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isPartOf:"Journal of risk management in financial institutions"
~subject:"Basler Akkord"
~subject:"Simulation"
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Basler Akkord
Simulation
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
Bank risk
11
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1
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1
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1
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1
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Journal of risk management in financial institutions
Journal of banking & finance
24
Risks : open access journal
17
Journal of risk
16
Econometric Institute research papers
15
The journal of operational risk
15
European journal of operational research : EJOR
12
Discussion paper / Tinbergen Institute
11
Insurance / Mathematics & economics
11
The journal of risk model validation
10
Working paper
10
Economic modelling
9
Research paper series / Swiss Finance Institute
9
The journal of credit risk : published quarterly by Incisive Media
8
Working papers
7
Discussion paper
6
Journal of econometrics
6
Journal of financial stability
6
Finance and economics discussion series
5
Finance research letters
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Quantitative finance
5
The European journal of finance
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
Computational economics
4
International review of financial analysis
4
Journal / The Capco Institute : journal of financial transformation
4
Journal of economic dynamics & control
4
Journal of financial regulation and compliance : an international journal
4
Journal of risk and financial management : JRFM
4
Marktrisikoregulierung im Umbruch
4
Operations research
4
CFS working paper series
3
Discussion paper / Centre for Economic Policy Research
3
Finanzmarkt und Portfolio-Management
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Journal of financial intermediation
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ECONIS (ZBW)
15
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1
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
2
The generation of synthetic data for risk modelling
Hurst, James
;
Mayorov, Kirill
;
Tatsinkou, Joseph …
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
Saved in:
3
Economic capital: A brief history and practical applications today
Ferguson, Tally
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
Saved in:
4
Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan
;
Sounders, David
- In:
Journal of risk management in financial institutions
9
(
2016
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
Saved in:
5
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
6
On aggregate model risk management : focus on stress testing
Shi, Yan
;
Young, H. Walter
;
Cao, Ran
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
Saved in:
7
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
8
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Saved in:
9
Basel Committee's fundamental review of the trading book : a commentary
Grody, Allan D.
;
Fernandes, Kiran J.
;
Hughes, Peter J.
; …
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 6-9
Persistent link: https://www.econbiz.de/10009722608
Saved in:
10
Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens
;
Pauly, Ralf
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
4
,
pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
Saved in:
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