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Counterparty credit risk management in industrial corporates
Langkamp, Christian - Volkswirtschaftliche Fakultät, … - 2011
Ever since the financial crisis of the banking system of 2008 - 2010 the paradigm that deposits or other exposures towards major banks are safe has been fundamentally questioned. This put industrial corporates, who to support their business usually need to manage significant cash holdings or...
Persistent link: https://www.econbiz.de/10009353547
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The Risk Map: A new tool for validating risk models
Colletaz, Gilbert; Hurlin, Christophe; Pérignon, Christophe - In: Journal of Banking & Finance 37 (2013) 10, pp. 3843-3854
This paper presents a new method to validate risk models: the Risk Map. This method jointly accounts for the number and the magnitude of extreme losses and graphically summarizes all information about the performance of a risk model. It relies on the concept of a super exception, which is...
Persistent link: https://www.econbiz.de/10010738291
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Companies’ Bank Lending in European Union: Principles, Forms and a Brief Analysis of Competition
Constantin-Bogdan, Voroneanu; Roxana, Scântee - In: Ovidius University Annals, Economic Sciences Series XII (2012) 1, pp. 1774-1778
the cash flows in correspondence with the flows generated by the companies was the reason that bank (creditor) – company … purpose of this study is to examine the main components of the companies’ bank lending and also to analyse the evolution of … principles of the companies’ bank lending; the second section researches the main forms of bank loans. The third one analysis the …
Persistent link: https://www.econbiz.de/10010632205
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Strategic risk management: practice in systemically important banks
McConnell, Patrick - In: Journal of Financial Transformation 36 (2013), pp. 55-66
banks (SIBs), manage their strategic risks any better than failed companies, such as Lehman Brothers or the taxpayer …
Persistent link: https://www.econbiz.de/10010991644
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Ten pitfalls with credit risk reporting
Vishnu, Sandeep; Taylor, Larry - In: Journal of Financial Transformation 37 (2013), pp. 29-38
This paper introduces a strong and controversial point of view, which we believe may help foster debate about a number of fundamental high-level issues currently affecting the financial industry. <p> The Capco Institute is open to controversial ideas. The Journal of Financial Transformation will...</p>
Persistent link: https://www.econbiz.de/10010991654
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Good Practices to Manage Operational Risk in Financial Institutions
Delfiner, Miguel; Mangialavori, Ana; Pailhé, Cristina - In: Ensayos Económicos 1 (2007) 47, pp. 93-125
The Basel Committee on Banking Supervision (BCBS) defined operational risk (OR) as the risk of losses resulting from the inadequacy or failures in the internal processes, people and systems, or from external events. This definition includes the legal risk but excludes strategic and reputational...
Persistent link: https://www.econbiz.de/10010849654
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Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits
Goldstein, Itay; Sapra, Haresh - In: Foundations and Trends(R) in Finance 8 (2014) 1, pp. 1-54
Stress tests have become an important component of the supervisory toolkit. However, the extent of disclosure of stress-test results remains controversial. We argue that while stress tests uncover unique information to outsiders — because banks operate in second--best environments with...
Persistent link: https://www.econbiz.de/10010883379
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Neutrality And efficiency in Colombian Banking System
RODRIGUEZ, Mónica ROA - DEPARTAMENTO NACIONAL DE PLANEACIÓN - 2010
way the three groups of financial intermediaries selected (banks, financial corporations and leasing companies). In …
Persistent link: https://www.econbiz.de/10010889003
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An Evaluation of the Risk Management Practices of Commercial Banks in North Cyprus
Halili, Kesjana; Jenkins, Hatice - Economics Department, Queen's University - 2010
The important role that an effective risk management system plays in ensuring banks’ profitability and continuity is widely proven. The Basel II guidelines, which will soon be applied internationally requires that banks and other financial institutions have a comprehensive risk management...
Persistent link: https://www.econbiz.de/10010958969
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Financial Failures and Risk Management
Yener, Coskun - Volkswirtschaftliche Fakultät, … - 2012
Financial failures observed during global financial crisis have again underlined the importance of effective risk management. In this article, the author analyzes the best instrument, namely self discipline, official discipline and market discipline, for the effective risk management. In the...
Persistent link: https://www.econbiz.de/10011260546