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isPartOf:"Journal of risk management in financial institutions"
~subject:"Basler Akkord"
~subject:"USA"
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Basler Akkord
USA
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
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11
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risk management
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machine learning
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Wong, Max
2
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1
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1
Fernandes, Kiran J.
1
Fricke, Jens
1
Grody, Allan D.
1
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Hall, John
1
Hassani, Bertrand K.
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1
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Rebonato, Riccardo
1
Satchkov, Daniel
1
Shanbhogue, Vasant
1
Shi, Yan
1
Toms, J. Steven
1
Wong, Max C. Y.
1
Woodward, Luke
1
Xiong, James X.
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Journal of risk management in financial institutions
Journal of banking & finance
28
Econometric Institute research papers
18
Journal of risk
16
The journal of operational risk
15
Discussion paper / Tinbergen Institute
12
Working paper
11
Risks : open access journal
10
The journal of risk model validation
10
International review of financial analysis
9
Insurance / Mathematics & economics
8
Journal of financial stability
7
The journal of credit risk : published quarterly by Incisive Media
7
The journal of structured finance
7
CFS working paper series
6
Discussion paper
6
Research paper series / Swiss Finance Institute
6
The journal of fixed income
6
Working paper / National Bureau of Economic Research, Inc.
6
Agricultural finance review
5
Economic modelling
5
Finance and economics discussion series
5
International journal of risk assessment and management : IJRAM
5
International journal of theoretical and applied finance
5
Journal of financial services research : JFSR
5
Journal of international financial markets, institutions & money
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers
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Applied economics
4
Applied financial economics
4
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
CORE discussion paper : DP
4
Finance research letters
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International journal of forecasting
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Journal of economics & business
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Journal of empirical finance
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Journal of financial regulation and compliance : an international journal
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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
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
Saved in:
10
A value-at-risk approach to commercial real estate portofolio stress testing at US community banks
Hall, John
;
Kern, David
;
Yeager, Timothy J.
;
King, Tom
; …
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10009503113
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