//--> //--> //--> //-->
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"
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:"Modellbildung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Modellierung
35
Scientific modelling
35
Credit risk
17
Kreditrisiko
17
Basel Accord
10
Basler Akkord
10
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
Theorie
9
Theory
9
Bank risk
6
Bankrisiko
6
Credit rating
6
Financial services
6
Finanzdienstleistung
6
Kreditwürdigkeit
6
Risiko
6
Risk
6
Probability theory
5
Risikomaß
5
Risk measure
5
Wahrscheinlichkeitsrechnung
5
stress testing
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Bankenaufsicht
3
Banking supervision
3
Bayes-Statistik
3
Bayesian inference
3
Financial market regulation
3
Finanzmarktregulierung
3
Statistical test
3
Statistischer Test
3
model risk
3
model validation
3
rating migration
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Case study
1
Fallstudie
1
Language
All
English
35
Author
All
Petrov, Alexander
3
Carlehed, Magnus
2
Jacobs, Michael <Jr.>
2
Neagu, Radu
2
Rubtsov, Mark
2
Skoglund, Jimmy
2
Yang, Bill Huajian
2
Aguais, Scott D.
1
Amendola, Alessandra
1
Arrieta, Daniel
1
Bhariok, Ruchi
1
Blümke, Oliver
1
Chan, Jennifer So Kuen
1
Chawla, Gaurav
1
Chen, Wei
1
Cohort, Pierre
1
Dartsch, Andreas
1
Deryabin, Mikhail
1
Du, Zunwei
1
Fan, Lingling
1
Fernández-Sánchez, M. Pilar
1
Forest, Lawrence R. <Jr.>
1
Grundke, Peter
1
Hamerle, Alfred
1
Hernández-Bastida, Agustín
1
Hui, Cho H.
1
Jobst, Rainer
1
Jordan, John
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Karm, Stephane
1
Kiritz, Nick
1
Kruger, Jan W.
1
Lee, Jake
1
Levonian, Mark E.
1
Levy dit Vehel, Pierre Emmanuel
1
Li, David
1
Lipsa, Gabriel
1
Lo, Chi-fai
1
Long, Kete
1
more ...
less ...
Published in...
All
The journal of risk model validation
Journal of econometrics
114
SpringerLink / Bücher
64
NBER working paper series
60
Econometric reviews
57
Working paper
51
NBER Working Paper
47
Discussion paper / Tinbergen Institute
46
Working paper / National Bureau of Economic Research, Inc.
44
Economics letters
40
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
International journal of forecasting
38
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
CREATES research paper
32
Economic modelling
30
Cowles Foundation discussion paper
29
Econometrics : open access journal
28
European journal of operational research : EJOR
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Applied economics
25
Journal of economic dynamics & control
25
International journal of production research
24
Working paper / Norges Bank
24
Cowles Foundation Discussion Paper
23
Econometric theory
23
Journal of forecasting
23
Springer eBook Collection
23
CESifo working papers
22
Insurance / Mathematics & economics
22
Tinbergen Institute research series
22
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of the American Statistical Association : JASA
21
Handbooks in economics
20
Quantitative economics : QE ; journal of the Econometric Society
20
The econometrics journal
20
Discussion papers / Department of Economics, University of Copenhagen
19
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
2
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
3
Model risk in mortality-linked contingent claims pricing
Peters, Gareth
;
Yan, Hongxuan
;
Chan, Jennifer So Kuen
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014540592
Saved in:
4
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:
5
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
6
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:
7
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
8
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
9
Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
Saved in:
10
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012020265
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->