Similar Search Results

The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks

González, Oliver; Keddad, Benjamin - In: Finance research letters 60 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014490272

Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries

Vasileiou, Evangelos; Theodoros, Syriopoulos; … - In: The journal of prediction markets 16 (2022) 1, pp. 95-121

Persistent link: https://www.econbiz.de/10014289727

Economic capital: A brief history and practical applications today

Ferguson, Tally - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 57-78

Persistent link: https://www.econbiz.de/10012041840

Measurement of the displaced commercial risk in Islamic Banks

Toumi, Kaouther; Viviani, Jean-Laurent; Chayeh, Zeinab - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 18-31

Persistent link: https://www.econbiz.de/10012296888

Capital allocation for portfolios with non-linear risk aggregation

Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 72 (2017), pp. 95-106

Persistent link: https://www.econbiz.de/10011694391

Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios

Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491177

Measuring the diversification of a loan portfolio

Tourin, Agnès - In: International journal of bonds and derivatives 4 (2020) 2, pp. 104-113

Persistent link: https://www.econbiz.de/10012505156

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

High and low credit risk in SME portfolios : evidence from regulatory risk grade dissemination

Nokkala, Jan - In: International journal of business and economic sciences … 15 (2022) 2, pp. 25-34

Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME … current research on the area, we approach SME risk from perspective of FIs own risk assessments and compare it to how SME risk … rating and measurement compares to other counterparties. Design/methodology/approach: We use published risk rating data from …

Persistent link: https://www.econbiz.de/10013489519

Incentives for effective risk management

Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 2001

Under the new Capital Accord, banks choose between two different types of risk management systems, the standard or the … internal rating based approach. The paper considers how a bank's preference for a risk management system is affected by the … presence of supervision by bank regulators. The model uses a principal-agent setting between a bank's owner and its risk …

Persistent link: https://www.econbiz.de/10011318589