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subject:"Bankrisiko"
subject:"Bank risk"
~isPartOf:"Journal of risk"
~subject:"Statistical distribution"
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Bankrisiko
Bank risk
Statistical distribution
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
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
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
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
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English
17
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Abad, Pilar
1
Adrian, Tobias
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Bertram, Philip
1
Boeve, Rolf
1
Börner, Christoph J.
1
Cocozza, Rosa
1
Curcio, Domenico
1
Embrechts, Paul
1
Gianfrancesco, Igor
1
Guillén, Montserrat
1
Hesse, Frederik
1
Hoffmann, Ingo
1
Izhar, Hylmun
1
Jin, Faqi
1
Kellner, Ralf
1
Kinateder, Harald
1
Lau, Christian
1
Li, Jianping
1
Li, Phillip
1
Lu, Wei
1
López-Martín, Carmen
1
Maciag, Jakob
1
Pedescu, Mirela
1
Pfingsten, Andreas
1
Rebonato, Riccardo
1
Rösch, Daniel
1
Santolino, Miguel
1
Sarabia Alzaga, José Maria
1
Scheule, Harald
1
Sibbertsen, Philipp
1
Stahl, Gerhard
1
Sánchez Granero, Miguel Angel
1
Tian, Meiyu
1
Wen, Fenghua
1
Wilkens, Sascha
1
Wu, Dengsheng
1
Yin, Wenjie
1
Zhang, Xiaofei
1
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Journal of risk
The journal of operational risk
91
Journal of risk management in financial institutions
77
Journal of banking & finance
61
Insurance / Mathematics & economics
39
Risiko-Manager
30
Risks : open access journal
29
Journal of financial stability
24
SpringerLink / Bücher
23
International review of financial analysis
22
European journal of operational research : EJOR
18
Finance research letters
16
IMF working papers
16
The journal of risk model validation
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
International journal of economics and financial issues : IJEFI
14
Journal of banking regulation
14
Discussion paper
13
Economic modelling
13
Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
13
Wiley finance series
13
Discussion paper / Tinbergen Institute
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / European Central Bank
12
Applied economics
11
Handbuch ökonomisches Kapitel
11
IMF country report
11
International journal of finance & economics : IJFE
11
Springer eBook Collection
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 securities operations & custody
10
IMF Working Paper
9
International journal of forecasting
9
Journal of risk finance : the convergence of financial products and insurance
9
Pacific-Basin finance journal
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ECONIS (ZBW)
17
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
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
A simple normal inverse Gaussian-type approach to calculate value-at-risk based on realized moments
Lau, Christian
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013262937
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:
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