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Aktuelle Entwicklungen im Bankcontrolling: Rating, Gesamtbanksteuerung und Basel II
Neupel, Joachim (ed.) - 2005
Persistent link: https://www.econbiz.de/10013284690
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Risikomanagement : aktuelle Entwicklungen und Auswirkungen auf Banken und Unternehmen
Suyter, Alexander (ed.) - 2004
Persistent link: https://www.econbiz.de/10001962015
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Risikomanagement bei Banken : interne Modelle, Bankenaufsicht und Auswirkungen neuer Eigenkapitalanforderungen
Peterl, Florian - 2003
Persistent link: https://www.econbiz.de/10013432829
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The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Engelmann, Bernd - 2011
Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow … Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios … -- Possibilities of Estimating Exposures -- EAD Estimates for Facilities with Explicit Limits -- Validation of Banks' Internal Rating …
Persistent link: https://www.econbiz.de/10014015277
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The Basel II risk parameters : estimation, validation, stress testing ; with applications to loan risk management
Engelmann, Bernd (ed.); Rauhmeier, Robert (contributor) - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10008654848
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
Engelmann, Bernd (ed.); Rauhmeier, Robert (ed.) - 2006
Persistent link: https://www.econbiz.de/10003288108
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The Basel II Risk Parameters : Estimation, Validation, and Stress Testing
Engelmann, Bernd (contributor);  … - 2006
EAD (exposure at default) is an important problem in banking practice. This book covers designing and validating rating …
Persistent link: https://www.econbiz.de/10013520547
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How Do Banks Determine Capital? Empirical Evidence for Germany
Weber, Martin; Kleff, Volker - 2003
This paper examines how capital is determined by German banks. We analyse whether the determinants found in the previous empirical literature hold for the special German banking sector with its three characteristic banking groups of savings banks, cooperative banks and other banks. On the basis...
Persistent link: https://www.econbiz.de/10010297333
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Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2010
We examine the pervasive view that equity is expensive which leads to claims that high capital requirements are costly and would affect credit markets adversely. We find that arguments made to support this view are either fallacious, irrelevant, or very weak. For example, the return on equity...
Persistent link: https://www.econbiz.de/10010286715
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Operational risk capital
Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020
In a setting where private information goes public for the first time, we study the real effects of the Basel II Accord requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference-in-differences setup featuring partial US...
Persistent link: https://www.econbiz.de/10012418359