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subject:"Kreditgeschäft"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Journal of risk"
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Kreditgeschäft
Basler Akkord
Risikomanagement
119
Risk management
119
Risikomaß
60
Risk measure
60
Portfolio selection
49
Portfolio-Management
49
Theorie
46
Theory
46
Credit risk
31
Kreditrisiko
31
Financial services
29
Finanzdienstleistung
29
Risiko
28
Risk
28
risk management
27
Bank risk
18
Bankrisiko
18
Basel Accord
15
Statistical distribution
14
Statistische Verteilung
14
ARCH model
13
ARCH-Modell
13
value-at-risk (VaR)
13
Measurement
12
Messung
12
Forecasting model
11
Original research
11
Prognoseverfahren
11
Estimation
10
Hedging
10
Schätzung
10
Modellierung
9
Scientific modelling
9
backtesting
9
credit risk
8
model risk
8
value-at-risk
8
Estimation theory
7
Multivariate Verteilung
7
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8
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Article
16
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16
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16
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English
16
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Adrian, Tobias
1
Bertram, Philip
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cocozza, Rosa
1
Cooper, James
1
Curcio, Domenico
1
Du, Zunwei
1
Embrechts, Paul
1
Gianfrancesco, Igor
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Kellner, Ralf
1
Kinateder, Harald
1
Li, Phillip
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Pedescu, Mirela
1
Rösch, Daniel
1
Scheule, Harald
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Sibbertsen, Philipp
1
Skoglund, Jimmy
1
Stahl, Gerhard
1
Vanduffel, Steven
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
Zhang, Xiaofei
1
Zhao, Xinlei
1
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The journal of risk model validation
Journal of risk
The journal of operational risk
40
Journal of risk management in financial institutions
31
Risiko-Manager
27
SpringerLink / Bücher
25
Journal of banking & finance
23
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
Die Bank
21
Europäische Hochschulschriften / 5
16
International review of financial analysis
11
Risks : open access journal
11
Discussion paper
10
Journal of financial regulation and compliance : an international journal
10
Journal of banking regulation
9
Journal of financial stability
9
The journal of credit risk : published quarterly by Incisive Media
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Insurance / Mathematics & economics
8
Journal of financial intermediation
8
The European journal of finance
8
Bank- und finanzwirtschaftliche Forschungen
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
European journal of operational research : EJOR
7
International journal of finance & banking studies : JJFBS
7
Journal of risk and financial management : JRFM
7
Prüfung des Kreditgeschäfts durch die Interne Revision : Systemprüfungen - Internes Kontrollsystem - Kreditrisikosteuerung - spezielle Geschäftsbereiche
7
Risiko-Manager / Special
7
Working papers / Financial Institutions Center
7
Finance research letters
6
Gabler Edition Wissenschaft
6
Handbuch ökonomisches Kapitel
6
IMF working papers
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
The panic of 2008 : causes, consequences and implications for reform
6
Discussion paper / Centre for Economic Policy Research
5
Finance and economics discussion series
5
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ECONIS (ZBW)
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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
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
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
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:
6
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:
7
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:
8
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:
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
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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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