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Predicting sovereign credit ratings for portfolio stress testing

Campino, Jonas de Oliveira; Galizia, Frederico; … - In: Journal of risk management in financial institutions 14 (2020/2021) 3, pp. 229-241

Persistent link: https://www.econbiz.de/10012650468

Predicting bank defaults in Ukraine : a macro-micro perspective

Hlazunov, Anatolii; Verchenko, Olesia - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2020) 250, pp. 33-44

Persistent link: https://www.econbiz.de/10012587231

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...

Persistent link: https://www.econbiz.de/10014016438

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009505637

Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?

Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; … - 2024

The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After switching to IRB, banks' risk-weighted asset (RWA) densities are thus expected to diverge, especially across countries with different supervisory strictness and risk levels....