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~isPartOf:"The journal of risk model validation"
~subject:"Regulierung"
~subject:"Risikomanagement"
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Regulierung
Risikomanagement
Basel Accord
31
Basler Akkord
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Credit risk
21
Kreditrisiko
21
Modellierung
10
Scientific modelling
10
Theorie
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Theory
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credit risk
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stress testing
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model validation
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Jacobs, Michael <Jr.>
2
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Karagozoglu, Ahmet K.
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
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The journal of risk model validation
The journal of operational risk
42
Journal of banking & finance
35
Journal of risk management in financial institutions
32
Journal of banking regulation
22
SpringerLink / Bücher
21
Risiko-Manager
18
Journal of financial stability
15
Journal of financial regulation and compliance : an international journal
13
Risks : open access journal
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Die Bank
12
Discussion paper
12
IMF country report
12
Journal of financial intermediation
11
Working papers / Financial Institutions Center
11
IMF staff country report
10
IMF working papers
10
Staff working papers / Bank of England
10
Finance research letters
9
European journal of operational research : EJOR
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Insurance / Mathematics & economics
8
Journal of risk
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
Working paper series / European Central Bank
8
Discussion paper / Tinbergen Institute
7
Economic modelling
7
Europäische Hochschulschriften / 5
7
International review of financial analysis
7
The journal of credit risk : published quarterly by Incisive Media
7
Working paper
7
Working papers / Bank for International Settlements
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Discussion papers / CEPR
6
Finance and economics discussion series
6
Journal of financial services research : JFSR
6
Journal of international financial markets, institutions & money
6
Journal of securities operations & custody
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
5
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
6
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
7
Model validation : theory, practice and perspectives
Hénaff, Patrick
;
Martini, Claude
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
Saved in:
8
Reconciling credit correlations
Chernih, Andrew
;
Henrard, Luc
;
Vanduffel, Steven
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003995410
Saved in:
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