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~subject:"Forecasting model"
~subject:"Risikomanagement"
~isPartOf:"The journal of risk model validation"
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Forecasting model
Risikomanagement
Modellierung
32
Scientific modelling
32
Credit risk
16
Kreditrisiko
16
Portfolio selection
10
Portfolio-Management
10
Basel Accord
9
Basler Akkord
9
Theorie
9
Theory
9
Risk management
8
Credit rating
6
Kreditwürdigkeit
6
Bank risk
5
Bankrisiko
5
Financial services
5
Finanzdienstleistung
5
Estimation
4
Probability theory
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4
Risk
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Schätzung
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4
stress testing
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Risk measure
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model validation
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rating migration
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Skoglund, Jimmy
2
Amendola, Alessandra
1
Chen, Wei
1
Dekker, Peter
1
Fan, Lingling
1
Grundke, Peter
1
Heemskerk, Marc
1
Jacobs, Michael <Jr.>
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Kiritz, Nick
1
Levonian, Mark E.
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Lin, Liyi
1
Maher, David G.
1
Papadopoulos, Georgios
1
Ravitz, Miles
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Restaino, Marialuisa
1
Schneider, Alex
1
Sensenbrenner, Frank J.
1
Sensini, Luca
1
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The journal of risk model validation
Insurance / Mathematics & economics
91
Risks : open access journal
51
International journal of forecasting
41
European journal of operational research : EJOR
29
International journal of production research
28
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
25
Journal of econometrics
24
Econometric Institute research papers
23
Working paper
22
Discussion paper / Tinbergen Institute
20
SpringerLink / Bücher
20
Journal of forecasting
19
The journal of operational risk
16
Economic modelling
15
Scandinavian actuarial journal
15
Journal of risk management in financial institutions
13
Springer eBook Collection
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
Discussion paper / Centre for Economic Policy Research
11
Working paper series / European Central Bank
11
Applied economics
9
Econometric reviews
9
Econometrics : open access journal
9
Energy economics
9
Journal of applied econometrics
9
Journal of banking & finance
9
The Geneva papers on risk and insurance - issues and practice
9
Working paper / Norges Bank
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Astin bulletin : the journal of the International Actuarial Association
8
Discussion paper / The Pensions Institute, Cass Business School, City University
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
IHS economics series : working paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk and financial management : JRFM
8
Quantitative finance
8
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
8
Asia-Pacific journal of risk and insurance : APJRI
7
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1
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:
2
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:
3
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:
4
A model combination approach to developing robust models for credit risk stress testing : an application to a stressed economy
Papadopoulos, Georgios
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10011671179
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
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
7
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:
8
On the use of t copulas for economic capital calculations
Maher, David G.
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 21-36
Persistent link: https://www.econbiz.de/10009356748
Saved in:
9
Reverse stress tests with bottom-up approaches
Grundke, Peter
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10009356845
Saved in:
10
Variable selection in default risk models
Amendola, Alessandra
;
Restaino, Marialuisa
;
Sensini, Luca
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009356851
Saved in:
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