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Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus; Koziol, Philipp - 2013
). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to … particularly rich and well developed credit market for SMEs in Germany. We estimate asset correlations as the key measure of … granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …
Persistent link: https://www.econbiz.de/10009751062
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010233376
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2016 - 4., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10011405931
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Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003212151
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2005 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10002896366
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10001687299
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Immobilienmarkt-Research : Analyse einer neuen Bankdienstleistung
Georgi, Alexander - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001632802
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Kreditrisikomessung und Kreditrisikomanagement
Szczesny, Andrea (ed.) - 2001 - 1. Aufl
Persistent link: https://www.econbiz.de/10001546551
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Der Anlageerfolg von Spezialfonds : eine theoretische und empirische Analyse
Münstermann, Jörg - 2000
Persistent link: https://www.econbiz.de/10001523114