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~isPartOf:"Journal of banking & finance"
~isPartOf:"International journal of forecasting"
~subject:"Basler Akkord"
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Basler Akkord
Risikomaß
236
Risk measure
236
Theorie
113
Theory
113
Portfolio selection
90
Portfolio-Management
90
Risk management
64
Risikomanagement
63
Forecasting model
59
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59
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54
Statistische Verteilung
54
Risk
53
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51
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45
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Volatilität
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Capital income
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Kapitaleinkommen
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Credit risk
25
Kreditrisiko
25
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24
Expected shortfall
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Measurement
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Messung
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Systemic risk
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Value-at-Risk
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Basel Accord
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Systemrisiko
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Outliers
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Paterlini, Sandra
2
Brechmann, Eike
1
Carey, Mark S.
1
Chernobai, Anna
1
Czado, Claudia
1
Daníelsson, Jón
1
DeStefano, Michael
1
Düllmann, Klaus
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Farmer, J. Doyne
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Fethı, Meryem Duygun
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Gatzert, Nadine
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Geanakoplos, John
1
Griep, Clifford
1
Hrycay, Mark
1
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1
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Jobst, Andreas A.
1
Jobst, Rainer
1
Kaplanski, Guy
1
Kellner, Ralf
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Koch Medina, Pablo
1
Kratz, Marie
1
Laurent, Jean-Paul
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Levy, Haim
1
Lindé, Jesper
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Lok, Yen H.
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McNeil, Alexander J.
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Munari, Cosimo-Andrea
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Rösch, Daniel
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Journal of banking & finance
International journal of forecasting
Econometric Institute research papers
15
The journal of operational risk
12
Journal of risk
11
Journal of risk management in financial institutions
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
Sveriges Riksbank working paper series
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
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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ECONIS (ZBW)
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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
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
4
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
5
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
6
Unexpected shortfalls of Expected Shortfall : extreme default profiles and regulatory arbitrage
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Journal of banking & finance
62
(
2016
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011634091
Saved in:
7
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:
8
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:
9
Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Jobst, Andreas A.
- In:
Journal of banking & finance
45
(
2014
),
pp. 270-287
Persistent link: https://www.econbiz.de/10010467904
Saved in:
10
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:
11
Market crises and Basel capital requirements : could Basel III have been different? ; evidence from Portugal, Ireland, Greece and Spain (PIGS)
Rossignolo, Adrián F.
;
Fethı, Meryem Duygun
;
Shaban, …
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1323-1339
Persistent link: https://www.econbiz.de/10009729116
Saved in:
12
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:
13
Combining fair pricing and capital requirements for non-life insurance companies
Gatzert, Nadine
;
Schmeiser, Hato
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2589-2596
Persistent link: https://www.econbiz.de/10003795802
Saved in:
14
The dynamics of operational loss clustering
Chernobai, Anna
;
Yildirim, Yildiray
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2655-2666
Persistent link: https://www.econbiz.de/10003795882
Saved in:
15
Basel's value-at-risk capital requirement regulation : an efficiency analysis
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1887-1906
Persistent link: https://www.econbiz.de/10003483521
Saved in:
16
Internal ratings systems, implied credit risk and the consistency of banks ́risk classification policies
Jacobson, Tor
;
Lindé, Jesper
;
Roszbach, Kasper
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 1899-1926
Persistent link: https://www.econbiz.de/10003339447
Saved in:
17
The impact of risk regulation on price dynamcis
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1087
Persistent link: https://www.econbiz.de/10002006793
Saved in:
18
Standard & Poor's official response to the Basel Committee's proposal
Griep, Clifford
;
DeStefano, Michael
- In:
Journal of banking & finance
25
(
2001
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001546252
Saved in:
19
Parameterizing credit risk models with rating data
Carey, Mark S.
;
Hrycay, Mark
- In:
Journal of banking & finance
25
(
2001
)
1
,
pp. 197-270
Persistent link: https://www.econbiz.de/10001546264
Saved in:
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