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  • Search: subject:"Risk modeling"
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Year of publication
Subject
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Risk management 35 Risikomanagement 32 Theorie 32 Theory 32 risk modeling 30 Credit risk 28 Kreditrisiko 22 Risk modeling 21 Risiko 20 Risk 20 Portfolio selection 16 Portfolio-Management 16 credit risk modeling 16 Risikomaß 15 Risk measure 15 Bank risk 14 Bankrisiko 14 Basel Accord 14 Basler Akkord 14 risk management 13 market risk 12 Risikomodell 11 Risk model 11 capital requirements 11 applications 10 credit risk 10 risk assessment 10 Credit risk modeling 9 Forecasting model 9 Prognoseverfahren 9 financial systems 9 risk profile 9 Insolvency 8 Insolvenz 8 Operational risk 8 Operationelles Risiko 8 risk analysis 8 Credit Risk Modeling 7 accounting standards 7 banking systems 7
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Online availability
All
Free 54 Undetermined 48 CC license 6
Type of publication
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Article 69 Book / Working Paper 43 Other 1
Type of publication (narrower categories)
All
Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 11 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 4 Article 4 Aufsatzsammlung 2 Conference paper 2 Konferenzbeitrag 2 Forschungsbericht 1 Hochschulschrift 1 conceptual-paper 1 research-article 1 review-article 1
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Language
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English 72 Undetermined 40 German 1
Author
All
Xiao, Tim 10 Baesens, Bart 4 Claeskens, Gerda 4 Dirick, Lore 4 Bertsch, Valentin 3 Keles, Dogan 3 Kraft, Emil 3 Russo, Marianna 3 Ammari, Mustapha 2 Bellotti, Tony 2 Chan-Lau, Jorge A. 2 Chang, Carolyn C. W. 2 Cremers, Heinz 2 Farmer, J. Doyne 2 Feng, Yalan 2 Heinrich, Torsten 2 Hentze, Rainald 2 Khare, Shree 2 Kliestik, Tomas 2 Kovacova, Maria 2 Lakhnati, Ghizlane 2 Lang, Michael 2 Li, Jianping 2 Nawaz, Faisal 2 Qayyum, Abdul 2 Roy, Keven 2 Sabuco, Juan 2 Schweizer, Denis 2 Valaskova, Katarina 2 Xu, Jiali 2 Zhu, Xiaoqian 2 Ahmad Raza Bilal 1 Arms, Hanjo 1 Avesani, Renzo G. 1 Avramova, Sofiya 1 Badescu, Andrei L. 1 Baourakis, G. 1 Basurto, Miguel A. Segoviano 1 Berndt, Antje 1 Bhat, Gauri 1
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Institution
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International Monetary Fund (IMF) 15 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 International Monetary Fund 4 EconWPA 2 Agricultural and Applied Economics Association - AAEA 1 Frankfurt School of Finance and Management 1 Swiss Finance Institute 1
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Published in...
All
IMF Working Papers 11 MPRA Paper 7 IMF Staff Country Reports 4 Risks : open access journal 4 The journal of operational risk 4 Journal of banking & finance 3 Frankfurt School - Working Paper Series 2 International journal of economics and financial issues : IJEFI 2 Journal of Banking & Finance 2 Journal of Financial Transformation 2 KBI 2 The journal of credit risk : published quarterly by Incisive Media 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Agricultural Finance Review 1 Applied economics 1 Asia-Pacific journal of risk and insurance : APJRI 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Children and Youth Services Review 1 Computational Management Science 1 Discussion papers / CEPR 1 Economics Bulletin 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Finance 1 Finance and Stochastics 1 Finance and stochastics 1 Financial Markets and Portfolio Management 1 Financial services review : the journal of individual financial management 1 INFORMS journal on computing : JOC 1 International Journal of Financial Markets and Derivatives 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of Business Ethics 1 Journal of Economic Interaction and Coordination 1
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Source
All
ECONIS (ZBW) 54 RePEc 43 EconStor 12 Other ZBW resources 3 BASE 1
Showing 51 - 60 of 113
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Incorporating single and multiple losses in operational risk : a multi-period perspective
Mizgier, Kamil J.; Wimmer, Maximilian - In: Journal of the Operational Research Society 69 (2018) 3, pp. 358-371
Persistent link: https://www.econbiz.de/10012225020
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Modeling risk in a dynamically changing world: from association to causation
Sokolov, Yuri - Volkswirtschaftliche Fakultät, … - 2012
approaches to risk modeling, the discussed approach for dynamic risk modeling doesn't ignore causation in favor of correlation …
Persistent link: https://www.econbiz.de/10011259234
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Revisiting Risk-Weighted Assets
Avramova, Sofiya; Leslé, Vanessa Le - International Monetary Fund (IMF) - 2012
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these...
Persistent link: https://www.econbiz.de/10010790321
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Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta; Kawada, Akihiro; Yamashita, Satoshi - In: International journal of forecasting 33 (2017) 2, pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
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Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
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Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502
Persistent link: https://www.econbiz.de/10011796645
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Time to default in credit scoring using survival analysis : a benchmark study
Dirick, Lore; Claeskens, Gerda; Baesens, Bart - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 652-665
Persistent link: https://www.econbiz.de/10011656882
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Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha; Pedescu, Mirela - In: Journal of risk 19 (2016/2017) 4, pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
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Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
Woodard, Joshua D. - Agricultural and Applied Economics Association - AAEA - 2011
An important issue in the agricultural actuarial literature is the extent to which sample period selection affects the accuracy of insurance rating. A conditional Weibull distribution approach is developed which explicitly models the interaction of weather, technology, and other variables on...
Persistent link: https://www.econbiz.de/10009021458
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