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The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

Engelmann, Bernd - 2011

Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios -- Transition Matrices: Properties and Estimation Methods -- A...

Persistent link: https://www.econbiz.de/10014015277

Management von Firmenkreditportfolios in Genossenschaftsbanken : der Einsatz von Kreditderivaten zur Portfoliooptimierung

Koneberg, Markus - 2006

Persistent link: https://www.econbiz.de/10013380067

Globales Risikomanagement für Banken

Blattner, Peter - 2018 - Reprint 2017

Aufgrund der weltweiten, jüngsten Bankenkrisen hat das globale Risikomanagement für Banken zentrale Bedeutung erlangt … globales Risikomanagement. …

Persistent link: https://www.econbiz.de/10014508196

Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Bolder, David Jamieson - 2018

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

Persistent link: https://www.econbiz.de/10012396938

Risk Management in Credit Portfolios : Concentration Risk and Basel II

Hibbeln, Martin - 2010

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector Concentration Risk in Credit Portfolios -- Conclusion

Persistent link: https://www.econbiz.de/10013522876

Risk Performance Management : Chancen für ein besseres Rating

Hilz-Ward, Reavis Mary - 2009

-- Instrumente -- Chancenorientierte Einzelfallbewertung und effizientes Portfolio Risikomanagement -- Rolle der BWA im Risk … Risikomanagement in der Rückversicherung -- Integriertes Risiko-/Chancenmanagement als Instrument der Unternehmenssteuerung … -- Risikomanagement in mittelständischen Unternehmen am Beispiel der LIMO Lissotschenko Mikrooptik GmbH. …

Persistent link: https://www.econbiz.de/10014015154