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Credit Portfolio Modelling, Marginal Risk Contributions, and Granularity Adjustment
Rau-Bredow, Hans - 2002
This paper first provides a simple but very general framework for credit portfolio modellingwhich is based on the … very large, infinitelyfine-grained portfolio. The framework contains typical models like CreditRisk+and CreditMetrics as … granularity adjustment in a"lumpy" credit portfolio. …
Persistent link: https://www.econbiz.de/10005843044
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The impact of restructuring of loan portfolios in the banking sector in Romania
Neguriţă, Octav; Ionescu, Eduard-Ionel - In: Economics, management and financial markets 12 (2017) 2, pp. 141-148
Persistent link: https://www.econbiz.de/10011885751
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Finanzmarktkrise und Binnenmarkt : IDW Symposion/IDW Symposium ; 19. November in Brüssel/Brussels
Lehne, Klaus-Heiner (ed.) - 2010
Persistent link: https://www.econbiz.de/10003981789
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Die Bilanzierung von Kreditderivaten : Erläuterungen zur Stellungnahme IDW RS BFA 1
Kühnle, Manfred - In: WPg : Kompetenz schafft Vertrauen 55 (2002) 6, pp. 288-299
Persistent link: https://www.econbiz.de/10001655986
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Auswirkungen von Basel II auf die Praxis der Rechnungslegung : ist eine ausschließlich ratinginduzierte Umstellung der Rechnungslegung auf IFRS sinnvoll?
Küting, Karlheinz; Ranker, Daniel; Wohlgemuth, Frank K. - In: Finanz-Betrieb : FB ; Zeitschrift für … 6 (2004) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10001975391
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Testing the Implied Volatility of a Credit Risk of a Bond, an Interest Rate Swap and a Swaption of Well Known Swedish Bank Such As the Nordea Bank
Guirguis, Michel - 2021
well known Swedish bank such as the Nordea bank. To minimize the interest and the credit risk of the contract the interest …
Persistent link: https://www.econbiz.de/10013232494
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Zinsänderungsrisiken : optimaler Einsatz von Futures beim Risikomanagement der Banken
Broll, Udo; Jaenicke, Johannes - 1998
Persistent link: https://www.econbiz.de/10013428233
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Bilanzielle und regulatorische Erwägungen zum Verkauf von Non-performing Loans aus Bankensicht
Neuhaus, Markus - In: Grundlagen des NPL-Geschäftes, (pp. 65-89). 2013
Persistent link: https://www.econbiz.de/10010239657
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Bankenaufsicht und Kapitalkonsolidierung : eine Konfrontation handelsrechtlicher Normen mit bankaufsichtlichen Erfordernissen
Schaber, Mathias - 2000
Persistent link: https://www.econbiz.de/10001431443
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The Economic Consequences of SFAS 166/167 – Evidence from Banks
Zhao, Qiuhong - 2017
This study examines whether SFAS 166/167 eliminating the exclusion of consolidation for qualifying special purpose entities (QSPEs) impacted the cost of equity capital for a sample of banks. This exclusion previously allowed banks to avoid consolidation of many asset securitization transactions,...
Persistent link: https://www.econbiz.de/10012959770