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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

Stresstests in Banken : von Basel II bis ICAAP

Klauck, Kai-Oliver (ed.); Stegmann, Claus (ed.) - 2006

Persistent link: https://www.econbiz.de/10003320458

Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern

Bröker, Frank - 2000

Persistent link: https://www.econbiz.de/10001506939

Kreditausfallrisiken in Banken : eine Analyse zur Duplizierung und Bewertung von Krediten und Kreditbestandteilen in Optionsansätzen

Vievers, Matthias Claudius - 2001

Persistent link: https://www.econbiz.de/10001553444

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

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

Assessing the Basel II internal ratings-based approach : empirical evidence from Australia

Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139

Persistent link: https://www.econbiz.de/10011563824

Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults

Djeundje, Viani Biatat; Crook, Jonathan N. - In: Journal of the Operational Research Society 74 (2023) 7, pp. 1763-1774

Persistent link: https://www.econbiz.de/10014336309

Risk transmission, systemic fragility of banks' interacting customers and credit worthiness assessment

Cerqueti, Roy; Pampurini, Francesca; Quaranta, Anna Grazia - In: Finance research letters 62 (2024) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014530730

Scoring models of bank credit policy management

Hanić, Aida; Žunić Dželihodžić, Emina; … - In: Economic analysis : EA 46 (2013) 1/2, pp. 12-27

Persistent link: https://www.econbiz.de/10010342245

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