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Risikomanagement-Beratung für Derivate : ein Modellansatz zur Quantifizierung des Bonitätsrisikos

Heuser-Greipl, Ulrike - 1999

Persistent link: https://www.econbiz.de/10000684091

Umweltrisiken im Firmenkundenkreditgeschäft : ein integratives Konzept für Kreditprüfung, -überwachung und -steuerung

Kühne, Götz - 1999

Persistent link: https://www.econbiz.de/10001401262

Risk management and regulation in banking : proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

Galai, Dan (contributor); Ruthenberg, David (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001353853

Operational risk control with Basel II : basic principles and capital requirements

Chorafas, Dimitris N. - 2004

Persistent link: https://www.econbiz.de/10011479596

Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks

Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...