Sustainable profitability in volatile cyclical markets
Hanna Sarraf
| Year of publication: |
2020
|
|---|---|
| Authors: | Sarraf, Hanna |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 13.2019/2020, 2, p. 182-189
|
| Subject: | active credit portfolio management | concentration risk | credit cycles | credit losses | housing market | IRB models | loan-to-value (LTV) | loss forecasting | machine learning | procyclicality | real estate lending | risk measurement | risk segmentation | sustainable profitability | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Immobilienmarkt | Real estate market | Kreditgeschäft | Bank lending | Prognoseverfahren | Forecasting model | Risiko | Risk | Risikomaß | Risk measure | Volatilität | Volatility | Bankrisiko | Bank risk | Hypothek | Mortgage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012250026