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subject:"Aufsatzsammlung"
subject:"Financial market"
~subject:"Financial services"
~isPartOf:"Journal of risk"
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Aufsatzsammlung
Financial market
Financial services
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
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Undetermined
15
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Article
19
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Article in journal
19
Aufsatz in Zeitschrift
19
Language
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English
19
Author
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Baule, Rainer
1
Bender, Micha
1
Bertram, Philip
1
Boeve, Rolf
1
Breton, Michèle
1
Ceretta, Paulo Sergio
1
Fieberg, Christian
1
Formenti, Matteo
1
Habahbeh, Lawrence
1
Hesse, Frederik
1
Hjelkrem, Lars Ole
1
Hofer, Markus
1
Hong, KiHoon
1
Jarrow, Robert A.
1
Lange, Petter Eilif de
1
Li, Jianping
1
Li, Phillip
1
Lu, Wei
1
Maciag, Jakob
1
Marzouk, Oussama
1
Melsom, Borger
1
Mertens, Richard Lennart
1
Panz, Sven
1
Pedescu, Mirela
1
Pfingsten, Andreas
1
Poddig, Thorsten
1
Ramponi, Fabio
1
Righi, Marcelo Brutti
1
Shi, Ming
1
Sibbertsen, Philipp
1
Silva, Felipe Bastos Gurgel
1
Spadafora, Luca
1
Stahl, Gerhard
1
Staum, Jeremy
1
Tanoue, Yuta
1
Terraneo, Marcello
1
Turnbull, Stuart M.
1
Vennerød, Christian Bakke
1
Westgaard, Sjur
1
Wilkens, Sascha
1
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Published in...
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Journal of risk
Journal of risk management in financial institutions
70
The journal of operational risk
52
Risks : open access journal
38
Journal of banking & finance
35
Journal of risk and financial management : JRFM
25
European journal of operational research : EJOR
19
SpringerLink / Bücher
19
International review of financial analysis
16
Wiley finance series
16
Finance research letters
15
Journal of securities operations & custody
13
NBER working paper series
13
Springer eBook Collection
13
Stress-testing the banking system : methodologies and applications
13
International journal of economics and finance
12
International journal of economics and financial issues : IJEFI
12
Journal of financial stability
12
Quantitative finance
12
Cogent economics & finance
11
International journal of theoretical and applied finance
11
The journal of risk model validation
11
IMF working papers
10
NBER Working Paper
10
Economic modelling
9
Insurance / Mathematics & economics
9
International review of economics & finance : IREF
8
Journal of risk finance : the convergence of financial products and insurance
8
The European journal of finance
8
The journal of credit risk : published quarterly by Incisive Media
8
The journal of financial market infrastructures
8
Cogent business & management
7
Corporate ownership & control : international scientific journal
7
Discussion paper
7
European research studies
7
International Journal of Financial Studies : open access journal
7
International journal of risk assessment and management : IJRAM
7
Risk management : an international journal
7
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
7
Theoretical and applied economics : GAER review
7
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ECONIS (ZBW)
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1
Explainable artificial intelligence for credit scoring in banking
Melsom, Borger
;
Vennerød, Christian Bakke
;
Lange, …
- In:
Journal of risk
25
(
2022
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014342455
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
5
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
6
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
7
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha
;
Panz, Sven
- In:
Journal of risk
23
(
2021
)
4
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Saved in:
8
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
9
A framework to analyze the financial effects of climate change
Turnbull, Stuart M.
;
Habahbeh, Lawrence
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
Saved in:
10
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
11
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
12
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
13
The efficiency of the Anderson-Darling test with a limited sample size : an application to backtesting counterparty credit risk internal models
Formenti, Matteo
;
Spadafora, Luca
;
Terraneo, Marcello
; …
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012117481
Saved in:
14
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
15
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
16
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
17
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
18
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
19
Nonnegative risk components
Staum, Jeremy
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
Saved in:
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