//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Basel Accord"
subject:"Bankenaufsicht"
~isPartOf:"The journal of risk model validation"
~isPartOf:"European journal of operational research : EJOR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Bankenaufsicht
Risk management
258
Risikomanagement
257
Theorie
129
Theory
129
Risiko
87
Risk
87
Portfolio selection
62
Portfolio-Management
62
Risikomaß
58
Risk measure
58
Lieferkette
50
Supply chain
50
Credit risk
34
Kreditrisiko
34
Financial services
27
Finanzdienstleistung
27
Risk analysis
26
Supply chain management
26
Finance
22
Mathematical programming
22
Mathematische Optimierung
22
Stochastic process
21
Stochastischer Prozess
21
Bank risk
20
Bankrisiko
20
Hedging
19
Forecasting model
16
Measurement
16
Messung
16
Prognoseverfahren
16
Basler Akkord
14
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Statistical distribution
14
Statistische Verteilung
14
Robust statistics
13
Robustes Verfahren
13
Disruption management
12
Stochastic programming
12
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
19
Author
All
Grundke, Peter
2
Agarwal, Arvind
1
Assouan, Steeve
1
Bastos, João A.
1
Baule, Rainer
1
Betz, Jennifer
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Drenovak, Mikica
1
Du, Zunwei
1
Gupta, Aparna
1
Ha Tran Manh
1
Henrard, Luc
1
Hora, Manpreet
1
Hurlin, Christophe
1
Hénaff, Patrick
1
Ivanković, Miloš
1
Jacobs, Michael <Jr.>
1
Jelic, Ranko
1
Jüttner, Matthias Paul
1
Karagozoglu, Ahmet K.
1
Kellner, Ralf
1
Kumar, Arun
1
Leymarie, Jérémy
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Matos, Sara M.
1
Mitic, Peter
1
Mizgier, Kamil J.
1
Patin, Antoine
1
Ranković, Vladimir
1
Rösch, Daniel
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Starosta, Wojciech
1
Tamilselvam, Srikanth G.
1
more ...
less ...
Published in...
All
The journal of risk model validation
European journal of operational research : EJOR
The journal of operational risk
40
Journal of risk management in financial institutions
39
Risiko-Manager
22
Journal of banking & finance
21
SpringerLink / Bücher
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
18
Die Bank
17
Journal of financial stability
12
Risks : open access journal
12
Stress-testing the banking system : methodologies and applications
12
Journal of financial regulation and compliance : an international journal
11
Discussion paper
10
Journal of banking regulation
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
8
Discussion paper / Tinbergen Institute
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Handbuch ökonomisches Kapitel
8
IMF working papers
8
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of risk
8
Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
8
Risikomanagement und Frühwarnverfahren in Kreditinstituten : aktuelle Anforderungen, Instrumente, Prüfung
8
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
8
The journal of credit risk : published quarterly by Incisive Media
8
Working papers / Financial Institutions Center
8
Journal of risk and financial management : JRFM
7
Journal of securities operations & custody
7
Economic modelling
6
Europäische Hochschulschriften / 5
6
IMF country report
6
International journal of economics and financial issues : IJEFI
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Working paper series / European Central Bank
6
Bank- und finanzwirtschaftliche Forschungen
5
Basel III, Risikomanagement und neue Bankenaufsicht
5
Business, Economics, and Law
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
19
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Explainable models of credit losses
Bastos, João A.
;
Matos, Sara M.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
Saved in:
3
Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
Saved in:
4
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:
5
Learning risk culture of banks using news analytics
Agarwal, Arvind
;
Gupta, Aparna
;
Kumar, Arun
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
2
,
pp. 770-783
Persistent link: https://www.econbiz.de/10012022134
Saved in:
6
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
9
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:
10
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:
11
Managing operational disruptions through capital adequacy and process improvement
Mizgier, Kamil J.
;
Hora, Manpreet
;
Wagner, Stephan M.
; …
- In:
European journal of operational research : EJOR
245
(
2015
)
1
,
pp. 320-332
Persistent link: https://www.econbiz.de/10011291273
Saved in:
12
Allocation of risk capital on an internal market
Baule, Rainer
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 186-196
Persistent link: https://www.econbiz.de/10010247338
Saved in:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->