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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of banking regulation"
~subject:"Bank risk"
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Search: subject_exact:"Value at risk"
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Bank risk
Risikomaß
239
Risk measure
239
Theorie
114
Theory
114
Portfolio selection
91
Portfolio-Management
91
Risk management
64
Risikomanagement
63
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Paterlini, Sandra
2
Al Janabi, Mazin A. M.
1
Allen, Linda
1
An, Yunbi
1
Bali, Turan G.
1
Boucher, Christophe
1
Brechmann, Eike
1
Breuer, Thomas
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Journal of banking & finance
Journal of banking regulation
The journal of operational risk
17
Journal of risk management in financial institutions
11
Risks : open access journal
11
Journal of financial stability
10
Journal of risk
10
Economic modelling
7
Discussion paper
6
Handbuch ökonomisches Kapitel
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
6
European journal of operational research : EJOR
5
Finance research letters
5
Insurance / Mathematics & economics
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Brennpunkt Risikomanagement und Regulierung
4
Discussion paper / Tinbergen Institute
4
Dresdner Beiträge zu quantitativen Verfahren
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Journal of economic dynamics & control
4
Journal of financial regulation and compliance : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Research in international business and finance
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Risiko-Manager
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SpringerLink / Bücher
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The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Wiley finance series
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Basel III, Risikomanagement und neue Bankenaufsicht
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CFS working paper series
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Computational economics
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Contemporary economics
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Die Bank
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Econometric Institute research papers
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Finanzmarkt und Portfolio-Management
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International journal of theoretical and applied finance
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Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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The journal of risk model validation
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ECONIS (ZBW)
19
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1
Decoupling VaR and regulatory capital : an examination of practitioners' experience of market risk regulation
McCullagh, Orla
;
Cummins, Mark
;
Killian, Sheila
- In:
Journal of banking regulation
24
(
2023
)
3
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014326959
Saved in:
2
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
3
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
4
Measuring banks' liquidity risk : an option-pricing approach
Zhang, Jinqing
;
He, Liang
;
An, Yunbi
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012221063
Saved in:
5
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
6
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
7
Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
Saved in:
8
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
9
The impact of non-interest income on bank risk in Australia
Williams, Barry
- In:
Journal of banking & finance
73
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
Saved in:
10
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
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