//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"International journal of forecasting"
~subject:"Bank risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bank risk
Risikomaß
236
Risk measure
236
Theorie
113
Theory
113
Portfolio selection
90
Portfolio-Management
90
Risk management
64
Risikomanagement
63
Forecasting model
59
Prognoseverfahren
59
Statistical distribution
54
Statistische Verteilung
54
Risk
53
Risiko
51
ARCH model
45
ARCH-Modell
45
Estimation
40
Schätzung
40
Volatility
39
Volatilität
39
Capital income
27
Kapitaleinkommen
27
Credit risk
25
Kreditrisiko
25
Financial crisis
24
Finanzkrise
24
Expected shortfall
23
Measurement
22
Messung
22
Systemic risk
21
Value-at-Risk
20
Basel Accord
19
Basler Akkord
19
Systemrisiko
19
Outliers
18
Ausreißer
17
Bankrisiko
16
Financial services
15
Finanzdienstleistung
15
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Paterlini, Sandra
2
Allen, Linda
1
An, Yunbi
1
Bali, Turan G.
1
Boucher, Christophe
1
Brechmann, Eike
1
Breuer, Thomas
1
Czado, Claudia
1
Daníelsson, Jón
1
Di Lascio, F. Marta L.
1
Düllmann, Klaus
1
Farmer, J. Doyne
1
Geanakoplos, John
1
Giammusso, Davide
1
Hautsch, Nikolaus
1
He, Liang
1
Jarrow, Robert A.
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kouontchou, Patrick S.
1
Kratz, Marie
1
Lok, Yen H.
1
López-Espinosa, Germán
1
Maillet, Bertrand
1
McNeil, Alexander J.
1
Moreno, Antonio
1
O'Brien, James M.
1
Poledna, Sebastian
1
Puccetti, Giovanni
1
Puzanova, Natalia
1
Pérignon, Christophe
1
Rubia, Antonio
1
Schaumburg, Julia
1
Schienle, Melanie
1
Summer, Martin
1
Szerszeń, Paweł J.
1
Thurner, Stefan
1
Valderrama, Laura
1
Williams, Barry
1
Zhang, Jinqing
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of forecasting
The journal of operational risk
17
Journal of risk management in financial institutions
11
Risks : open access journal
11
Journal of financial stability
10
Journal of risk
10
Economic modelling
7
Discussion paper
6
Handbuch ökonomisches Kapitel
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
6
European journal of operational research : EJOR
5
Finance research letters
5
Insurance / Mathematics & economics
5
Brennpunkt Risikomanagement und Regulierung
4
Discussion paper / Tinbergen Institute
4
Dresdner Beiträge zu quantitativen Verfahren
4
Journal of economic dynamics & control
4
Journal of financial regulation and compliance : an international journal
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Risiko-Manager
4
SpringerLink / Bücher
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Wiley finance series
4
Basel III, Risikomanagement und neue Bankenaufsicht
3
CFS working paper series
3
Computational economics
3
Contemporary economics
3
Die Bank
3
Econometric Institute research papers
3
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance
3
Journal of banking regulation
3
Journal of financial services research : JFSR
3
Journal of international financial markets, institutions & money
3
Research paper series / Swiss Finance Institute
3
The journal of risk model validation
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
16
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
Measuring banks' liquidity risk : an option-pricing approach
Zhang, Jinqing
;
He, Liang
;
An, Yunbi
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012221063
Saved in:
4
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
5
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
6
Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
Saved in:
7
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
8
The impact of non-interest income on bank risk in Australia
Williams, Barry
- In:
Journal of banking & finance
73
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
Saved in:
9
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
10
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
11
Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian
;
Thurner, Stefan
;
Farmer, J. Doyne
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
Saved in:
12
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
13
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
14
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
15
Do banks overstate their Value-at-Risk?
Pérignon, Christophe
;
Zi Yin Deng
;
Zhi Jun Wang
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 783-794
Persistent link: https://www.econbiz.de/10003702761
Saved in:
16
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->