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We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … the Basel II (and III) regulations to “strengthen the soundness and stability of banks”. --Banking ; regulation ; credit …
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Die Eskalation der Finanzkrise hat in kaum einem anderen Bereich so schnell Veränderungen gebracht wie in der Kreditanalyse. Die bankenaufsichtsrechtlichen Vorgaben aus BaseI setzen nach der Finanzkrise neue Rahmenbedingungen für das Kreditgeschäft der Banken. Gleichzeitig haben an den...
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Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios … -- Modelling Loss Given Default: A "Point in Time"-Approach -- Estimating Loss Given Default - Experiences from Banking Practice … EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs …
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