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Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony - 1999

Persistent link: https://www.econbiz.de/10000682884

Optionsbewertung und Risikomessung mit impliziten Binomialbäumen

Neumann, Marco - 1999

Persistent link: https://www.econbiz.de/10001374429

Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen

Neumann, Kristin - 2000

Persistent link: https://www.econbiz.de/10001441505

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Evaluation of minimum capital requirements for bank loans to SMEs

Düllmann, Klaus; Koziol, Philipp - 2013

Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to the size dependence of regulatory capital requirements....