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Kredit und Risiko : Basel II und die Konsequenzen für Banken und Mittelstand
Schaefer, Heinz (ed.) - 2003
Persistent link: https://www.econbiz.de/10001790290
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Basel II: was wirklich hinter der Asset Return Correlation und ihren Auswirkungen auf die Prozyklizität steckt
Vondra, Klaus; Weiser, Harald - 2004
Persistent link: https://www.econbiz.de/10002068630
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Der Standardansatz nach der neuen Basler Eigenkapitalvereinbarung
Dick, Markus - 2003
Persistent link: https://www.econbiz.de/10001752494
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The real impact of ratings-based capital rules on the finance-growth nexus
Hasan, Iftekhar; Hassan, Gazi M.; Kim, Suk-Joong; Wu, Eliza - In: International review of financial analysis 73 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012803740
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The estimation risk and the IRB supervisory formula
Casellina, Simone; Landini, Simone; Uberti, Mariacristina - 2021
default and not the estimation of the asset correlation given that, in practice, banks are not allowed to modify this … parameter. We study the stochastic characteristics of the probability of default estimator that can be derived from the … easily implemented correction ensures that the probability of observing an exception (i.e. a default rate higher than the …
Persistent link: https://www.econbiz.de/10012421124
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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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Loss given default : estimating by the conditional minimum value
Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 3, pp. 779-785
Persistent link: https://www.econbiz.de/10011823132
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ВЛИЯНИЕ ВРЕМЕННОЙ СТРУКТУРЫ ПОРТФЕЛЯ НА ПОКАЗАТЕЛИ МИНИМАЛЬНОГО ОБЪЕМА ЭКОНОМИЧЕСКОГО КАПИТАЛА КОММЕРЧЕСКИХ БАНКОВ И ВЕРОЯТНОСТИ ДЕФОЛТА ЗАЕМЩИКОВ...
ПОМАЗАНОВ МИХАИЛ ВЯЧЕСЛАВОВИЧ.; … - In: Вестник Южно-Уральского … 7 (2013) 3, pp. 6-12
Статья посвящена проблемам определения адекватной величины экономического капитала, необходимого для создания резервов в банковском секторе. Рассмотрены...
Persistent link: https://www.econbiz.de/10011247196
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Basel II : Konsequenzen für das Kreditrisikomanagement
Bruckner, Bernulf (contributor) - 2003
Persistent link: https://www.econbiz.de/10004445340