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Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony - 1999

Persistent link: https://www.econbiz.de/10000682884

Credit Risk in the Australian Banking Sector

Gray, Brian - Reserve Bank of Australia <Sydney> - 1998

the measurement and management of creditrisk. Section I provides, as background, a sketch of thestructure of banking in … significance of credit andcapital management in banks. Section III outlines some ofthe credit risk management practices being …

Persistent link: https://www.econbiz.de/10005870072

Capital Allocation and Bank Management Based on the Quantification of Credit Risk

Nishiguchi, Kenji; Kawai, Hiroshi; Sazaki, Takanori - Sakura-Ginko <Tōkyō>; London School of Economics and … - 1998

Liberalization and deregulation have recently accelerated.It is therefore useful to keep risk within a certain level inrelation to capital, considering that financial institutionsmust control their risk appropriately to maintain thesafety and soundness of their operation. In 1988, the...

Persistent link: https://www.econbiz.de/10005870074

Managing portfolio credit risk in banks

Bandyopadhyay, Arindam - 2016

Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of...

Persistent link: https://www.econbiz.de/10011456052

Management quality, credit policy, and loan-loss differences among commercial banks in Nigeria

Udegbunam, Raphael Ike - In: Rivista internazionale di scienze economiche e … 50 (2003) 4, pp. 545-568

Persistent link: https://www.econbiz.de/10001855610

The impact of credit risk on bank profitability in Nigeria

Onyeiwu, Charles; Ajayi, Gideon; Muoneke B., Obumneke - In: Journal of banking and financial economics 1 (2020) 13, pp. 5-22

This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria. The main … the data analysis shows that there is a strong relationship between credit risk parameters and returns of the bank … implying that credit risk management has a strong impact on the profitability of commercial banks in Nigeria. The study …

Persistent link: https://www.econbiz.de/10012887677