Narrow search
Showing 1 - 10 of 3,072
Cover Image
Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
Cover Image
Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014329176
Cover Image
Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014284871
Cover Image
Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Cover Image
Cross-country linkages as determinants of procyclicality of loan loss provisions
Olszak, Małgorzata; Pipień, Mateusz - In: The European journal of finance 22 (2016) 10/12, pp. 965-984
Persistent link: https://www.econbiz.de/10011715284
Cover Image
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Cover Image
Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Prorokowski, Lukasz - In: Journal of risk finance : the convergence of financial … 16 (2015) 5, pp. 519-535
Persistent link: https://www.econbiz.de/10011531076
Cover Image
Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
Cover Image
A Practical Approach to Model Banking Risks Using Loss Distribution Approach (LDA) in Basel II Framework
Barreira, Raquel - 2009
calculating corporate risk reserves. One of the common yet cumbersome methods is the one known as loss distribution approach. In …
Persistent link: https://www.econbiz.de/10013154861
Cover Image
Loss Distribution Approach for Operational Risk Capital Modelling Under Basel II : Combining Different Data Sources for Risk Estimation
Shevchenko, Pavel V. - 2017
have received accreditation under the Basel II Advanced Measurement Approach (AMA) by adopting the loss distribution …
Persistent link: https://www.econbiz.de/10012954952