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subject:"Bank risk"
isPartOf:"Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung"
~isPartOf:"Journal of risk"
~subject:"Financial services"
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Bank risk
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Risikomanagement
85
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39
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Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
Journal of risk
Journal of risk management in financial institutions
100
The journal of operational risk
89
Journal of banking & finance
67
Risks : open access journal
43
Risiko-Manager
34
Journal of risk and financial management : JRFM
29
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28
Journal of financial stability
27
International review of financial analysis
23
European journal of operational research : EJOR
22
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22
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22
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19
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18
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16
Discussion paper
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
International journal of theoretical and applied finance
14
Journal of banking regulation
14
NBER working paper series
14
International journal of economics and finance
13
The journal of risk model validation
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
Journal of financial intermediation
12
Journal of financial regulation and compliance : an international journal
12
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12
Cogent business & management
11
Cogent economics & finance
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Handbuch ökonomisches Kapitel
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IMF country report
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10
Economic modelling
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Journal of international financial markets, institutions & money
10
Journal of risk finance : the convergence of financial products and insurance
10
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
31
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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
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
8
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:
9
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:
10
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
11
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:
12
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:
13
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:
14
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
15
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:
16
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:
17
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
18
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:
19
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:
20
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
21
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
22
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:
23
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:
24
Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
Saved in:
25
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:
26
Applying the Cornish-Fisher expansion to value-at-risk estimation in Islamic banking
Izhar, Hylmun
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 51-72
Persistent link: https://www.econbiz.de/10011438927
Saved in:
27
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:
28
Zinsänderungsrisikomanagement aus der Sicht des Wirtschaftsprüfers
Rezasade, Shahram
- In:
Praktiker-Handbuch Basel II : Kreditrisiko, …
,
(pp. 383-407)
.
2005
Persistent link: https://www.econbiz.de/10008903334
Saved in:
29
Validierung von Risikomanagementsystemen
Parchert, Ronny
- In:
Praktiker-Handbuch Basel II : Kreditrisiko, …
,
(pp. 363-381)
.
2005
Persistent link: https://www.econbiz.de/10008903335
Saved in:
30
Bausteine eines Konzepts für operationelle Risiken in der Praxis
Möller, Marcus
- In:
Praktiker-Handbuch Basel II : Kreditrisiko, …
,
(pp. 317-335)
.
2005
Persistent link: https://www.econbiz.de/10008903337
Saved in:
31
Konzeption einer Datenbasis zur Analyse operationeller Risiken
Aichholz, Steffen
;
Küderli, Urs
;
Schmidt, Petra
- In:
Praktiker-Handbuch Basel II : Kreditrisiko, …
,
(pp. 293-316)
.
2005
Persistent link: https://www.econbiz.de/10008903338
Saved in:
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