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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"model risk"
~type_genre:"Article in journal"
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Basler Akkord
Kreditgeschäft
model risk
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
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
7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
value-at-risk (VaR)
6
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
credit risk
4
model validation
4
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
3
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7
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Article
12
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
12
Language
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English
Author
All
Arnsdorf, Matthias
1
Biljon, L. van
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Henrard, Luc
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Panman, Kevin
1
Predescu, Mirela
1
Schmieder, Christian
1
Schutte, W. D.
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Vanduffel, Steven
1
Verster, Tanja
1
Wilkens, Sascha
1
Yang, Bill Huajian
1
Zelvyte, Mante
1
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Published in...
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The journal of risk model validation
The journal of operational risk
40
Journal of risk management in financial institutions
38
Journal of banking & finance
23
International review of financial analysis
11
Risks : open access journal
11
Journal of financial regulation and compliance : an international journal
10
Journal of banking regulation
9
Journal of financial stability
9
The journal of credit risk : published quarterly by Incisive Media
9
Finance research letters
8
Insurance / Mathematics & economics
8
Journal of financial intermediation
8
Journal of risk
8
The European journal of finance
8
Economic modelling
7
International journal of finance & banking studies : JJFBS
7
Journal of risk and financial management : JRFM
7
European journal of operational research : EJOR
6
International journal of economics and financial issues : IJEFI
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
The IUP journal of bank management : IJBM
5
Applied economics
4
Astin bulletin : the journal of the International Actuarial Association
4
International Journal of Financial Studies : open access journal
4
International business and economics research journal
4
International journal of economics, finance and management sciences : IJEFM
4
International journal of financial engineering
4
International journal of financial engineering and risk management
4
International journal of theoretical and applied finance
4
Journal of money, credit and banking : JMCB
4
Journal of securities operations & custody
4
The journal of corporate finance : contracting, governance and organization
4
Banks and bank systems : international research journal
3
Cogent economics & finance
3
Corporate ownership & control : international scientific journal
3
Economics and business review
3
Finance a úvěr
3
Finance and stochastics
3
Financial markets, institutions & instruments
3
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ECONIS (ZBW)
12
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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
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:
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
Model risk management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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:
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