letters
45
Journal of risk
41
European journal of operational research : EJOR
40
Energy economics
34
Economic modelling
29
International review of financial analysis
29
SpringerLink / Bücher
29
The journal of operational risk
28
Journal of risk and financial management : JRFM
26
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
20
Springer eBook Collection
19
Research in international business and finance
18
Discussion paper / Tinbergen Institute
17
Quantitative finance
17
Applied economics
15
International journal of theoretical and applied finance
15
Research paper series / Swiss Finance Institute
15
International journal of risk assessment and management : IJRAM
14
Journal of international financial markets, institutions & money
14
The European journal of finance
14
Working papers
14
Applied economics letters
13
Journal of financial stability
13
Finance and stochastics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
11
Pacific-Basin finance journal
11
CESifo working papers
10
Computational economics
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ECONIS (ZBW)
23
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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
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:
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
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:
10
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
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