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Credit risk capital estimation under IRB approach for banks in India
Bajaj, Richa Verma - In: Journal of quantitative economics 16 (2018) 2, pp. 475-500
Persistent link: https://www.econbiz.de/10012418500
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos; Theodoros, Syriopoulos; … - In: The journal of prediction markets 16 (2022) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10014289727
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Internal rating, the business cycle and capital requirements : some evidence from an emerging market economy
Segoviano, Miguel; Lowe, Phillip - 2002
Persistent link: https://www.econbiz.de/10001722627
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Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012
Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur …
Persistent link: https://www.econbiz.de/10014016438
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Internal ratings, the business cycle and capital requirements : some evidence from an emerging market economy
Segoviano, Miguel A.; Lowe, Philip - 2002
Persistent link: https://www.econbiz.de/10013456906
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Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009505637
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Quality of bank capital, competition, and risk-taking : some international evidence
Li, Shaofang - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 12, pp. 3455-3488
Persistent link: https://www.econbiz.de/10012607494
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Testing the procyclicality and financial stability of Islamic banking industry
Masood, Omar; Javaria, Kiran - In: Journal of Islamic financial studies 7 (2021) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10012592516