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Retail loans and Basel II: using portfolio segmentation to reduce capital requirements
Kaltofen, Daniel; Paul, Stephan; Stein, Stefan - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 53-73
Persistent link: https://www.econbiz.de/10003696393
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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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Credit derivatives : banks' behaviour, financial stability and banking regulation
Karras, Konstantinos N. - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003831751
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
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A risk-adjusted pricing model for bank loans : challenging issues from Basel II
Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 117-145
Persistent link: https://www.econbiz.de/10009154325
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Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E.; McPhail, Lihong Lu - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 375-388
Persistent link: https://www.econbiz.de/10011346965
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Expected loss provisioning under upcoming IFRS 9 Impairment Standards : a new source of P&L volatility - can we tame it?
Reitgruber, Wolfgang - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 332-343
Persistent link: https://www.econbiz.de/10011663073
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Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011670653
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On aggregate model risk management : focus on stress testing
Shi, Yan; Young, H. Walter; Cao, Ran - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10011306352
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How do you deal with operational risk? : a survey of risk management pratices in the German insurance sector
Prokop, Jörg; Pfeifer, Dietmar - In: Journal of risk management in financial institutions 6 (2012/13) 4, pp. 444-454
Persistent link: https://www.econbiz.de/10010227144