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Regulation and contagion of banks
Lengwiler, Yvan; Maringer, Dietmar G. - In: Journal of banking regulation 16 (2015) 1, pp. 64-71
Persistent link: https://www.econbiz.de/10011350179
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Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês; Jorge, José - In: Economic modelling 32 (2013), pp. 602-607
Persistent link: https://www.econbiz.de/10009762012
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A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in banking, with a special focus on the dynamically...
Persistent link: https://www.econbiz.de/10011452984
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Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
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How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja; Steinbacher, Matjaz - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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Coping with inconsistencies in bank risk weighted assets
Araten, Michel - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10010197078
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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
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The impact of credit risk assessment on credit activity of commercial banks
Ljubić, Marijana; Pavlović, Vladan; Milančić, Srećko - In: Megatrend revija 12 (2015) 3, pp. 141-152
Persistent link: https://www.econbiz.de/10011428349
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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111
Persistent link: https://www.econbiz.de/10014540601