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isPartOf:"Journal of risk management in financial institutions"
~subject:"Basler Akkord"
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Basler Akkord
Risikomaß
47
Risk measure
47
Risikomanagement
20
Risk management
20
Theorie
15
Theory
15
Bank risk
11
Bankrisiko
11
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risk management
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Measurement
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machine learning
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expected shortfall
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model validation
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11
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Bazzarello, Davide
1
Brunner, Michael
1
Cao, Ran
1
Ferguson, Tally
1
Fernandes, Kiran J.
1
Fricke, Jens
1
Grody, Allan D.
1
Guégan, Dominique
1
Hassani, Bertrand K.
1
Hughes, Peter J.
1
Kupiec, Paul H.
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Liu, Mei-ying
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Monti, Fabio
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Pauly, Ralf
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1
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1
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Journal of risk management in financial institutions
Journal of banking & finance
18
Econometric Institute research papers
15
The journal of operational risk
12
Journal of risk
11
Discussion paper / Tinbergen Institute
10
Risks : open access journal
9
Insurance / Mathematics & economics
8
Working paper
8
The journal of credit risk : published quarterly by Incisive Media
7
Journal of financial stability
6
The journal of risk model validation
6
Discussion paper
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
Working papers
5
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
4
Journal of forecasting
4
Marktrisikoregulierung im Umbruch
4
CFS working paper series
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance research letters
3
International review of financial analysis
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
SpringerLink / Bücher
3
Astin bulletin : the journal of the International Actuarial Association
2
Basel III, Risikomanagement und neue Bankenaufsicht
2
BestMasters
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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EBA staff paper series
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1
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
2
Economic capital: A brief history and practical applications today
Ferguson, Tally
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
Saved in:
3
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
4
On aggregate model risk management : focus on stress testing
Shi, Yan
;
Young, H. Walter
;
Cao, Ran
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
Saved in:
5
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
6
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Saved in:
7
Basel Committee's fundamental review of the trading book : a commentary
Grody, Allan D.
;
Fernandes, Kiran J.
;
Hughes, Peter J.
; …
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 6-9
Persistent link: https://www.econbiz.de/10009722608
Saved in:
8
Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens
;
Pauly, Ralf
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
4
,
pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
Saved in:
9
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
Saved in:
10
Diversification effects in operational risk: a robust approach
Monti, Fabio
;
Brunner, Michael
;
Piacenza, Fabio
; …
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
Saved in:
11
Financial risk and capital adequacy: the moral hazard problem
Liu, Mei-ying
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 306-323
Persistent link: https://www.econbiz.de/10003865079
Saved in:
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