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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
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Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System
Kömm, Holger - 2016 - 1st ed. 2016
This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...
Persistent link: https://www.econbiz.de/10014018810
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The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Engelmann, Bernd - 2011
Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios -- Transition Matrices: Properties and Estimation Methods -- A...
Persistent link: https://www.econbiz.de/10014015277
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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...
Persistent link: https://www.econbiz.de/10013520959
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Projecting Potential Output : Methods and Problems
Wang, Qingwei - 2009
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well as in economic policy debates, the historical background and the assumptions inherent to this concept are rarely made transparent, let alone critically questioned. Against this...
Persistent link: https://www.econbiz.de/10013522987
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Global Entrepreneurship and Development Index 2018
Acs, Zoltán J.; Szerb, László; Lafuente, Esteban; … - 2018
individual data with institutional components. Presenting data from the 2018 Global Entrepreneurship and Development Index (GEDI … and Development Index is an annual index (composite indicator) that measures the health of the entrepreneurship ecosystems …. The Global Entrepreneurship and Development Index -- Chapter 4. Total Factor Productivity around the Globe: the Relevance …
Persistent link: https://www.econbiz.de/10012396957
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Cities Network Along the Silk Road : The Global Urban Competitiveness Report 2017
Ni, Pengfei - 2017
By empirically assessing the competitiveness of 505 cities around the world from regional, national and other perspectives, this book not only ranks these cities but also presents a treasure trove of information with regard to each city’s relative strengths and weaknesses. This unique resource...
Persistent link: https://www.econbiz.de/10012397145
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Global Entrepreneurship and Development Index 2017
Acs, Zoltán J.; Szerb, László; Lloyd, Ainsley - 2017
data with institutional components. Presenting data from the 2017 Global Entrepreneurship and Development Index (GEDI …Foreword -- Chapter 1 The Global Entrepreneurship Index 2017 -- Chapter 2 Entrepreneurship and the Future of Global … Prosperity -- Chapter 3 The Global Entrepreneurship Index -- Chapter 4 Country and Country Group Performance -- Chapter 5 …
Persistent link: https://www.econbiz.de/10012397437
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Global Entrepreneurship and Development Index 2016
Acs, Zoltan; Szerb, László; Autio, Erkko - 2017
aspirations at both the individual- and country-level. Featuring data from the 2016 Global Entrepreneurship and Development Index … profile national systems of entrepreneurship. The Index does not simply count new firm registrations nor is it an exercise of …Preface -- Chapter 1 Introduction to the Global Entrepreneurship Index -- Chapter 2 Entrepreneurship and the Future of …
Persistent link: https://www.econbiz.de/10012397482
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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