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subject:"Derivative"
subject:"Theory"
~isPartOf:"The journal of risk model validation"
~subject:"Basler Akkord"
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Derivative
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Basler Akkord
Risikomanagement
44
Risk management
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20
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20
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15
Kreditrisiko
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14
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2
Mitic, Peter
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1
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The journal of risk model validation
Insurance / Mathematics & economics
162
European journal of operational research : EJOR
122
Journal of banking & finance
102
SpringerLink / Bücher
82
Risks : open access journal
77
The journal of operational risk
61
Journal of risk management in financial institutions
58
Europäische Hochschulschriften / 5
40
Energy economics
37
Journal of risk
37
Finance research letters
36
Gabler Edition Wissenschaft
36
Journal of risk and financial management : JRFM
36
NBER working paper series
34
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32
Die Bank
27
International journal of theoretical and applied finance
27
Quantitative finance
27
Economic modelling
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
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26
Research paper series / Swiss Finance Institute
25
Risiko-Manager
25
The European journal of finance
24
International journal of production economics
23
International review of financial analysis
23
Discussion paper
22
Discussion paper / Centre for Economic Policy Research
22
Discussion paper / Tinbergen Institute
22
International journal of production research
22
International review of economics & finance : IREF
22
Journal of empirical finance
22
Wiley finance series
22
Finance and stochastics
21
Applied economics
20
Scandinavian actuarial journal
20
American journal of agricultural economics
19
Schriftenreihe Finanzmanagement
19
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
19
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
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
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
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:
6
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:
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 tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
10
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
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