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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank - 2000
Persistent link: https://www.econbiz.de/10001506939
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Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
Lee, Yong Woong; Poon, Ser-Huang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 118-139
Persistent link: https://www.econbiz.de/10011404418
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Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E.; McPhail, Lihong Lu - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 375-388
Persistent link: https://www.econbiz.de/10011346965
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The impact of credit risk assessment on credit activity of commercial banks
Ljubić, Marijana; Pavlović, Vladan; Milančić, Srećko - In: Megatrend revija 12 (2015) 3, pp. 141-152
Persistent link: https://www.econbiz.de/10011428349
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
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Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - In: International journal of financial engineering 10 (2023) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014289142
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014266283