//--> //--> //--> //-->
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
subject:"Kreditrisiko"
subject:"Risikomaß"
~isPartOf:"The journal of risk model validation"
~subject:"Portfolio-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 management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Risikomaß
Portfolio-Management
Risikomanagement
47
Risk management
47
Risk measure
23
Credit risk
16
Theorie
16
Theory
16
Financial services
11
Finanzdienstleistung
11
Portfolio selection
11
Modellierung
9
Risiko
9
Risk
9
Scientific modelling
9
Bank risk
8
Bankrisiko
8
Basel Accord
8
Basler Akkord
8
Statistical distribution
8
Statistische Verteilung
8
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
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
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Chen, Wei
3
Skoglund, Jimmy
3
Bloxham, Nicholas
2
Jacobs, Michael <Jr.>
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Assouan, Steeve
1
Bee, Marco
1
Benito Muela, Sonia
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Dobrinov, Nikolay
1
Du, Zunwei
1
Elya Nabila Abdul Bahri
1
Erdman, Donald
1
Fałdziński, Marcin
1
Fischer, Matthias
1
Gao, Dekun
1
Georgiopoulos, Nick
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Hassani, Bertrand
1
Heemskerk, Marc
1
Karagozoglu, Ahmet K.
1
Kontaxis, Grigorios
1
Lau, Wee-Yeap
1
Lin, Liyi
1
Loois, Miriam
1
Lu, Yu
1
López Martin, Carmen
1
Ma, Qianqun
1
Mager, Ferdinand
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
135
Journal of banking & finance
117
Risks : open access journal
88
European journal of operational research : EJOR
85
Journal of risk management in financial institutions
83
Finance research letters
76
Journal of risk
61
SpringerLink / Bücher
53
Wiley finance series
52
International review of financial analysis
45
Quantitative finance
38
Risiko-Manager
37
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of risk and financial management : JRFM
35
Economic modelling
34
International journal of theoretical and applied finance
32
The journal of operational risk
32
International review of economics & finance : IREF
30
The journal of portfolio management : JPM
30
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
25
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
Research paper series / Swiss Finance Institute
24
Journal of financial stability
23
The European journal of finance
23
The journal of credit risk : published quarterly by Incisive Media
23
Journal of empirical finance
22
Die Bank
21
Discussion paper / Tinbergen Institute
21
Springer eBook Collection
21
The journal of asset management
21
Applied economics letters
19
Discussion paper
19
NBER working paper series
19
Research in international business and finance
19
Schriftenreihe Finanzmanagement
19
The journal of investing
19
Europäische Hochschulschriften / 5
18
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li
;
Lau, Wee-Yeap
;
Elya Nabila Abdul Bahri
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
Saved in:
3
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:
4
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:
5
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
6
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:
7
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->