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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~subject:"Risk measure"
~subject:"model risk"
~type_genre:"Article in journal"
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Basler Akkord
Kreditgeschäft
Risk measure
model risk
Risikomanagement
44
Risk management
44
Risikomaß
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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Undetermined
14
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Article
27
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Article in journal
Aufsatz in Zeitschrift
27
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English
27
Author
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Bloxham, Nicholas
2
Chen, Wei
2
Mitic, Peter
2
Skoglund, Jimmy
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Bee, Marco
1
Benito Muela, Sonia
1
Biljon, L. van
1
Cai, Chunlin
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Erdman, Donald
1
Fałdziński, Marcin
1
Fischer, Matthias
1
Georgiopoulos, Nick
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
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
Kontaxis, Grigorios
1
Loois, Miriam
1
López Martin, Carmen
1
Mager, Ferdinand
1
Mai Ngoc Tran
1
Martini, Claude
1
Mertel, Alexander
1
Novosyolov, Arcady
1
Osińska, Magdalena
1
Panman, Kevin
1
Predescu, Mirela
1
Prorokowski, Lukasz
1
Satchkov, Daniel
1
Schmieder, Christian
1
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Published in...
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The journal of risk model validation
Insurance / Mathematics & economics
98
Journal of banking & finance
71
Risks : open access journal
58
The journal of operational risk
58
Journal of risk management in financial institutions
53
European journal of operational research : EJOR
42
Journal of risk
41
Finance research letters
32
Economic modelling
30
Risiko-Manager
29
International review of financial analysis
26
Energy economics
25
Die Bank
24
The North American journal of economics and finance : a journal of financial economics studies
23
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
Journal of risk and financial management : JRFM
22
Quantitative finance
18
The European journal of finance
18
Applied economics
17
International journal of theoretical and applied finance
16
International review of economics & finance : IREF
16
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
International journal of forecasting
13
Journal of empirical finance
13
Journal of financial stability
13
International journal of risk assessment and management : IJRAM
12
Journal of econometrics
12
Research in international business and finance
12
Journal of financial regulation and compliance : an international journal
11
Journal of international financial markets, institutions & money
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Astin bulletin : the journal of the International Actuarial Association
10
Computational economics
10
Journal of mathematical finance
10
Scandinavian actuarial journal
10
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
9
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ECONIS (ZBW)
27
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
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:
3
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:
4
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
5
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:
6
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
7
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
8
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
9
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:
10
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
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