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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~subject:"Bankenaufsicht"
~subject:"Basel Accord"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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| 6 applied filters
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Basler Akkord
Kreditgeschäft
Bankenaufsicht
Basel Accord
Risikomanagement
47
Risk management
47
Risikomaß
23
Risk measure
23
Credit risk
16
Kreditrisiko
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Portfolio-Management
11
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH model
6
ARCH-Modell
6
Banking supervision
6
Forecasting model
6
Prognoseverfahren
6
model risk
6
value-at-risk (VaR)
6
Statistical test
5
Statistischer Test
5
credit risk
5
model validation
5
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
3
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4
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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
12
Author
All
Grundke, Peter
2
Jacobs, Michael <Jr.>
2
Assouan, Steeve
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Karagozoglu, Ahmet K.
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Vanduffel, Steven
1
Yang, Bill Huajian
1
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Published in...
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The journal of risk model validation
The journal of operational risk
41
Journal of risk management in financial institutions
40
Risiko-Manager
30
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
26
Journal of banking & finance
25
Die Bank
24
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
13
Journal of financial stability
12
Risks : open access journal
12
International review of financial analysis
11
Journal of financial regulation and compliance : an international journal
11
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
10
Journal of banking regulation
10
The journal of credit risk : published quarterly by Incisive Media
10
Finance research letters
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Insurance / Mathematics & economics
8
Journal of financial intermediation
8
Journal of risk
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
8
Economic modelling
7
European journal of operational research : EJOR
7
International journal of economics and financial issues : IJEFI
7
International journal of finance & banking studies : JJFBS
7
Journal of securities operations & custody
7
Risiko-Manager / Special
7
Journal of financial services research : JFSR
5
Journal of money, credit and banking : JMCB
5
The IUP journal of bank management : IJBM
5
Applied economics
4
Banks and bank systems : international research journal
4
Economic analysis : EA
4
International business and economics research journal
4
International journal of economics and finance
4
International journal of economics, finance and management sciences : IJEFM
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
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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
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
Further recipes for quantitative reverse stress testing
Grundke, Peter
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10009572301
Saved in:
7
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
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
Reverse stress tests with bottom-up approaches
Grundke, Peter
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10009356845
Saved in:
10
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:
1
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