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Asymmetric Cost Behavior : Implications for the Credit and Financial Risk of a Firm
Reimer, Kristina - 2019
The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach,...
Persistent link: https://www.econbiz.de/10012395868
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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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Bank Liquidity and the Global Financial Crisis : The Causes and Implications of Regulatory Reform
Chiaramonte, Laura - 2018
before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time …, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases … types of risk including credit, market, and operational risks. The GFC promoted liquidity risk to a significant place in …
Persistent link: https://www.econbiz.de/10012396811
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Loss Given Default von Mobilien-Leasingverträgen
Honal, Martin - 2009
Grundlagen des Leasinggeschäftes -- Berechnung und Schätzung des LGD von Leasingverträgen -- Hinführung zu den empirischen Untersuchungen -- Einfluss der gesamtwirtschaftlichen Entwicklung auf den LGD -- Einflussfaktoren auf den LGD von PKW-Leasingverträgen -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014014941
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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...
Persistent link: https://www.econbiz.de/10012053931
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Liquidity Risk Management in Banks : Economic and Regulatory Issues
Ruozi, Roberto - 2013
Introduction -- Liquidity Risk: Economic Issues -- Liquidity Risk: Regulatory Issues -- Economic Impacts of the New …The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the … stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact …
Persistent link: https://www.econbiz.de/10014016173
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Final Basel III Modelling : Implementation, Impact and Implications
Akkizidis, Ioannis; Kalyvas, Lampros - 2018
This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised...
Persistent link: https://www.econbiz.de/10012396768
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Credit Risk Management for Derivatives : Post-Crisis Metrics for End-Users
Zelenko, Ivan - 2017
This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets...
Persistent link: https://www.econbiz.de/10012397183
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Zur aufsichtsrechtlichen Berücksichtigung des Kreditrisikos : eine Analyse gegenwärtiger und möglicher künftiger Regulierungsvorschriften
Berg, Susen Claire - 2019
Susen Claire Berg stellt die gegenwärtige bankenaufsichtsrechtliche Berücksichtigung des Kreditrisikos in allen drei Säulen des Baseler Rahmenwerks umfassend dar und liefert darüber hinaus eine rechtsvergleichende Analyse der derzeitigen Regulierung mit der zukünftigen potenziellen...
Persistent link: https://www.econbiz.de/10012401602
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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects …
Persistent link: https://www.econbiz.de/10014015311