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~person:"Jarrow, Robert A."
~person:"Karmakar, Sudipto"
~person:"Saunders, Anthony"
~person:"Scheule, Harald"
~subject:"Basel Accord"
~subject:"Risk measure"
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Basel Accord
Risk measure
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128
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Jarrow, Robert A.
Karmakar, Sudipto
Saunders, Anthony
Scheule, Harald
Rösch, Daniel
24
Allen, David E.
21
Schulte-Mattler, Hermann
21
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18
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14
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Suárez, Javier
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Witzany, Jiří
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Gürtler, Marc
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Huschens, Stefan
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ECONIS (ZBW)
36
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11
The value of bank capital buffers in maintaining financial system resilience
Bui, Christina
;
Scheule, Harald
;
Wu, Eliza
- In:
Journal of financial stability
33
(
2017
),
pp. 23-40
Persistent link: https://www.econbiz.de/10011877694
Saved in:
12
To ask or not to ask : bank capital requirements and loan collateralization
Degryse, Hans
;
Karapetyan, Artashes
;
Karmakar, Sudipto
-
2019
Persistent link: https://www.econbiz.de/10011967074
Saved in:
13
Leverage and risk-weighted capital requirements
Gambacorta, Leonardo
;
Karmakar, Sudipto
- In:
International journal of central banking : IJCB
14
(
2018
)
5
,
pp. 153-191
Persistent link: https://www.econbiz.de/10011968876
Saved in:
14
Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony
;
Allen, Linda
-
2002
-
2. ed.
Persistent link: https://www.econbiz.de/10001649772
Saved in:
15
Credit ratings and the BIS Reform Agenda
Altman, Edward I.
;
Saunders, Anthony
-
2001
Persistent link: https://www.econbiz.de/10001554402
Saved in:
16
Issues in the credit risk modeling of retail markets
Allen, Linda
;
DeLong, Gayle L.
;
Saunders, Anthony
- In:
Journal of banking & finance
28
(
2004
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001956047
Saved in:
17
Incorporating systemic influences into risk measurements : survey of the literature
Allen, Linda
;
Saunders, Anthony
- In:
Journal of financial services research : JFSR
26
(
2004
)
2
,
pp. 161-192
Persistent link: https://www.econbiz.de/10002237584
Saved in:
18
Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel
;
Scheule, Harald
-
2008
Persistent link: https://www.econbiz.de/10003770585
Saved in:
19
The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
Saved in:
20
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
European financial management : the journal of the …
17
(
2011
)
1
,
pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
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