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subject:"Basel Accord"
subject:"Banking supervision"
~subject:"Hedging"
~isPartOf:"The journal of risk model validation"
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Basel Accord
Banking supervision
Hedging
Risikomanagement
44
Risk management
44
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20
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20
Credit risk
15
Kreditrisiko
15
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14
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14
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credit risk
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Grundke, Peter
2
Assouan, Steeve
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
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Cooper, James
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Du, Zunwei
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Egozcue, Martín
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Gregoriou, Greg N.
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Ha Tran Manh
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The journal of risk model validation
Journal of banking & finance
43
Journal of risk management in financial institutions
40
The journal of operational risk
40
Insurance / Mathematics & economics
31
SpringerLink / Bücher
25
European journal of operational research : EJOR
24
Risiko-Manager
24
Energy economics
23
Risks : open access journal
23
Finance research letters
22
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
19
Die Bank
17
International review of financial analysis
17
Journal of Risk Finance
17
Journal of financial stability
16
Journal of risk
15
The North American journal of economics and finance : a journal of financial economics studies
15
Discussion paper
13
Discussion paper / Tinbergen Institute
13
Journal of risk and financial management : JRFM
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Wiley finance series
13
Europäische Hochschulschriften / 5
12
Journal of financial economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Stress-testing the banking system : methodologies and applications
12
The European journal of finance
12
Working papers / Financial Institutions Center
12
Applied economics
11
International review of economics & finance : IREF
11
Journal of financial regulation and compliance : an international journal
11
NBER working paper series
11
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Economic modelling
10
The journal of corporate finance : contracting, governance and organization
10
Bank- und finanzwirtschaftliche Forschungen
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
9
European financial management : the journal of the European Financial Management Association
9
International journal of theoretical and applied finance
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ECONIS (ZBW)
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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
Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
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
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:
14
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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