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subject:"Bank risk"
isPartOf:"Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
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Bank risk
Multivariate Verteilung
Risikomanagement
85
Risk management
85
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
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18
Kreditrisiko
18
Bankrisiko
15
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value-at-risk (VaR)
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Multivariate distribution
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Statistische Verteilung
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Operational risk
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Operationelles Risiko
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Adrian, Tobias
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Aichholz, Steffen
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Bertram, Philip
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Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
Journal of risk
The journal of operational risk
82
Journal of risk management in financial institutions
76
Journal of banking & finance
57
Risiko-Manager
31
International review of financial analysis
25
Risks : open access journal
25
Journal of financial stability
24
Insurance / Mathematics & economics
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
18
IMF working papers
16
Discussion paper
15
European journal of operational research : EJOR
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
Finance research letters
14
International journal of economics and financial issues : IJEFI
14
Journal of banking regulation
14
Wiley finance series
14
The North American journal of economics and finance : a journal of financial economics studies
13
Economic modelling
12
Working paper series / European Central Bank
12
Handbuch ökonomisches Kapitel
11
IMF country report
11
International journal of finance & economics : IJFE
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Die Bank
10
Discussion papers / CEPR
10
Journal of financial intermediation
10
Journal of financial regulation and compliance : an international journal
10
Journal of international financial markets, institutions & money
10
Journal of securities operations & custody
10
Applied economics
9
Discussion paper / Tinbergen Institute
9
Energy economics
9
IMF Working Paper
9
Review of quantitative finance and accounting
9
Springer eBook Collection
9
Strategische Gesamtbanksteuerung
9
The European journal of finance
9
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ECONIS (ZBW)
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1
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
16
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
17
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
18
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:
19
Validierung von Risikomanagementsystemen
Parchert, Ronny
- In:
Praktiker-Handbuch Basel II : Kreditrisiko, …
,
(pp. 363-381)
.
2005
Persistent link: https://www.econbiz.de/10008903335
Saved in:
20
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:
21
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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