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~isPartOf:"Journal of risk management in financial institutions"
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Risikomaß
47
Risk measure
47
Risikomanagement
21
Risk management
21
Theorie
16
Theory
16
Credit risk
15
Kreditrisiko
15
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Orlando, Albina
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Journal of risk management in financial institutions
Journal of banking & finance
251
Insurance / Mathematics & economics
244
IMF Working Papers
180
Finance research letters
143
Journal of risk
130
European journal of operational research : EJOR
127
Risks : open access journal
120
International review of financial analysis
113
Economic modelling
101
The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
92
Applied economics
88
Journal of empirical finance
78
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
70
Journal of risk and financial management : JRFM
68
IMF Staff Country Reports
65
MPRA Paper
63
The journal of risk model validation
63
Quantitative finance
62
International review of economics & finance : IREF
60
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
International journal of forecasting
58
Journal of econometrics
56
Research in international business and finance
56
The journal of credit risk : published quarterly by Incisive Media
55
The European journal of finance
53
Journal of financial stability
52
The journal of fixed income
51
Computational economics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
SFB 649 discussion paper
46
The journal of operational risk
46
Applied economics letters
45
Journal of financial economics
44
Journal of international money and finance
43
NBER working paper series
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ECONIS (ZBW)
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1
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
2
Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Capera Romero, Laura
(
contributor
); …
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
3
,
pp. 253-279
Persistent link: https://www.econbiz.de/10010197075
Saved in:
3
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
Saved in:
4
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
5
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
6
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
7
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
8
Estimating Value-at-Risk and expected shortfall of metal commodities : application of GARCH-EVT method
Khan, Maaz
;
Khan, Mrestyal
;
Irfan, Muhammad
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 189-199
Persistent link: https://www.econbiz.de/10014286674
Saved in:
9
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
10
A methodology for actively managing tail risks and uncertainties
Broeders, Dirk
;
Loman, Herwin
;
Toor, Joris van
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10012041835
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