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subject:"Basel Accord"
isPartOf:"Handbuch ICAAP"
~isPartOf:"The journal of risk model validation"
~subject:"risk management"
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Basel Accord
risk management
Risikomanagement
49
Risk management
49
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20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
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14
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credit risk
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Heuter, Henning
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Handbuch ICAAP
The journal of risk model validation
IMF Staff Country Reports
304
Journal of risk management in financial institutions
92
Journal of risk and financial management : JRFM
69
Journal of Risk and Financial Management
68
Risks : open access journal
67
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58
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57
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50
International journal of production research
46
Geneva Association - Working Papers Series
40
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39
Risks
36
International journal of risk assessment and management : IJRAM
32
Diskussionspapier
30
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
28
Journal of risk
28
IDB Publications (Working Papers)
24
Ovidius University Annals, Economic Sciences Series
22
The journal of portfolio management : JPM
22
Construction Management and Economics
19
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19
SpringerLink / Bücher
18
Journal of Financial Transformation
17
Risiko-Manager
17
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
16
CEPR Discussion Papers
15
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15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The European journal of finance
15
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
15
International Journal of Financial Services Management
14
Manufacturing & service operations management : M & SOM
14
Risk management : a journal of risk, crisis and disaster
14
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
14
European research studies
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Journal of Agricultural and Applied Economics
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Journal of securities operations & custody
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NCIS Special Reports
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
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
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
4
An application of sensitivity analysis to hedge funds
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011485150
Saved in:
5
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
6
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
7
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:
8
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:
9
Risikodatenaggregation und Risikoberichterstattung
Falke, Jens P.
- In:
Handbuch ICAAP
,
(pp. 237-248)
.
2015
Persistent link: https://www.econbiz.de/10010505130
Saved in:
10
Zukunft des ICAAPs : Weiterentwicklung der Säule II
Heuter, Henning
;
Würtenberger, Tobias
- In:
Handbuch ICAAP
,
(pp. 197-215)
.
2015
Persistent link: https://www.econbiz.de/10010505134
Saved in:
11
Kapitalplanungsprozess
Schleef, Matthias
;
Weber, Sönke
- In:
Handbuch ICAAP
,
(pp. 55-71)
.
2015
Persistent link: https://www.econbiz.de/10010505146
Saved in:
12
Auswirkungen von Basel III auf den ICAAP
Andrae, Silvio
- In:
Handbuch ICAAP
,
(pp. 21-54)
.
2015
Persistent link: https://www.econbiz.de/10010505147
Saved in:
13
Einordnung des ICAAPs in die Gesamtbank : Überblick über die aktuellen aufsichtsrechtlichen Anforderungen
Heuter, Henning
- In:
Handbuch ICAAP
,
(pp. 9-19)
.
2015
Persistent link: https://www.econbiz.de/10010505149
Saved in:
14
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:
15
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:
16
Reconciling credit correlations
Chernih, Andrew
;
Henrard, Luc
;
Vanduffel, Steven
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003995410
Saved in:
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