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A specific transaction comparison of Basel II bank and CLO loan portfolio equity allocation
Ryan, John; Ameer, Paul; Dunbar, Travis - In: The journal of structured finance 13 (2007/08) 2, pp. 20-25
Persistent link: https://www.econbiz.de/10003761670
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Financial institution credit assessment and implications for portfolio managers
Purda, Lynnette; Sonmez, Fatma; Zhong, Ligang - In: Journal of international financial markets, … 38 (2015), pp. 148-166
Persistent link: https://www.econbiz.de/10011475182
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Do syndicated loans influence systemic risk? : an empirical analysis of the Canadian syndicated loan market
Drapeau, Line; Champagne, Claudia - In: Review of economics & finance 5 (2015) 4, pp. 22-41
Persistent link: https://www.econbiz.de/10011411142
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Kreditrisikomanagement : Portfoliomodelle und Derivate
Oehler, Andreas (ed.) - 2000
Persistent link: https://www.econbiz.de/10001480706
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Improving bank lending through active credit portfolio management : an empirical study
Dürr, Jochen (contributor) - 2006
Persistent link: https://www.econbiz.de/10003398710
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Oehler, Andreas (ed.) - 2002 - 2., überarb. und erheblich erw. Aufl.
Persistent link: https://www.econbiz.de/10001697590
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Kreditportfoliosteuerung mit Sekundärmarktinstrumenten
Poppensieker, Thomas - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001695326
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Kreditrisikomessung und Kreditrisikomanagement
Szczesny, Andrea (ed.) - 2001 - 1. Aufl
Persistent link: https://www.econbiz.de/10001546551
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Systemic Risk and Heavy Tails : The Case of Banks’ Loan Portfolio
Agarwal, Sumit - 2011
findings, based on simulated data that reproduce a bank's mean PD and LGD values. The findings do show that the Pareto …
Persistent link: https://www.econbiz.de/10013128402
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Sector Concentration in Loan Portfolios and Economic Capital
Duellmann, Klaus - 2010
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10013137441