//--> //--> //--> //-->
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
~isPartOf:"The journal of risk model validation"
~subject:"Basel Accord"
~subject:"Kreditrisiko"
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:"VaR (Value at Risk)"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Kreditrisiko
Risikomaß
67
Risk measure
67
Theorie
24
Theory
24
Risikomanagement
23
Risk management
23
Portfolio selection
19
Portfolio-Management
19
ARCH model
18
ARCH-Modell
18
Forecasting model
14
Prognoseverfahren
14
Estimation
13
Schätzung
13
Statistical distribution
13
Statistische Verteilung
13
value-at-risk (VaR)
13
Credit risk
12
Volatility
12
Volatilität
12
Estimation theory
11
Schätztheorie
11
Measurement
10
Messung
10
Risiko
10
Risk
10
backtesting
9
Basler Akkord
8
Statistical test
6
Statistischer Test
6
value-at-risk
6
Financial services
5
Finanzdienstleistung
5
Modellierung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Probability theory
5
Scientific modelling
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Fischer, Matthias
2
Arnsdorf, Matthias
1
Biljon, L. van
1
Bloxham, Nicholas
1
Cai, Chunlin
1
Chen, Jiun-Lin
1
Cooper, James
1
Cui, Kaijie
1
Doncic, Sanja
1
Du, Zunwei
1
Fei, Glenn
1
Ha Tran Manh
1
Haasbroek, L. J.
1
Han, Chulwoo
1
Ho, Kung-Cheng
1
Jacobs, Michael <Jr.>
1
Jiang, Shuyang
1
Kaufmann, Florian
1
Lakićević, Marija
1
Lee, Shih-Cheng
1
Mai Ngoc Tran
1
Mertel, Alexander
1
Mitic, Peter
1
Panman, Kevin
1
Pantic, Nemanja
1
Reitgruber, Wolfgang
1
Rubtsov, Mark
1
Schutte, W. D.
1
Tarrant, Wayne
1
Verster, Tanja
1
Wang, Hu
1
Wu, Biao
1
Yang, Bill Huajian
1
Zelvyte, Mante
1
Ünal, Gözde
1
more ...
less ...
Published in...
All
The journal of risk model validation
Journal of banking & finance
33
Journal of risk
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of risk management in financial institutions
18
Risks : open access journal
17
Discussion paper / Tinbergen Institute
16
Econometric Institute research papers
16
The journal of operational risk
15
Insurance / Mathematics & economics
14
Economic modelling
9
Journal of financial stability
9
Working paper
9
International journal of theoretical and applied finance
8
Journal of financial services research : JFSR
8
Journal of international financial markets, institutions & money
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Research paper series / Swiss Finance Institute
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion paper
6
International journal of economics and financial issues : IJEFI
6
Brennpunkt Risikomanagement und Regulierung
5
Dresdner Beiträge zu quantitativen Verfahren
5
Finance research letters
5
Journal of economic dynamics & control
5
SpringerLink / Bücher
5
The European journal of finance
5
The journal of structured finance
5
Wiley finance series
5
Working papers
5
Bundesbank Series 2 Discussion Paper
4
CIRRELT
4
Computational economics
4
Finance and stochastics
4
International journal of forecasting
4
International review of financial analysis
4
Journal of financial intermediation
4
Journal of financial regulation and compliance : an international journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
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
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
5
Expected shortfall model based on a neural network
Doncic, Sanja
;
Pantic, Nemanja
;
Lakićević, Marija
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10014540573
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
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
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:
9
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:
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->