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Ziel dieser Arbeit ist die Untersuchung der Bedeutung der Spezifikation für Ratingmodelle zur Prognose von Kreditausfallwahrscheinlichkeiten. Ausgehend von dem in der Bankenpraxis etablierten Logit-Modell werden verschiedene Modellerweiterungen diskutiert und hinsichtlich ihrer Eigenschaften...
Persistent link: https://www.econbiz.de/10009433704
Existing literature has focused attention on the impact of Basle I and similar capital requirement regulations on developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit risk of commercial banks. In the present study, we...
Persistent link: https://www.econbiz.de/10009468585
Commercial bank credit risk evaluation and management problems, the necessity of loan portfolio analysis and its goals … risk evaluation and management, central bank role in commercial banks credit risk valuation and management improvement. In …, particularly paying attention to changes of these bills over past few years, new ones confirmed in the bank and those changes …
Persistent link: https://www.econbiz.de/10009478712
Existing literature has focused attention on the impact of Basle I and similar capital requirement regulations on developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit risk of commercial banks. In the present study, we...
Persistent link: https://www.econbiz.de/10009451081
Diese Dissertation besteht aus drei eigenständigen theoretischen Aufsätzen, in denen das Kreditrisiko von Firmen, die …
Persistent link: https://www.econbiz.de/10009471598
Verbriefungstransaktionen sind sogenannte collateralized debt obligations, kurz CDOs, die sich auf das Kreditrisiko von Portfolios bestehend aus … Bankkrediten oder Anleihen beziehen. In einem CDO wird ein Teil dieses Risikos von der verbriefenden Bank weitergegeben an … Teil des Kreditrisikos verbleibt bei der Bank. Das erste Papier untersucht die Ausgestaltung von Verbriefungstransaktionen …
Persistent link: https://www.econbiz.de/10009471846
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 …
Persistent link: https://www.econbiz.de/10009479110
after adoption. The cost reduction translates into an improvement in banks´ profitability, which becomes significant after …
Persistent link: https://www.econbiz.de/10012530134
investment in the economy. If a financial system is efficient, then it should show improvements in profit, increasing the volume … in the intermediary economy and this indicates the importance of studying the profitability of this sector, which … profitability depends on many factors. The paper aims to analyze the profitability sensitivity of the banking sector in Kosovo to …
Persistent link: https://www.econbiz.de/10012158664