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New Perspectives on the Bank-Firm Relationship : Lending, Management and the Impact of Basel III
Ferretti, Paola - 2016
: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues … in credit risk management. The discussion also examines regulatory requirements impacting banks and firms (Basel III) and …
Persistent link: https://www.econbiz.de/10012397257
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Praxishandbuch Risikomanagement und Rating : Ein Leitfaden
Reichling, Peter (contributor); Bietke, Daniela (contributor) - 2007 - 2., überarbeitete und erweiterte Auflage
Rating -- Institutionelle Grundlage: Basel II -- Gegenstand und Methoden des Ratings -- Externes Rating -- Bankinternes Rating -- Bilanzrating -- Ratingvalidierung -- Kreditrisikomanagement -- Kreditbewertung -- Kreditkonditionen -- Kapitalkosten bei Ausfallrisiko -- Risikomanagement im...
Persistent link: https://www.econbiz.de/10013516668
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The Basel II Risk Parameters : Estimation, Validation, and Stress Testing
Engelmann, Bernd (contributor);  … - 2006
The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. This book covers designing and validating rating systems and default probability estimations. Furthermore,...
Persistent link: https://www.econbiz.de/10013520547
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The Influence of Uncertainty in a Changing Financial Environment : An Inquiry into the Root Causes of the Great Recession of 2007-2008
Halperin, Ricardo A. - 2017
This book examines the role of uncertainty on financial decisions - and, consequently, on financial markets - in the buildup to and aftermath of the Great Recession. It tracks the significant growth and important structural changes in the financial sector during the past few decades, both of...
Persistent link: https://www.econbiz.de/10012397414
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Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services
Li, Shaofang - 2018
types of bank capital affect bank lending and whether this relation changes in times of the global financial crisis. Chapter …Chapter 1 Introduction -- Chapter 2 The use of financial derivatives and risks of U.S. bank holding companies … -- Chapter 3 Quality of bank capital and bank lending behavior during the global financial crisis -- Chapter 4 Competition in the …
Persistent link: https://www.econbiz.de/10012398291
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The Brazilian Economy since the Great Financial Crisis of 2007/2008
Prates, Daniela Magalhaes (ed.);  … - 2017
This book examines the performance of the Brazilian economy since the Great Financial Crisis of 2007/2008 with focus on both the productive and financial dimensions, along with distributional and social issues. The book will bring to light the causes of the fast recovery over 2009-2010 as well...
Persistent link: https://www.econbiz.de/10012397733
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Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Tian, Weidong (ed.) - 2017
chapter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms …
Persistent link: https://www.econbiz.de/10012397374
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The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Engelmann, Bernd - 2011
-- Possibilities of Estimating Exposures -- EAD Estimates for Facilities with Explicit Limits -- Validation of Banks' Internal Rating …
Persistent link: https://www.econbiz.de/10014015277
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Ökonomische Auswirkungen von Schätzfehlern bei der bankinternen Bestimmung von Kreditausfallwahrscheinlichkeiten
Wrede, Irmhild - 2010
Grundlagen -- Auswirkungen der Verwendung verrauschter PD-Schätzungen auf die Höhe des regulatorischen Kapitals gemäß Basel II -- Winner's Curse als mögliche Folge verrauschter PD-Schätzungen -- Auswirkungen einer Verrauschung der PD-Schätzungen auf die Ergebnisse der quantitativen...
Persistent link: https://www.econbiz.de/10014424929
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Risk Management in Credit Portfolios : Concentration Risk and Basel II
Hibbeln, Martin - 2010
Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking …
Persistent link: https://www.econbiz.de/10013522876