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1
On internal ratings, models, and the Basel accord : issues for financial institutions and regulators in measuring and managing credit risk
Stephen, David
;
Fischer, Michael
- In:
Financial risks, stability, and globalization : papers …
,
(pp. 35-61)
.
2002
Persistent link: https://www.econbiz.de/10001718458
Saved in:
2
Parameterizing credit risk models with rating data
Carey, Mark S.
;
Hrycay, Mark
- In:
Journal of banking & finance
25
(
2001
)
1
,
pp. 197-270
Persistent link: https://www.econbiz.de/10001546264
Saved in:
3
Bank internal ratings : are capital floors a suitable tool to restore their credibility?
Resti, Andrea
- In:
Journal of financial management, markets and institutions
4
(
2016
)
2
,
pp. 179-194
Persistent link: https://www.econbiz.de/10011954527
Saved in:
4
Revised partial use : banking supervision on the right track
Neisen, Martin
;
Schulte-Mattler, Hermann
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10012250012
Saved in:
5
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
6
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
7
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
Saved in:
8
A note on the Vasicek's model with the logistic distribution
Witzany, Jiři
- In:
Ekonomický časopis : časopis pre ekonomickú …
61
(
2013
)
10
,
pp. 1053-1066
Persistent link: https://www.econbiz.de/10010376114
Saved in:
9
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
Saved in:
10
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
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