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~isPartOf:"Journal of banking & finance"
~isPartOf:"Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung"
~subject:"Bankrisiko"
~subject:"Risiko"
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Bankrisiko
Risiko
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62
Measurement
43
Risk
22
Theorie
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22
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21
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21
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Brandtner, Mario
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Herings, Peter Jean-Jacques
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1
Bali, Turan G.
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Pitera, Marcin
1
Platte, Daniel
1
Rodríguez-Moreno, María
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1
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Journal of banking & finance
Schriftenreihe der Bundesanstalt für Arbeitsschutz / Forschung
Insurance / Mathematics & economics
91
Finance and stochastics
30
European journal of operational research : EJOR
27
Risks : open access journal
24
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematics of operations research
18
Finance research letters
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Journal of risk
16
International journal of theoretical and applied finance
14
The journal of operational risk
14
International review of financial analysis
12
Quantitative finance
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Research paper series / Swiss Finance Institute
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Scandinavian actuarial journal
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Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Tinbergen Institute
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
9
Europäische Hochschulschriften / 5
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
7
NBER Working Paper
7
Operations research
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
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SpringerLink / Bücher
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Swiss Finance Institute Research Paper
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Working paper
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Advances in mathematical economics
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Annals of finance
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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BIS Working Paper
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ECONIS (ZBW)
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1
Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina
;
Platte, Daniel
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
Saved in:
2
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
3
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
4
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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
Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas
;
Lundtofte, Frederik
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
Saved in:
7
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
8
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:
9
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
10
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
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