the credit is crucial for banks. Banks classify the risk through quantitative and qualitative indicators. Quantitative … indicators are much used by banks, but qualitative indicators are also considered in credit risk evaluation. Taken together, they … contribute to increase efficiency and decrease doubtful credit. Several issues arise in order to understand if risk evaluation …

a financial institution’s economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …

a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …

private savings, private sector credit, public sector credit, interest rate spread, exchange rates and economic growth. We …

This paper analyses the cyclical behaviour of bank credit, loan losses and provisions for loan losses in Spain. These … and regulators. In a context of strong competitive pressures, there is a tendency for loose bank credit conditions in an … upturn in view of the low level of contemporaneous non-performing loans. This may contribute to an over-extension of credit …

This paper analyses the cyclical behaviour of bank credit, loan losses and provisions for loan losses in Spain. These … and regulators. In a context of strong competitive pressures, there is a tendency for loose bank credit conditions in an … upturn in view of the low level of contemporaneous non-performing loans. This may contribute to an over-extension of credit …

determining minimum capital requirements for credit risk. The discussion is divided into effects at the level of an individual …

useful for estimating recovery rates required by many popular models of credit risk and for determining collateral haircuts … risky debt when collateral is involved. Regulators might benefit from the analysis in developing capital adequacy … requirements and reviewing banks' lending standards relative to current collateral values. …

, granting loans to these companies is not at the same level as the importance they have in the economic sector, the banks being …