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The journal of risk model validation
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of risk management in financial institutions
5
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Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
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ECONIS (ZBW)
7
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1
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
Saved in:
2
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:
3
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
4
On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
Saved in:
5
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:
6
An integrated stress testing framework via Markov switching simulation
Chen, Wei
;
Skoglund, Jimmy
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10009780655
Saved in:
7
What can we learn from what a machine has learned? : interpreting credit risk machine learning models
Bharodia, Nehalkumar
;
Chen, Wei
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012817198
Saved in:
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