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Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II
Gürtler, Marc; Heithecker, Dirk - Department Wirtschaftswissenschaften, Technische … - 2004
Gemäß den im Juni 2004 durch den Baseler Ausschuss endgültig verabschiedeten Kapitalstandards (Basel II) sind Kredite in Höhe des so genannten unerwarteten Verlusts mit Eigenkapital zu unterlegen. Für erwartete Verluste hat das jeweilige Kreditinstitut Rückstellungen zu bilden, wobei hier...
Persistent link: https://www.econbiz.de/10009646400
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A Re-examination of Credit Rationing in the Stiglitz and Weiss Model
Su, Xunhua - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2010
implies a take-it-or-leave-it choice for both contract parties and requires that borrowers' collateral amounts are positively …
Persistent link: https://www.econbiz.de/10008694560
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The Impact of Agrarian Reform on Credit Markets in the Aquaculture Sector
Llanto, Gilberto M.; Magno, Marife T. - Philippine Institute for Development Studies (PIDS), … - 1994
This study focuses on the impact of Comprehensive Agrarian Reform Program on the industry’s access to formal finance. The paper has the following objectives: documentation and assessment of bank’s reaction to the program, determination of differences in bank’s approach to lending to...
Persistent link: https://www.econbiz.de/10005685796
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The Impact of Comprehensive Agrarian Reform (CARP) on the Crop Sector
Geron, Maria Piedad S. - Philippine Institute for Development Studies (PIDS), … - 1994
have access to credit and new technologies and whether the transfer of ownership under CARP has affected the collateral …
Persistent link: https://www.econbiz.de/10005785195
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Market of CDO structured products in terms of world financial crisis
Buszko, Michal - In: Acta Universitatis Nicolai Copernici, Ekonomia 41 (2010), pp. 141-158
Collateralized debt obligations (CDO) are new, innovative products available to institutional investors on the global financial markets. Their development is strictly related to the subprime loans expansion. In the recent years CDO have become a financial tool of transferring worldwide a risk of...
Persistent link: https://www.econbiz.de/10010875586
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South Africa; Financial System Stability Assessment, Including Report on the Observance of Standards and Codes on the following topic: Securities Regulation
International Monetary Fund (IMF); International … - 2008
This paper discusses the Financial System Stability Assessment for South Africa, and reviews the Report on the Observance of Standards and Codes on Securities Regulation. The assessment reveals that South Africa’s sophisticated financial system is fundamentally sound and has so far...
Persistent link: https://www.econbiz.de/10011244235
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Denmark; Financial Sector Assessment Program: Technical Note: Stress Testing
International Monetary Fund (IMF); International … - 2007
This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial...
Persistent link: https://www.econbiz.de/10011244479
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Jamaica; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Basel Core Principles for Effective Banking Supe...
International Monetary Fund (IMF); International … - 2006
This paper discusses key findings of the Financial System Stability Assessment on the Basel Core Principles for Effective Banking Supervision, the Committee for Payment and Settlement Systems (CPSS) Core Principles for Systemically Important Payment Systems, and IMF Monetary and Financial Policy...
Persistent link: https://www.econbiz.de/10011244726
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Czech Republic; Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2012
This paper presents detailed assessment of the Czech Republic’s compliance with Basel Core Principles (BCPs) for effective banking supervision. Many earlier weaknesses have been addressed, either through domestic measures or by implementing European Union-wide rules and regulations. An...
Persistent link: https://www.econbiz.de/10011244986
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A Model for Estimating Recovery Rates and Collateral Haircuts for Bank Loans
Jokivuolle, Esa; Peura, Samu - Suomen Pankki - 2000
We present a model of risky debt in which collateral value is correlated with the possibility of default. The model is … then used to study: 1) the expected amount of debt recovered in the event of default as a function of collateral; and 2 …) the amount of collateral needed to mitigate the riskiness of a loan to a desired degree. The results obtained could prove …
Persistent link: https://www.econbiz.de/10005207168