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The journal of risk model validation
The journal of operational risk
46
Journal of banking & finance
19
Insurance / Mathematics & economics
18
Journal of accounting & economics
18
Journal of risk and uncertainty : JRU
18
Journal of economic behavior & organization : JEBO
17
Discussion paper
16
NBER working paper series
16
Management science : journal of the Institute for Operations Research and the Management Sciences
14
NBER Working Paper
14
Working paper / National Bureau of Economic Research, Inc.
14
The accounting review : a publication of the American Accounting Association
13
CESifo working papers
12
Economics letters
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper series / IZA
11
Finance research letters
11
The journal of credit risk : published quarterly by Incisive Media
10
The review of financial studies
10
Disskussionsbeitrag / Arqus, Arbeitskreis Quantitative Steuerlehre
9
Review of accounting studies
9
Economic modelling
8
European journal of operational research : EJOR
8
International review of financial analysis
8
Risks : open access journal
8
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
8
Theory and decision : an international journal for multidisciplinary advances in decision science
8
Working paper
8
IZA Discussion Paper
7
Journal of accounting research
7
Review of quantitative finance and accounting
7
Applied economics
6
CESifo Working Paper Series
6
Discussion paper / Tinbergen Institute
6
Europäische Hochschulschriften / 5
6
Journal of behavioral decision making
6
Journal of business economics : JBE
6
Journal of economic psychology : research in economic psychology and behavioral economics
6
Journal of risk management in financial institutions
6
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ECONIS (ZBW)
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1
A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
2
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
3
Benchmarking loss given default discount rates
Scheule, Harald
;
Jortzik, Stephan
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
Saved in:
4
Point-in-time probability of default term structure models for multiperiod scenario loss projection
Yang, Bill Huajian
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011671182
Saved in:
5
Bayesian analysis in an aggregate loss model : validation of the structure functions
Hernández-Bastida, Agustín
;
Pérez-Sánchez, José María
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011762992
Saved in:
6
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
7
Downside risk measure performance in the presence of breaks in volatility
Rohde, Johannes
- In:
The journal of risk model validation
9
(
2015
)
4
,
pp. 31-68
Persistent link: https://www.econbiz.de/10011449971
Saved in:
8
Loss given default modeling : an application to data from a Polish bank
Karwański, Marek
;
Gostkowski, Michał
;
Jałowiecki, Piotr
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 23-40
Persistent link: https://www.econbiz.de/10011410319
Saved in:
9
Comprehensive capital analysis and review stress tests : is regression the only tool for loss projection?
Siarka, Pawel
;
Chan, Lina
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 71-99
Persistent link: https://www.econbiz.de/10011410324
Saved in:
10
A realistic approach for estimating and modeling loss given default
Malkani, Rakesh
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
Saved in:
11
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
Saved in:
12
Empirical performance of loss given default prediction models
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 25-44
Persistent link: https://www.econbiz.de/10009356823
Saved in:
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