Showing 1 - 10 of 8,191
Persistent link: https://www.econbiz.de/10003407767
Persistent link: https://www.econbiz.de/10003538202
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … the Basel II (and III) regulations to “strengthen the soundness and stability of banks”. --Banking ; regulation ; credit …
Persistent link: https://www.econbiz.de/10009509090
Persistent link: https://www.econbiz.de/10003224228
In diesem Buch stehen sowohl die Instrumente zur Beurteilung von Einzelrisiken als auch die Methoden zur aktiven Steuerung ganzer Kreditportfolios im Vordergrund. Weitere Schwerpunkte sind die aufsichtsrechtliche Behandlung von Krediten, das interne und externe Rating sowie die Analyse von...
Persistent link: https://www.econbiz.de/10014482151
Persistent link: https://www.econbiz.de/10010533125
-risk borrowers in the foreign bank’s loan profile and correspondingly, higher default rates. We analyze the results to derive …
Persistent link: https://www.econbiz.de/10012607039
Persistent link: https://www.econbiz.de/10010373381
Persistent link: https://www.econbiz.de/10012228503
qualitative criteria using a mathematical model based on a fuzzy technology, which can forecast the increased risk of loan default …
Persistent link: https://www.econbiz.de/10012534575