//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of risk management in financial institutions"
~subject:"Basler Akkord"
~subject:"risk management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk measure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
risk management
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
Bank risk
11
Bankrisiko
11
Basel Accord
11
Credit risk
11
Kreditrisiko
11
Portfolio selection
11
Portfolio-Management
11
Risiko
9
Risk
9
USA
8
United States
8
Forecasting model
6
Prognoseverfahren
6
Statistical distribution
6
Statistische Verteilung
6
Welt
6
World
6
Financial crisis
4
Finanzkrise
4
Measurement
4
Messung
4
Simulation
4
Systemic risk
4
Systemrisiko
4
machine learning
4
Financial market
3
Finanzmarkt
3
Modellierung
3
Scientific modelling
3
expected shortfall
3
model validation
3
stress testing
3
more ...
less ...
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Bazzarello, Davide
1
Brunner, Michael
1
Cao, Ran
1
Eskandari, Farzad
1
Ferguson, Tally
1
Fernandes, Kiran J.
1
Fricke, Jens
1
George, Constantine
1
Grody, Allan D.
1
Guégan, Dominique
1
Hassani, Bertrand K.
1
Henzler, Jörg
1
Hughes, Peter J.
1
Hurst, James
1
Kupiec, Paul H.
1
Liu, Mei-ying
1
Mayorov, Kirill
1
Monti, Fabio
1
Olfat, Amir
1
Pauly, Ralf
1
Piacenza, Fabio
1
Quell, Peter
1
Rosen, Dan
1
Rowe, David M.
1
Shi, Yan
1
Sounders, David
1
Tatsinkou, Joseph Francois Tagne
1
Toms, J. Steven
1
Wong, Max
1
Wong, Max C. Y.
1
Young, H. Walter
1
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
Journal of risk
20
Journal of banking & finance
18
Risks : open access journal
18
Econometric Institute research papers
15
Discussion paper / Tinbergen Institute
12
The journal of operational risk
12
Working papers
10
Insurance / Mathematics & economics
8
The journal of risk model validation
8
Working paper
8
Journal of risk and financial management : JRFM
7
The journal of credit risk : published quarterly by Incisive Media
7
International journal of theoretical and applied finance
6
Journal of financial stability
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
Discussion paper
5
Economic modelling
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
Journal of financial regulation and compliance : an international journal
4
Marktrisikoregulierung im Umbruch
4
Astin bulletin : the journal of the International Actuarial Association
3
CFS working paper series
3
Contemporary economics
3
DNB working paper
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance research letters
3
IMF Working Papers
3
International review of financial analysis
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic surveys
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 estimation of Value-at-Risk using a non-parametric approach
Olfat, Amir
;
Eskandari, Farzad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10014286672
Saved in:
3
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:
4
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:
5
Market risk calculation for private equity fund-of-funds
Henzler, Jörg
;
George, Constantine
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
4
,
pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
Saved in:
6
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:
7
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:
8
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:
9
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:
10
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->