This thesis aims at analyzing the impact of model specification on credit rating models as used by banks to forecast … model specification has a strong impact on the quality of rating models. In particular it is emphasized that mixed logit … models offer well interpretable credit rating models with high forecasting power. …

verwerten, das Rating als Informationsquelle sowie die Risikoeinstufung zu nen¬nen haben. Aus Sicht des Abschlussprüfers können … credit rating of the firm. Therefore, the thesis analyzes the influence of ratings on accounting and auditing. The study … rating for the Management Report and to specify the rating as a source of information. Furthermore the rating information may …

In this writing a credit rating for Joint Stock Company “VST” is estimated. Under methodologies of international credit … rating agencies, credit risk for energy supply company is identified. Once credit rating is assessed, the best credit rating … have an excellent credit rating, when talking about taking loans, or administrating ones you have already. The common …

(„Standardansatz”) oder durch die Bank selbst („IRB-Ansatz”) erfolgen soll. In einem Überblick über bereits existierende Literatur wird … Ergebnis des Modells kann festgehalten werden, dass die Zulassung von internem Rating zur Festlegung der regulatorischen … amount of equity capital that a bank has to allocate to company loans in Basel II is determined by the riskiness of the …

Diese Dissertation besteht aus drei eigenständigen theoretischen Aufsätzen, in denen das Kreditrisiko von Firmen, die …

, it is significantly higher for bond transactions. The loss share and the asset pool quality strongly affect the rating … information asymmetries by the first loss piece and several junior tranches. Controlling for tranche rating, the RRA estimates are … Verbriefungstransaktionen sind sogenannte collateralized debt obligations, kurz CDOs, die sich auf das Kreditrisiko von Portfolios bestehend aus …

to the management of bank credit, to provide the most popular credit risk management techniques, to assess the credit … service analysis methods. In detail by the AB DnB NORD bank credit analysis services, and forecasts for the credit. Confirmed … by the authors formulated the research hypothesis, that of AB DnB NORD bank credit risk management should be improved …