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Bedeutung und Messung des Loss-Given-Defaults im Rahmen der ökonomischen und aufsichtsrechtlichen Kreditrisikomodellierung

Asmus, Corinna - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003538202

Änderung der EU-Eigenkapitalvorschriften für Banken im Regelungsbereich für Großkredite : neue Anforderungen durch die Novellierung der CRD

Maier, Steffen - In: Risiko-Manager (2009) 18, pp. 16-23

Persistent link: https://www.econbiz.de/10003875542

Modelling LGD for unsecured personal loans: decision tree approach

Matuszyk, A.; Mues, C.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 393-398

Persistent link: https://www.econbiz.de/10003945455

A risk-adjusted pricing model for bank loans : challenging issues from Basel II

Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 117-145

Persistent link: https://www.econbiz.de/10009154325

Empirical investigation of securitisation drivers : the case of Italian banks

Agostino, Mariarosaria; Mazzuca, Maria - In: The European journal of finance 17 (2011) 7/8, pp. 623-648

Persistent link: https://www.econbiz.de/10009509840

Effects of changing banks' risk weights

Andersen, Henrik; Johansen, Rønnaug; Kolvig, Knut - 2012

Persistent link: https://www.econbiz.de/10009545849

Bank size, functional distance and loss given default rate of bank loans

Cotugno, Matteo; Stefanelli, Valeria - In: International journal of financial research 2 (2011) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10009305718

Loan loss provisions, earnings management and capital management under IFRS : the case of EU commercial banks

Leventis, Stergios; Dimitropoulos, Panagiotis E.; … - In: Journal of financial services research : JFSR 40 (2011) 1/2, pp. 103-122

Persistent link: https://www.econbiz.de/10009309810

Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - 2006 - This Version: 2006-10-23

The ongoing debate concerning credit concentration risk is mainly driven by the requirements on credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that are not fully captured by Pillar 1 should be adequately considered in the banks' risk management. This...

Persistent link: https://www.econbiz.de/10009486442

The probability of default in Russian banking

Karminsky, Alexander M.; Kostrov, Alexander - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 81-98

Persistent link: https://www.econbiz.de/10010512216