Credit portfolio modelling and its effect on capital requirements
Year of publication: |
2012
|
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Authors: | Bülbül, Dilek ; Lambert, Claudia |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Risk management | regulation | capital requirement | credit portfolio model | propensity score |
Series: | Bundesbank Discussion Paper ; 11/2012 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-811-1 |
Other identifiers: | 715125044 [GVK] hdl:10419/57776 [Handle] RePEc:zbw:bubdps:112012 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Credit portfolio modelling and its effect on capital requirements
Bülbül, Dilek, (2012)
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Zsámboki, Balázs, (2007)
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Zsámboki, Balázs, (2007)
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What influences banks' choice of risk managment tools? Theory and evidence
Bülbül, Dilek, (2013)
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Credit portfolio modelling and its effect on capital requirements
Bülbül, Dilek, (2012)
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What influences banks' choice of risk management tools? : theory and evidence
Bülbül, Dilek, (2013)
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