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Search: subject:"CRR/CRD IV"
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CRR/CRD IV
3
Asset correlation
2
Asymptotic Single Risk factor Model
2
Basel III
2
Credit risk
2
Kreditrisiko
2
SME Supporting Factor
2
SME finance
2
AIRB banks
1
Bank lending
1
Basel Accord
1
Basler Akkord
1
CRR (CRD IV)
1
Corporate finance
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Exposure at Default (EaD)
1
FinRep/CoRep
1
IFRS 9
1
KMU
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Kreditgeschäft
1
Loss Given Default (LGD)
1
PD/LGD/EAD validation
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Probability of Default (PD)
1
Risikomodellierung
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SME
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Statistical method
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Statistische Methode
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Theorie
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Theory
1
Unternehmensfinanzierung
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credit risk
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rank-order statistics
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spezifische Kreditrisikoanpassungen
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Dietsch, Michel
2
Düllmann, Klaus
2
Fraisse, Henri
2
Koziol, Philipp
2
Ott, Christine
2
Khakzad, Farhad
1
Prorokowski, Lukasz
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Seres, David
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Sundri, Sahil
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Bank i kredyt
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ECONIS (ZBW)
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EconStor
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Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel
;
Düllmann, Klaus
;
Fraisse, Henri
; …
-
2016
show that the SME Supporting Factor in the
CRR/CRD
IV
is able to compensate the difference between estimated and
CRR/CRD
IV
…
Persistent link: https://www.econbiz.de/10011565216
Saved in:
2
Support for the SME supporting factor : multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel
;
Düllmann, Klaus
;
Fraisse, Henri
; …
-
2016
show that the SME Supporting Factor in the
CRR/CRD
IV
is able to compensate the difference between estimated and
CRR/CRD
IV
…
Persistent link: https://www.econbiz.de/10011564456
Saved in:
3
Risikomodellierung und IFRS 9 (Expected Credit Losses) : ein Überblick über die wesentlichen Anforderungen und die daraus resultierenden Auswirkungen auf das Aufsichtsrecht sowie A...
Khakzad, Farhad
;
Sundri, Sahil
;
Seres, David
- In:
IRZ : Zeitschrift für internationale Rechnungslegung
11
(
2016
)
1
,
pp. 27-32
Persistent link: https://www.econbiz.de/10011640064
Saved in:
4
Rank-order statistics for validating discriminative power of credit risk models
Prorokowski, Lukasz
- In:
Bank i kredyt
47
(
2016
)
3
,
pp. 227-250
Persistent link: https://www.econbiz.de/10011532649
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