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subject:"Kreditgeschäft"
subject:"Kreditrisiko"
~subject:"Finanzkrise"
~isPartOf:"The journal of risk model validation"
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Kreditgeschäft
Kreditrisiko
Finanzkrise
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Theorie
14
Theory
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Bank risk
7
Bankrisiko
7
Basel Accord
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7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
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Bankenaufsicht
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value-at-risk (VaR)
6
model risk
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Forecasting model
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Prognoseverfahren
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Statistical test
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Statistischer Test
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credit risk
4
model validation
4
risk management
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value-at-risk
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16
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Chen, Wei
2
Skoglund, Jimmy
2
Arnsdorf, Matthias
1
Assouan, Steeve
1
Biljon, L. van
1
Cai, Chunlin
1
Ding, Lei
1
Du, Zunwei
1
Elya Nabila Abdul Bahri
1
Fischer, Matthias
1
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Ha Tran Manh
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Mai Ngoc Tran
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Panman, Kevin
1
Predescu, Mirela
1
Schmieder, Christian
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Schutte, W. D.
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Sensenbrenner, Frank J.
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Verster, Tanja
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Wu, Chong
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The journal of risk model validation
Journal of risk management in financial institutions
79
Journal of banking & finance
60
SpringerLink / Bücher
38
Risiko-Manager
33
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
31
Journal of financial stability
29
International review of financial analysis
26
Risks : open access journal
25
The journal of credit risk : published quarterly by Incisive Media
24
Die Bank
23
European journal of operational research : EJOR
23
Wiley finance series
23
Finance research letters
19
Journal of risk
18
International journal of theoretical and applied finance
17
Europäische Hochschulschriften / 5
16
Discussion paper
15
The European journal of finance
15
Discussion paper / Tinbergen Institute
14
Insurance / Mathematics & economics
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
Review of quantitative finance and accounting
14
Working paper series / European Central Bank
14
Journal of banking regulation
13
NBER working paper series
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
12
Economic modelling
12
Gabler Edition Wissenschaft
12
International review of economics & finance : IREF
12
The journal of financial market infrastructures
12
Journal of financial intermediation
11
Springer eBook Collection
11
Geneva Association - Working Papers Series
10
Journal of financial economics
10
Journal of financial services research : JFSR
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Journal of securities operations & custody
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ECONIS (ZBW)
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li
;
Lau, Wee-Yeap
;
Elya Nabila Abdul Bahri
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
Saved in:
3
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:
4
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
5
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
6
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
7
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
8
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
9
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:
10
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
11
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:
12
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:
13
Quantifying model risk within a CreditRisk+ framework
Fischer, Matthias
;
Mertel, Alexander
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10009539312
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
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
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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