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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376
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Strategische Implikationen des Kreditrisikomanagements von Banken
Germann, Stephan - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001876075
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Cross risks im liquiditätsmäßig-finanziellen Bereich von Kreditinstituten
Gramlich, Dieter - 1996
Persistent link: https://www.econbiz.de/10000953756
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Integrierte Kreditprüfung : die Integration der computergestützten Kreditprüfung in die Gesamtbanksteuerung
Dietrich, Reiner - 1998
Persistent link: https://www.econbiz.de/10000993637
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Optimierungsverfahren zur Risk-, Return-Steuerung der Gesamtbank
Theiler, Ursula - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001652396
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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...
Persistent link: https://www.econbiz.de/10011308474
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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank - 2000
Persistent link: https://www.econbiz.de/10001506939
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Marktwertcontrolling im Währungsportfolio
Nolte, Matthias - 1997
Persistent link: https://www.econbiz.de/10000634771