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~subject:"Credit risk"
~isPartOf:"The journal of risk model validation"
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Credit risk
Risikomanagement
44
Risk management
44
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20
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20
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15
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14
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14
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10
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The journal of risk model validation
Journal of risk management in financial institutions
47
Journal of banking & finance
43
Risiko-Manager
22
SpringerLink / Bücher
21
The journal of credit risk : published quarterly by Incisive Media
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Risks : open access journal
19
European journal of operational research : EJOR
18
International journal of theoretical and applied finance
17
Journal of financial stability
17
Journal of risk
16
Discussion paper
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Wiley finance series
15
Die Bank
14
Insurance / Mathematics & economics
13
International journal of economics and finance
13
International journal of economics and financial issues : IJEFI
13
Finance research letters
12
International review of financial analysis
12
Working paper series / European Central Bank
12
The journal of financial market infrastructures
11
The European journal of finance
10
Journal of banking regulation
9
Journal of risk and financial management : JRFM
9
Journal of securities operations & custody
9
Review of quantitative finance and accounting
9
Agricultural finance review
8
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
8
Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen
8
Europäische Hochschulschriften / 5
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Journal of financial intermediation
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Journal of financial services research : JFSR
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ECONIS (ZBW)
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li
;
Lau, Wee-Yeap
;
Elya Nabila Abdul Bahri
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
6
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
7
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
8
Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
Saved in:
9
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
10
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
11
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:
12
Quantifying model risk within a CreditRisk+ framework
Fischer, Matthias
;
Mertel, Alexander
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10009539312
Saved in:
13
Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
Saved in:
14
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:
15
Stress-testing German credit portfolios
Mager, Ferdinand
;
Schmieder, Christian
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
Saved in:
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