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subject:"Basler Akkord"
isPartOf:"Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
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Basler Akkord
Risikomanagement
296
Risk management
296
Theory
110
Theorie
109
Portfolio selection
99
Portfolio-Management
99
Risikomaß
92
Risk measure
92
Risk
71
Risiko
68
Credit risk
67
Kreditrisiko
67
Bank risk
64
Bankrisiko
64
Financial services
49
Finanzdienstleistung
49
Bank
35
Basel Accord
29
Hedging
29
Measurement
28
Messung
28
Financial crisis
26
Finanzkrise
26
risk management
23
Estimation
18
Schätzung
18
Welt
18
World
18
Derivat
17
Derivative
17
Statistical distribution
17
Statistische Verteilung
17
Deutschland
14
Germany
14
Forecasting model
13
Multivariate Verteilung
13
Multivariate distribution
13
Prognoseverfahren
13
Systemic risk
13
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Undetermined
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English
27
German
2
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Embrechts, Paul
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Adrian, Tobias
1
Allen, Linda
1
Bartels, Dietmar
1
Bertram, Philip
1
Blüm, Jürg M.
1
Bongaerts, Dion
1
Brechmann, Eike
1
Böhnke, Victoria
1
Carey, Mark S.
1
Charlier, Erwin
1
Chavez-Demoulin, V.
1
Chen, Ren-Raw
1
Chidambaran, Nemmara
1
Cocozza, Rosa
1
Colletaz, Gilbert
1
Cont, Rama
1
Cummins, John David
1
Curcio, Domenico
1
Czado, Claudia
1
Daníelsson, Jón
1
DeLong, Gayle L.
1
Gianfrancesco, Igor
1
Hurlin, Christophe
1
Imbierowicz, Björn
1
Imerman, Michael B.
1
Jorgensen, Bjorn N.
1
Kang, Woo-Young
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Kellner, Ralf
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Kerkhof, Franciscus Lambertus Johannes
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Kley, Oliver
1
Klüppelberg, Claudia
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Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
Journal of banking & finance
Journal of risk
The journal of operational risk
40
Journal of risk management in financial institutions
30
SpringerLink / Bücher
18
Risiko-Manager
17
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
Risks : open access journal
11
Journal of financial regulation and compliance : an international journal
10
Discussion paper
9
Journal of financial stability
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Insurance / Mathematics & economics
8
Journal of banking regulation
8
Discussion paper / Tinbergen Institute
7
European journal of operational research : EJOR
7
International review of financial analysis
7
The journal of credit risk : published quarterly by Incisive Media
7
The journal of risk model validation
7
Working papers / Financial Institutions Center
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Economic modelling
6
IMF working papers
6
Journal of risk and financial management : JRFM
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Finance research letters
5
Handbuch ICAAP
5
The European journal of finance
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
Advances in operational risk : firm-wide issues for financial institutions
4
Discussion paper / Centre for Economic Policy Research
4
Europäische Hochschulschriften / 5
4
Handbuch ökonomisches Kapitel
4
Indian banking : the new vision
4
International business and economics research journal
4
International journal of economics and financial issues : IJEFI
4
International journal of theoretical and applied finance
4
Journal of money, credit and banking : JMCB
4
Operational risk modelling and analysis : theory and practice
4
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ECONIS (ZBW)
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1
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
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
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:
4
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
5
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
6
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:
7
A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
8
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
9
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:
10
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:
11
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:
12
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
13
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:
14
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:
15
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw
;
Chidambaran, Nemmara
;
Imerman, Michael B.
; …
- In:
Journal of banking & finance
45
(
2014
),
pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
Saved in:
16
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
17
The relationship between liquidity risk and credit risk in banks
Imbierowicz, Björn
;
Rauch, Christian
- In:
Journal of banking & finance
40
(
2014
),
pp. 242-256
Persistent link: https://www.econbiz.de/10010402198
Saved in:
18
The Risk Map : a new tool for validating risk models
Colletaz, Gilbert
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3843-3854
Persistent link: https://www.econbiz.de/10010127439
Saved in:
19
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
Saved in:
20
Private equity and regulatory capital
Bongaerts, Dion
;
Charlier, Erwin
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1211-1220
Persistent link: https://www.econbiz.de/10003842250
Saved in:
21
Why 'Basel II' may need a leverage ratio restriction
Blüm, Jürg M.
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1699-1707
Persistent link: https://www.econbiz.de/10003749421
Saved in:
22
Bankrisikomanagement im Fokus einer risikoorientiert agierenden Internen Revision
Bartels, Dietmar
- In:
Bankrisikomanagement : Mindestanforderungen, …
,
(pp. 73-105)
.
2008
Persistent link: https://www.econbiz.de/10003710678
Saved in:
23
Management von Marktpreisrisiken
Van Luu, Bac
;
Yu, Peiyi
- In:
Bankrisikomanagement : Mindestanforderungen, …
,
(pp. 455-469)
.
2008
Persistent link: https://www.econbiz.de/10003710832
Saved in:
24
The market value impact of operational loss events for US banks and insurers
Cummins, John David
;
Lewis, Christopher M.
;
Wei, Ran
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2605-2634
Persistent link: https://www.econbiz.de/10003376386
Saved in:
25
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
26
Issues in the credit risk modeling of retail markets
Allen, Linda
;
DeLong, Gayle L.
;
Saunders, Anthony
- In:
Journal of banking & finance
28
(
2004
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001956047
Saved in:
27
Backtesting for risk-based regulatory capital
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1845-1865
Persistent link: https://www.econbiz.de/10002118324
Saved in:
28
Incentives for effective risk management
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1407-1425
Persistent link: https://www.econbiz.de/10001688518
Saved in:
29
A guide to choosing absolute bank capital requirements
Carey, Mark S.
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 929-951
Persistent link: https://www.econbiz.de/10001665093
Saved in:
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