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subject:"Bank risk"
subject:"Risikomaß"
~subject:"Basel Accord"
~isPartOf:"Applied economics"
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Bank risk
Risikomaß
Basel Accord
Risikomanagement
55
Risk management
55
Risiko
23
Risk
23
Risk measure
14
Portfolio selection
13
Portfolio-Management
13
Theorie
11
Theory
11
Hedging
8
Bank
6
Derivat
6
Derivative
6
Estimation
6
Schätzung
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Bankrisiko
5
Corporate Governance
5
Corporate governance
5
Multivariate Verteilung
5
Multivariate distribution
5
Outliers
5
Aktienmarkt
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Financial crisis
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Finanzkrise
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Risikopräferenz
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Risk attitude
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Stock market
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Volatility
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Wetter
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extreme value theory
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tail risk
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Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Barbi, Massimiliano
1
Blazsek, Szabolcs
1
Božović, Miloš
1
Cao, Hong
1
Cong, Rong-Gang
1
Feng, Wenjun
1
Fretheim, Torun
1
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1
Guan, Dabo
1
Gueyié, Jean-Pierre
1
Guidara, Alaa
1
Ho, Han-Chiang
1
Janabi, Mazin A. M. al
1
Jiang, Xingnan
1
Jin, Yong
1
Kristiansen, Glenn
1
Kweh, Qian Long
1
Lai, Van Son
1
Lee, Eun-joo
1
Lee, Seung-Hwan
1
Liu, Su-Ping
1
Long, Xingchen
1
Long, Yunshen
1
Lu, Wen-Min
1
Mensi, Walid
1
Mi, Zhi-Fu
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Mohammad Nourani
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Mohd Hisyam Ghazali Zain @ Mohd Zain
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Nguyen, Duc Khuong
1
Nimalendran, Mahendrarajah
1
Powell, Robert
1
Reboredo, Juan Carlos
1
Romagnoli, Silvia
1
Shim, Jeungbo
1
Silva, André Luiz Carvalhal da
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Silvapulle, Paramsothy
1
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Applied economics
Journal of banking & finance
104
Journal of risk management in financial institutions
100
Insurance / Mathematics & economics
98
The journal of operational risk
97
Risks : open access journal
66
European journal of operational research : EJOR
50
Risiko-Manager
45
Journal of risk
44
SpringerLink / Bücher
41
Finance research letters
34
International review of financial analysis
34
Economic modelling
32
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of risk model validation
28
Journal of financial stability
27
Energy economics
25
Die Bank
23
Wiley finance series
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
21
Discussion paper / Tinbergen Institute
19
Quantitative finance
19
IMF working papers
18
International journal of economics and financial issues : IJEFI
18
Journal of international financial markets, institutions & money
18
The European journal of finance
18
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
17
Discussion paper
17
International journal of finance & economics : IJFE
17
International review of economics & finance : IREF
17
International journal of theoretical and applied finance
16
Journal of banking regulation
16
Research in international business and finance
16
The journal of credit risk : published quarterly by Incisive Media
16
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
15
Journal of financial regulation and compliance : an international journal
15
Research paper series / Swiss Finance Institute
15
Journal of empirical finance
14
Pacific-Basin finance journal
14
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ECONIS (ZBW)
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1
A gradient boosting approach to estimating tail risk interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
2
Risk management and dynamic network performance : an illustration using a dual banking system
Kweh, Qian Long
;
Lu, Wen-Min
;
Mohammad Nourani
;
Mohd …
- In:
Applied economics
50
(
2018
)
30
,
pp. 3285-3299
Persistent link: https://www.econbiz.de/10012038614
Saved in:
3
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
4
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
5
Banks' non-traditional activities under regulatory changes : impact on risk, performance and capital adequacy
Gueyié, Jean-Pierre
;
Guidara, Alaa
;
Lai, Van Son
- In:
Applied economics
51
(
2019
)
29
,
pp. 3184-3197
Persistent link: https://www.econbiz.de/10012196813
Saved in:
6
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
7
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
8
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
9
Operational risk and its impact on North American and British banks
Jiang, Xingnan
- In:
Applied economics
50
(
2018
)
8
,
pp. 920-933
Persistent link: https://www.econbiz.de/10011848194
Saved in:
10
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
11
Risk assessment of oil price from static and dynamic modelling approaches
Mi, Zhi-Fu
;
Wei, Yi-Ming
;
Tang, Bao-Jun
;
Cong, Rong-Gang
; …
- In:
Applied economics
49
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011811076
Saved in:
12
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
13
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
14
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
15
Tail risk in emerging markets of Southeastern Europe
Totić, Selena
;
Božović, Miloš
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1785-1798
Persistent link: https://www.econbiz.de/10011589813
Saved in:
16
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
17
A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura
;
Silvapulle, Paramsothy
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979
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