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isPartOf:"Finance and capital markets"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"Asia"
~subject:"Econometric model"
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Basler Akkord
Asia
Econometric model
Risikomanagement
63
Risk management
56
Risikomaß
23
Risk measure
23
Credit risk
18
Kreditrisiko
18
Theorie
16
Theory
16
Portfolio selection
13
Portfolio-Management
13
Bank risk
12
Bankrisiko
12
Financial services
12
Finanzdienstleistung
12
Basel Accord
10
Risiko
10
Risk
10
Modellierung
9
Scientific modelling
9
Statistical distribution
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Statistische Verteilung
8
Bankenaufsicht
7
Banking supervision
7
backtesting
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ARCH model
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ARCH-Modell
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Bank
6
Forecasting model
6
Prognoseverfahren
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model risk
6
value-at-risk (VaR)
6
Statistical test
5
Statistischer Test
5
credit risk
5
model validation
5
Hedging
4
risk management
4
value-at-risk
4
Basler Eigenkapitalvereinbarung <2001>
3
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English
12
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Jacobs, Michael <Jr.>
2
Moosa, Imad A.
2
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Fusaro, Peter C.
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
James, Tom
1
Karagozoglu, Ahmet K.
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Stander, Yolanda S.
1
Vanduffel, Steven
1
Yang, Bill Huajian
1
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Finance and capital markets
The journal of risk model validation
The journal of operational risk
41
Journal of risk management in financial institutions
30
SpringerLink / Bücher
20
Journal of banking & finance
19
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
International review of financial analysis
8
Journal of banking regulation
8
Journal of risk
8
Working papers / Financial Institutions Center
8
Discussion paper / Tinbergen Institute
7
Economic modelling
7
European journal of operational research : EJOR
7
The journal of credit risk : published quarterly by Incisive Media
7
Wiley finance series
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Finance research letters
6
Journal of risk and financial management : JRFM
6
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
6
Handbuch ICAAP
5
IMF working papers
5
NBER Working Paper
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
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
Finance and Capital Markets Series
4
Handbuch ökonomisches Kapitel
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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
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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
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:
5
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:
6
Quantification of operational risk under Basel II : the good, bad and ugly
Moosa, Imad A.
-
2008
Persistent link: https://www.econbiz.de/10003741953
Saved in:
7
Operational risk management
Moosa, Imad A.
-
2007
-
1. publ.
Persistent link: https://www.econbiz.de/10003460619
Saved in:
8
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:
9
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:
10
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:
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