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The International Monetary Fund's balance-sheet and credit risk
Felushko, Ryan; Santor, Eric - 2006
Persistent link: https://www.econbiz.de/10003338469
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Credit derivatives : banks' behaviour, financial stability and banking regulation
Karras, Konstantinos N. - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003831751
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Basel II capital requirement sensitivity to the definition of default
Witzany, Jir̆í - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10003837542
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
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Der Lebenszyklus von Ratingverfahren für das Kreditrisiko : Anwendung von Ratingverfahren in der Praxis
Hansert, Christopher; Corzelius, Bernd - In: Risiko-Manager (2009) 7, pp. 1,8-11
Persistent link: https://www.econbiz.de/10003824754
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Rating und Kreditrisikounterlegung nach Basel II
Cluse, Michael; Göttgens, Michael - In: Handbuch Rating, (pp. 67-93). 2007
Persistent link: https://www.econbiz.de/10003442923
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Downturn LGD, best estimate of expected loss, and potential LGD under Basel II : Korean experience
Kim, Myung-jig - In: Journal of economic research 11 (2006) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10003472046
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Kredite für den Mittelstand : Veränderungen durch die Einführung von Basel //
Vincenti, Aurelio J. F.; Hollmann, Sebastian - In: Finanzierung im Mittelstand : Mittelstandsfinanzierung … (2010) 1, pp. 8-12
Persistent link: https://www.econbiz.de/10003929638
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Basel II and bank bankruptcy analysis
Chiu, Yung-ho; Chen, Yu Chuan; Hung, Yu Han - In: Applied economics letters 16 (2009) 16/18, pp. 1843-1847
Persistent link: https://www.econbiz.de/10003932536