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Stresstests in Banken : von Basel II bis ICAAP
Klauck, Kai-Oliver (ed.); Stegmann, Claus (ed.) - 2006
Persistent link: https://www.econbiz.de/10003320458
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Essays in microeconomics of banking
Kowalik, Michał Karol - 2009
Persistent link: https://www.econbiz.de/10003861660
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The new Basel accord and the nature of risk : a game theoretic perspective
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2007
- game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance … with Basel II. As well, some insight is given how game theory works. Here, the primary value of game theory stems from its …
Persistent link: https://www.econbiz.de/10003481314
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Ökonomisches Rechnen : zur Konstitution bankwirtschaftlicher Objekte und Investitionen
Kalthoff, Herbert - In: Zahlenwerk : Kalkulation, Organisation und Gesellschaft, (pp. 143-164). 2007
Persistent link: https://www.econbiz.de/10003578159
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Risks, ratings and regulation : toward a reorganization of credit via Basel II?
Redak, Vanessa - In: The political economy of financial market regulation : …, (pp. 191-213). 2006
Persistent link: https://www.econbiz.de/10003382746
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Aspekte zur Ratingmodellvalidierung und zum Ausfallrisiko
Beinert, Claudia - 2007
Persistent link: https://www.econbiz.de/10003574220
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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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Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian; Du, Zunwei - In: The journal of risk model validation 9 (2015) 2, pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
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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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Bank credit risk management and rating migration analysis on the business cycle
Gavalas, Dimitris; Syriopoulos, Theodore - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 122-143
Credit risk measurement remains a critical field of top priority in banking finance, directly implicated in the recent global financial crisis. This paper examines the dynamic linkages between credit risk migration due to rating shifts and prevailing macroeconomic conditions, reflected in...
Persistent link: https://www.econbiz.de/10010373357