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subject:"Bank risk"
subject:"Finanzkrise"
~isPartOf:"Journal of financial regulation and compliance : an international journal"
~isPartOf:"Journal of risk"
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Bank risk
Finanzkrise
Risikomanagement
96
Risk management
96
Risikomaß
44
Risk measure
44
Portfolio selection
40
Portfolio-Management
40
Theorie
33
Theory
33
Risiko
24
Risk
24
Credit risk
23
Financial services
23
Finanzdienstleistung
23
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23
risk management
23
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21
Basel Accord
18
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8
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value-at-risk (VaR)
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Multivariate Verteilung
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Multivariate distribution
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6
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6
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6
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Hwang, Jong Ho
2
Prorokowski, Hubert
2
Prorokowski, Lukasz
2
Abad, Pilar
1
Adrian, Tobias
1
Benito Muela, Sonia
1
Bertram, Philip
1
Brammertz, Willi
1
Carretta, Alessandro
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Jin, Faqi
1
Kellner, Ralf
1
Kinateder, Harald
1
Li, Jianping
1
Lu, Wei
1
López-Martín, Carmen
1
Mueller, Hubert
1
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1
Rebonato, Riccardo
1
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1
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Journal of financial regulation and compliance : an international journal
Journal of risk
Journal of risk management in financial institutions
94
The journal of operational risk
80
Journal of banking & finance
64
Risiko-Manager
33
International review of financial analysis
31
Journal of financial stability
30
SpringerLink / Bücher
30
Risks : open access journal
25
Finance research letters
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Wiley finance series
19
IMF working papers
18
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
16
Journal of risk and financial management : JRFM
16
European journal of operational research : EJOR
15
International journal of economics and financial issues : IJEFI
15
Journal of banking regulation
15
Discussion paper
14
NBER working paper series
14
Economic modelling
13
Springer eBook Collection
13
Working paper series / European Central Bank
13
Discussion paper / Tinbergen Institute
12
IMF country report
12
International review of economics & finance : IREF
12
Journal of securities operations & custody
12
Die Bank
11
Discussion papers / CEPR
11
Handbuch ökonomisches Kapitel
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / Financial Institutions Center
11
Applied economics letters
10
International journal of finance & economics : IJFE
10
Journal of financial intermediation
10
Journal of international financial markets, institutions & money
10
Geneva Association - Working Papers Series
9
IMF Working Paper
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Journal / The Capco Institute : journal of financial transformation
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
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 probabilistic approach to IT risk management in the Basel regulatory framework : a case study
Ibrahimovic, Semir
;
Franke, Ulrik
- In:
Journal of financial regulation and compliance : an …
25
(
2017
)
2
,
pp. 176-195
Persistent link: https://www.econbiz.de/10011798919
Saved in:
9
Risk culture and banking supervision
Carretta, Alessandro
;
Farina, Vincenzo
;
Schwizer, Paola
- In:
Journal of financial regulation and compliance : an …
25
(
2017
)
2
,
pp. 209-236
Persistent link: https://www.econbiz.de/10011798923
Saved in:
10
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:
11
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:
12
Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio
;
Rutkowski, Marek
- In:
Journal of financial regulation and compliance : an …
24
(
2016
)
2
,
pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
Saved in:
13
Basel disclosure by private and public sector banks in India : assessment and implications
Samanta, Prodyot
;
Dugal, Mohinder
- In:
Journal of financial regulation and compliance : an …
24
(
2016
)
4
,
pp. 453-472
Persistent link: https://www.econbiz.de/10011718614
Saved in:
14
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:
15
Risk quanta : an approach to understanding modern financial risk
Hwang, Jong Ho
- In:
Journal of financial regulation and compliance : an …
23
(
2015
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10011342815
Saved in:
16
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:
17
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:
18
Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz
;
Prorokowski, Hubert
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
4
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
Saved in:
19
Comprehensive risk measure : current challenges
Prorokowski, Lukasz
;
Prorokowski, Hubert
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010471080
Saved in:
20
A proposal for an open-source financial risk model
Hwang, Jong Ho
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 219-234
Persistent link: https://www.econbiz.de/10010471086
Saved in:
21
Risk and regulation
Brammertz, Willi
- In:
Journal of financial regulation and compliance : an …
18
(
2010
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003983452
Saved in:
22
Economic capital in the limelight
Mueller, Hubert
;
Siberón, José
- In:
Journal of financial regulation and compliance : an …
12
(
2004
)
4
,
pp. 351-358
Persistent link: https://www.econbiz.de/10002450238
Saved in:
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