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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Basel Accord"
~subject:"Risk measure"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
88
Journal of risk management in financial institutions
47
Journal of financial stability
38
The journal of credit risk : published quarterly by Incisive Media
35
The journal of risk model validation
29
Journal of financial services research : JFSR
23
International review of financial analysis
21
Finance research letters
20
Working paper series / European Central Bank
20
Die Bank
19
Journal of banking regulation
19
Risks : open access journal
19
Discussion paper
18
Journal of financial intermediation
18
Journal of international financial markets, institutions & money
17
Nepalese journal of finance : a publication of Uniglobe College
16
SpringerLink / Bücher
16
Economic modelling
15
Journal of risk
15
Risiko-Manager
14
The European journal of finance
14
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Discussion paper / Tinbergen Institute
13
IMF working papers
13
Journal of financial regulation and compliance : an international journal
13
Nepalese journal of economics : a publication of Uniglobe College
13
Discussion paper / Deutsche Bundesbank
12
European journal of operational research : EJOR
12
International journal of forecasting
12
International review of economics & finance : IREF
12
Research paper series / Swiss Finance Institute
12
Working papers / Bank for International Settlements
12
Discussion paper / Centre for Economic Policy Research
11
Staff working papers / Bank of England
11
Bank of Finland research discussion papers
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Consultative document
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Journal of central banking theory and practice
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Discussion papers / CEPR
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
2
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
3
The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri
;
Ryan, Stephen G.
;
Vyas, Dushyantkumar
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
Saved in:
4
Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
Saved in:
5
The real effects of bank capital requirements
Fraisse, Henri
;
Lé, Mathias
;
Thesmar, David
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012156554
Saved in:
6
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Saved in:
7
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
8
Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
Saved in:
9
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
10
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
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