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~isPartOf:"The journal of risk model validation"
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Risikomaß
Credit risk
283
Kreditrisiko
283
Theorie
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60
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60
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50
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Finance research letters
The journal of risk model validation
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
Journal of risk management in financial institutions
11
Risks : open access journal
11
Discussion paper / Tinbergen Institute
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Dresdner Beiträge zu quantitativen Verfahren
6
Economic modelling
6
International journal of theoretical and applied finance
6
Research paper series / Swiss Finance Institute
6
Wiley finance series
6
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5
International journal of economics and financial issues : IJEFI
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of structured finance
5
Bundesbank Series 2 Discussion Paper
4
Journal of financial stability
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
BIS working papers
3
Computational economics
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European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
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HKIMR Working Paper
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HKIMR working paper
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International journal of forecasting
3
International review of financial analysis
3
Journal of economic dynamics & control
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Journal of financial regulation and compliance : an international journal
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Springer eBook Collection
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ECONIS (ZBW)
17
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1
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
2
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:
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
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:
5
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
6
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
7
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
8
Interest rate swaps clearing and systemic risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430949
Saved in:
9
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
10
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:
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