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Search: subject:"Model risk"
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Risk management
114
Risikomanagement
112
model risk
110
Risiko
89
Risk
87
Theorie
85
Theory
83
Model risk
78
Bank risk
58
Bankrisiko
58
Credit risk
51
Kreditrisiko
51
Portfolio selection
50
Portfolio-Management
50
Risikomaß
44
Risk measure
44
Basler Akkord
32
Basel Accord
31
Option pricing theory
24
Optionspreistheorie
24
Risikomodell
21
Risk model
21
Modellierung
20
Scientific modelling
20
Forecasting model
18
Prognoseverfahren
18
Volatility
18
Volatilität
18
Derivat
16
Derivative
16
Stress test
16
Stresstest
16
Estimation
15
Model Risk
15
Schätzung
14
credit risk
14
model validation
14
Financial crisis
13
Finanzkrise
13
Stochastischer Prozess
12
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Undetermined
102
Free
87
CC license
8
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Article
162
Book / Working Paper
66
Other
2
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Article in journal
127
Aufsatz in Zeitschrift
127
Working Paper
28
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
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9
research-article
3
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English
182
Undetermined
46
French
1
Italian
1
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Jacobs, Michael <Jr.>
11
Maillet, Bertrand
8
Schlögl, Erik
6
Boucher, Christophe
5
Frame, W. Scott
5
Gerardi, Kristopher
5
Mahayni, Antje
5
Sibbertsen, Philipp
5
Stahl, Gerhard
5
Willen, Paul S.
4
Bertram, Philip
3
Boyarchenko, Nina
3
Branger, Nicole
3
Coppola, Mariarosaria
3
Daníelsson, Jón
3
Evers, Corinna
3
Fuster, Andreas
3
Grundke, Peter
3
Kouontchou, Patrick S.
3
Li, Jing
3
Lucca, David O.
3
Matsumoto, Koichi
3
Orlando, Albina
3
Pliszka, Kamil
3
Poulsen, Rolf
3
Puccetti, Giovanni
3
Rohde, Johannes
3
Rösch, Daniel
3
Rüschendorf, Ludger
3
Schneider, Judith Christiane
3
Schubiger, Urs
3
Seitshiro, Modisane B.
3
Sibillo, Marilena
3
Stefanovits, David
3
Szimayer, Alexander
3
Tokpavi, Sessi
3
Tuchscherer, Michael
3
Tunaru, Radu
3
Vanduffel, Steven
3
Vaucher, Benoit
3
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HAL
3
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Henley Business School, University of Reading
2
London School of Economics (LSE)
2
Rimini Centre for Economic Analysis (RCEA)
2
University of Bonn, Germany
2
University of Toronto, Department of Economics
2
C.E.P.R. Discussion Papers
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Boston
1
Federal Reserve Bank of New York
1
Finance Discipline Group, Business School
1
Geary Institute, University College Dublin
1
School of Finance, Universität St. Gallen
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
World Scientific Publishing Co. Pte. Ltd.
1
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Published in...
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Journal of risk management in financial institutions
16
The journal of risk model validation
13
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Insurance: Mathematics and Economics
4
Journal of risk
4
Review of Derivatives Research
4
Diskussionsbeitrag
3
Hannover Economic Papers (HEP)
3
International Journal of Financial Studies
3
International Journal of Financial Studies : open access journal
3
International journal of financial engineering and risk management
3
Journal of economic dynamics & control
3
Quantitative Finance
3
Research paper series / Swiss Finance Institute
3
Risks
3
The journal of operational risk
3
Working Paper
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Bonn Econ Discussion Papers
2
BuR - Business Research
2
CIRANO Working Papers
2
Cogent economics & finance
2
Documents de travail du Centre d'Economie de la Sorbonne
2
ICMA Centre Discussion Papers in Finance
2
International journal of theoretical and applied finance
2
Journal of Banking & Finance
2
Journal of Risk Finance
2
Journal of Risk and Financial Management
2
Journal of banking regulation
2
Journal of risk and financial management : JRFM
2
LSE Research Online Documents on Economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Risk management magazine
2
Risks : open access journal
2
Swiss Finance Institute Research Paper
2
The journal of computational finance
2
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Source
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ECONIS (ZBW)
143
RePEc
58
EconStor
22
BASE
4
Other ZBW resources
3
Showing
91
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100
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230
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91
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:
92
A new approach to the quantification of
model
risk
for practitioners
Krajčovičová, Zuzana
;
Pérez-Velasco, Pedro Pablo
; …
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012111255
Saved in:
93
Quantifying distributional
model
risk
via optimal transport
Blanchet, Jose
;
Murthy, Karthyek
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 565-600
Persistent link: https://www.econbiz.de/10012028635
Saved in:
94
How to overcome modelling and
model
risk
management challenges with artificial intelligence and machine learning
Mayenberger, Daniel
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
3
,
pp. 241-255
Persistent link: https://www.econbiz.de/10012064633
Saved in:
95
Model
risk
of expected shortfall
Lazar, Emese
;
Zhang, Ning
- In:
Journal of banking & finance
105
(
2019
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012163809
Saved in:
96
Model
risk
management: limits and future of Bayesian approaches
Florens, Jean-Pierre
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
136
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012306077
Saved in:
97
The joint impact of F-divergences and reference models on the contents of uncertainty sets
Kruse, Thomas
;
Schneider, Judith Christiane
;
Schweizer, …
- In:
Operations research
67
(
2019
)
2
,
pp. 428-435
Persistent link: https://www.econbiz.de/10012022370
Saved in:
98
Affordable and adequate annuities with stable payouts : fantasy or reality?
Bilsen, Servaas van
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 19-42
Persistent link: https://www.econbiz.de/10012058681
Saved in:
99
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
100
Model
risk
management : from epistemology to corporate governance
Hassani, Bertrand
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012140252
Saved in:
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