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Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe

Eckert, Johanna - 2016 - 1. Aufl. 2016

Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae -- Multivariate Erweiterung des Heckman-Schätzers, um der Stichprobenselektion seitens der Verlustrate und der Forderungshöhe gerecht zu werden -- Empirische Befunde zur...

Persistent link: https://www.econbiz.de/10014018364

Die Kreditgeldwirtschaft : Hintergründe und Irrtümer von Geld- und Finanzwirtschaft

Braunschweig, Christoph; Pichler, Bernhard - 2018

Das Buch stellt auf leicht verständliche und anschauliche Weise Irrtümer im Bereich der Geldtheorien dar und erläutert die fatalen Folgen geldtheoretischer Fehleinschätzungen und ordnungspolitischer Verstöße für Wirtschaft und Gesellschaft. Orientiert an der Konjunkturtheorie Friedrich A....

Persistent link: https://www.econbiz.de/10014019933

Risk Management in Credit Portfolios : Concentration Risk and Basel II

Hibbeln, Martin - 2010

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …

Persistent link: https://www.econbiz.de/10013522876

Credit Treasury : A Credit Pricing Guide in Liquid and Non-Liquid Markets

Oricchio, Gianluca - 2011

This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary … global banking and financial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any … connection to the credit management business will be able to do without it …

Persistent link: https://www.econbiz.de/10012053931

The Credit Risk of Complex Derivatives

Banks, Erik - 2004 - Third Edition

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives … * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition …

Persistent link: https://www.econbiz.de/10012106416

Drivers of Bank Lending : New Evidence from the Crisis

Brinkmeyer, Hartmut - 2015

Monetary policy transmission -- A new view: Implications of financial innovation for the bank lending channel -- Bank lending against the background of the recent crisis -- Empirical analysis: Determinants of bank lending during normal and crisis periods.

Persistent link: https://www.econbiz.de/10014021219

Reinventing Financial Regulation : A Blueprint for Overcoming Systemic Risk

Persaud, Avinash D. - 2015

Reinventing Financial Regulation offers an analysis of the fundamental flaws that plague the current system of financial regulation, one built around ideas of "risk-sensitivity" and "capital adequacy." Author Avinash Persaud argues that while some sensible reforms have been introduced, a fresh...

Persistent link: https://www.econbiz.de/10012819106

Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Bolder, David Jamieson - 2018

.-The Genesis of Credit-Risk Modelling -- Part II Diagnostic Tools -- A Regulatory Perspective -- Risk Attribution -- Monte Carlo …

Persistent link: https://www.econbiz.de/10012396938

Central Banking and Financial Stability in East Asia

Rövekamp, Frank (ed.); Bälz, Moritz (ed.); … - 2015

of exchange rate regimes. Case studies from China, Japan and Indonesia are contrasted with experiences from Europe. . …

Persistent link: https://www.econbiz.de/10014020157

Credit Guarantee Institutions and SME Finance

Leone, Paola (ed.); Vento, Gianfranco A. (ed.) - 2012

This book analyses and confronts the functioning of guarantee systems for SMEs in countries where these schemes had an important development. The book also highlights how the current financial crisis is modifying the guarantees schemes, through policy maker interventions

Persistent link: https://www.econbiz.de/10012053987