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Concentration risk model for Greek bank's credit portfolio
Lefcaditis, Constantinos; Tsamis, Anastasios; … - In: Journal of risk finance : the convergence of financial … 15 (2014) 1, pp. 71-93
Persistent link: https://www.econbiz.de/10010252215
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Risk-shifting, concentration risk, and heterogeneous borrowers
Fittje, Jens - In: International economics and economic policy 20 (2023) 4, pp. 509-536
Persistent link: https://www.econbiz.de/10014426448
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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The application of mathematical models to measure collateral concentration risk
Seagroatt, Martin; Cockram, Ed - In: Journal of securities operations & custody 7 (2015) 3, pp. 260-268
Persistent link: https://www.econbiz.de/10011487243
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Systemic risk in central counterparty clearing houses
Anonymous - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 226-230
Persistent link: https://www.econbiz.de/10010413341
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Risk mitigating versus risk shifting : evidence from banks security trading in crises
Peydró, José-Luis; Polo, Andrea; Sette, Enrico - 2020
Persistent link: https://www.econbiz.de/10012317170
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An innovative approach for optimising CCP default management through agent-based modelling
Wise, Richard - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 286-293
Persistent link: https://www.econbiz.de/10014632940
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What influences banks' choice of risk management tools? : theory and evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - 2013
This paper investigates the factors influencing banks' decision to engage in advanced risk management, from both a theoretical and an empirical perspective. In recent decades, credit risk management in banks has become highly sophisticated and banks have become more active and advanced in the...
Persistent link: https://www.econbiz.de/10010229652
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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907
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Pros and cons of using derivatives
Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102
Persistent link: https://www.econbiz.de/10010190844