Narrow search
Showing 1 - 10 of 2,411
Cover Image
Indian banking sector under heavy odds
Iqbal, Badar Alam - In: GITAM journal of management : a quarterly publication … 14 (2016) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011656002
Cover Image
Vorteile im internationalen Wettbewerb durch Risikomanagement : Ergebnisse der Global Risk Management Studie 2007
Engels, Jörg; Schauff, Joachim; Stern, Peter - In: Risiko-Manager (2007) 20, pp. 12-18
Persistent link: https://www.econbiz.de/10003546590
Cover Image
Economic Capital Use Test
Bongers, Ottmar; Stahl, Gerhard - In: Risikomanagement für Investmentfonds und Hedge Funds - …, (pp. 203-224). 2007
Persistent link: https://www.econbiz.de/10003766752
Cover Image
Benchmarking operational risk stress testing models
Curti, Filippo; Migueis, Marco; Stewart, Robert - In: The journal of operational risk 15 (2020) 2, pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
Cover Image
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian; Hahnenstein, Lutz - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
Cover Image
Basel II : a case for recalibration
Kupiec, Paul H. - In: Handbook of financial intermediation and banking, (pp. 413-440). 2008
Persistent link: https://www.econbiz.de/10003729531
Cover Image
Benchmarking model of default probabilities of listed companies
Hui, Cho-Hoi; Wong, Tak-Chen; Lo, Chi-Fai; Huang, Ming-Xi - In: The journal of fixed income 15 (2005) 2, pp. 76-86
Persistent link: https://www.econbiz.de/10003229861
Cover Image
Market risk: benchmark and standard model
Holtorf, Claudia; Rudolf, Markus - In: Risk management : challenge and opportunity : with 37 …, (pp. 121-140). 2000
Persistent link: https://www.econbiz.de/10001495970
Cover Image
Benchmarking Asset Correlations
Hamerle, Alfred - 2013
Among the most crucial input parameters for credit portfolio risk models are the co-movements of default risks. Due to limited empirical evidence about the magnitude of correlations the New Basel Capital Accord sets standard requirements for calculating regulatory capital requirements, e.g. in...
Persistent link: https://www.econbiz.de/10013073435
Cover Image
Benchmarking Model of Default Probabilities of Listed Companies
Hui, Cho-Hoi; Wong, T. C.; Lo, Chi-Fai; Huang, M. X. - 2007
This paper presents a benchmarking model for validation of default probabilities of listed companies for Basel II … rates reported by rating agencies. The empirical results show that the benchmarking model has adequate discriminatory power …
Persistent link: https://www.econbiz.de/10014051021