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Die Risiken beherrschen : Active Credit Portfolio Management

Stegemann, Uwe; Jamin, Gösta; Niemann, Martin - In: Die Bank (2008) 4, pp. 60-63

Persistent link: https://www.econbiz.de/10003653468

Systemic Risk and Heavy Tails : The Case of Banks’ Loan Portfolio

Agarwal, Sumit - 2011

findings, based on simulated data that reproduce a bank's mean PD and LGD values. The findings do show that the Pareto …

Persistent link: https://www.econbiz.de/10013128402

Climate transition risk in U.S. loan portfolios : are all banks the same?

Nguyen, Quyen; Diaz-Rainey, Ivan; Kuruppuarachchi, Duminda - In: International review of financial analysis 85 (2023), pp. 1-39

Persistent link: https://www.econbiz.de/10014235027

ICT impact on business models for credit risk management : strategic opportunities for banks

Westerfeld, Simone - In: Banking and information technology : BIT ; a strategic … 9 (2008) 2, pp. 43-54

Persistent link: https://www.econbiz.de/10003731722

"Es ist kein Kavaliersdelikt, nicht über ein ausreichendes Geschäftsmodell zu verfügen"

Jaschinski, Siegfried - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 60 (2007) 23, pp. 1279-1282

Persistent link: https://www.econbiz.de/10003587652

"Die Probleme müssen im Rahmen des Systems gelöst werden"

Kirsch, Wolfgang - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 60 (2007) 23, pp. 1284-1288

Persistent link: https://www.econbiz.de/10003587654

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We address the subportfolio "middle market". Due to their specific lending policy for this market segment it is an important task for banks to systematically identify regional and...

Persistent link: https://www.econbiz.de/10009768847