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subject:"Bankrisiko"
subject:"Bankenaufsicht"
~isPartOf:"The journal of risk model validation"
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Bankrisiko
Bankenaufsicht
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Bank risk
7
Basel Accord
7
Basler Akkord
7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Banking supervision
6
value-at-risk (VaR)
6
model risk
5
Forecasting model
4
Prognoseverfahren
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Statistical test
4
Statistischer Test
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credit risk
4
model validation
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risk management
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value-at-risk
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Bank
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China
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English
13
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Grundke, Peter
2
Assouan, Steeve
1
Cai, Chunlin
1
Chen, Wei
1
Ding, Lei
1
Du, Zunwei
1
Fan, Lingling
1
Ha Tran Manh
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Predescu, Mirela
1
Schmieder, Christian
1
Schneider, Alex
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Wang, Hu
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
Zhuang, Yaming
1
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The journal of risk model validation
Journal of risk management in financial institutions
81
The journal of operational risk
80
Journal of banking & finance
54
Risiko-Manager
33
SpringerLink / Bücher
25
Journal of financial stability
24
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
International review of financial analysis
19
Risks : open access journal
19
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
17
IMF working papers
17
Journal of banking regulation
16
Die Bank
15
IMF country report
15
International journal of economics and financial issues : IJEFI
15
Finance research letters
14
Wiley finance series
14
Discussion paper
13
European journal of operational research : EJOR
13
Working paper series / European Central Bank
13
Handbuch ökonomisches Kapitel
12
Journal of risk and financial management : JRFM
12
Journal of securities operations & custody
12
Stress-testing the banking system : methodologies and applications
12
Journal of risk
11
Discussion papers / CEPR
10
Journal of financial intermediation
10
Journal of financial regulation and compliance : an international journal
10
Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
10
Risikomanagement und Frühwarnverfahren in Kreditinstituten : aktuelle Anforderungen, Instrumente, Prüfung
10
Springer eBook Collection
10
Working papers / Financial Institutions Center
10
Discussion paper / Tinbergen Institute
9
IMF Working Paper
9
International journal of finance & economics : IJFE
9
Journal of financial services research : JFSR
9
Journal of international financial markets, institutions & money
9
NBER working paper series
9
Strategische Gesamtbanksteuerung
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ECONIS (ZBW)
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
4
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
6
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
7
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
8
Further recipes for quantitative reverse stress testing
Grundke, Peter
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10009572301
Saved in:
9
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
Saved in:
10
Model validation : theory, practice and perspectives
Hénaff, Patrick
;
Martini, Claude
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
Saved in:
11
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
12
Reverse stress tests with bottom-up approaches
Grundke, Peter
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10009356845
Saved in:
13
Stress-testing German credit portfolios
Mager, Ferdinand
;
Schmieder, Christian
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
Saved in:
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