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~subject:"model risk"
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Search: subject:"model validation"
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model risk
model validation
99
Model validation
58
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22
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22
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20
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15
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11
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11
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11
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10
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financial frictions
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7
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credit risk
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forecasting
7
DSGE model validation
6
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6
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6
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9
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9
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1
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English
10
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Jacobs, Michael <Jr.>
4
Brastow, Raymond T.
1
Brotcke, Liming
1
Curti, Filippo
1
Dodgson, Matthew
1
Jacobs, Michael
1
Jongh, Pieter Juriaan de
1
Karagozoglu, Ahmet K.
1
Larney, Janette
1
Maré, E.
1
Migueis, Marco
1
Naranjo, Joshua D.
1
Sensenbrenner, Frank J.
1
Stewart, Robert
1
Van Vuuren, Gary
1
Verster, Tanja
1
Yurdakul, Bilal
1
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Journal of risk management in financial institutions
3
The journal of risk model validation
3
International Journal of Financial Studies
1
International Journal of Financial Studies : open access journal
1
South African journal of economic and management sciences
1
The journal of operational risk
1
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ECONIS (ZBW)
9
EconStor
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1
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael
- In:
International Journal of Financial Studies
9
(
2021
)
4
,
pp. 1-22
study contributes to the literature by providing expert guidance to credit risk modeling,
model
validation
and supervisory …
Persistent link: https://www.econbiz.de/10013200388
Saved in:
2
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael <Jr.>
- In:
International Journal of Financial Studies : open …
9
(
2021
)
4
,
pp. 1-22
study contributes to the literature by providing expert guidance to credit risk modeling,
model
validation
and supervisory …
Persistent link: https://www.econbiz.de/10012698321
Saved in:
3
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:
4
A proposed best practice
model
validation
framework for banks
Jongh, Pieter Juriaan de
;
Larney, Janette
;
Maré, E.
; …
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011778222
Saved in:
5
Benchmarking operational risk stress testing models
Curti, Filippo
;
Migueis, Marco
;
Stewart, Robert
- In:
The journal of operational risk
15
(
2020
)
2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
Saved in:
6
Effective and efficient model risk management
Dodgson, Matthew
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012250008
Saved in:
7
Statistical properties of the population stability index
Yurdakul, Bilal
;
Naranjo, Joshua D.
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 89-100
Persistent link: https://www.econbiz.de/10014336046
Saved in:
8
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
9
Assessment of model risk in the aggregate : contribution of quantification
Brotcke, Liming
;
Brastow, Raymond T.
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 16-43
Persistent link: https://www.econbiz.de/10012041830
Saved in:
10
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:
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