Narrow search
Showing 1 - 10 of 363
Cover Image
Retail Credit Risk Management
Anolli, Mario (ed.); Beccalli, Elena (ed.);  … - 2013
Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the...
Persistent link: https://www.econbiz.de/10012106304
Cover Image
Optimal Risk-Return Trade-Offs of Commercial Banks : and the Suitability of Profitability Measures for Loan Portfolios
Kühn, Jochen (contributor) - 2006
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio …The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe …
Persistent link: https://www.econbiz.de/10013520561
Cover Image
New Perspectives on the Bank-Firm Relationship : Lending, Management and the Impact of Basel III
Ferretti, Paola - 2016
’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues …Chapter 1) Bank-firm relationship: (how) did it change with the financial crisis? -- Chapter 2) Credit risk assessment …: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …
Persistent link: https://www.econbiz.de/10012397257
Cover Image
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
Cover Image
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
Cover Image
Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Tian, Weidong (ed.) - 2017
This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures...
Persistent link: https://www.econbiz.de/10012397374
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation
Balthazar, Laurent - 2006
The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included...
Persistent link: https://www.econbiz.de/10012053996