) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if … cooperative banks. In the second part we measure the overall effect of better monitoring and the associated higher sectoral credit … concentrations on the credit risk of the portfolio. Our empirical results suggest that specialization benefits overcompensate the …

Benachteiligung des Mittelstands und auch nicht zu dem vielfach befürchteten Credit Crunch führen (muss)«. Für Gerhard Hofmann …

especially driven by the large number of credit cooperatives and savings banks. However, some banks (especially regional banks …

in the pricing of credit risk and the measurement of bank profitability and solvency. Basel II Advance IRB Approach …

This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and … credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB's official … of credit risk for individual sectors. Based on the analysis, an answer is sought to the question of whether the observed …

Czech Republic taken from the CNB's Central Credit Register. It focuses on the question of how firms obtain financing from … lender. Small and young firms in technology- and knowledge-intensive industries tend to concentrate their credit needs in a … shows that the level of credit risk at bank level decreases in line with the extent to which firms applying single …

natural hedge is now being transformed into credit risk for the banking sector. This is creating a serious problem in …

interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

show that the incidence of inefficient credit termination and subsequent firm liquidation is contingent on the borrower … inefficient credit decisions than monopoly relationship lending or homogeneous multiple banking, provided that the relationship …

For the sixth time, international academics and practitioners met for a successful credit risk conference. Keynote …, credit ratings and risk analysis. Digitization also leaves its mark in this area and requires, to varying degrees, a …