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Year of publication
Subject
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Basel II 18 Kreditrisiko 15 Credit risk 13 IRB 13 IRB approach 13 Kreditwürdigkeit 9 Basler Akkord 8 Kreditgeschäft 8 Theorie 8 Bank 7 Basel Accord 7 Bank lending 6 Banks 6 Credit rating 6 capital requirements 6 double default 6 IRB-Ansatz 5 Riesgo de crédito 5 SME financing 5 bank competition 5 banks 5 credit risk 5 regulation 5 Artificial intelligence 4 Machine learning 4 Theory 4 credit 4 enterprises 4 granularity adjustment 4 lending and lending margins 4 the IRB approach 4 the standardised approach (SA) 4 Aprendizaje automático 3 Bank regulation 3 Bankenregulierung 3 Bankrisiko 3 Basilea II 3 Forecasting model 3 IRB system 3 Inteligencia artificial 3
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Online availability
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Free 51 CC license 6
Type of publication
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Book / Working Paper 32 Article 12 Other 7
Type of publication (narrower categories)
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Working Paper 17 Arbeitspapier 10 Graue Literatur 9 Non-commercial literature 9 Article in journal 5 Aufsatz in Zeitschrift 5 Research Report 4 Article 2 Book Part 1 Collection of articles of several authors 1 Conference proceedings 1 Konferenzschrift 1 Sammelwerk 1 Thesis 1
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Language
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English 27 Undetermined 9 German 7 Norwegian 4 Spanish 3 Portuguese 1
Author
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Andersen, Henrik 8 Alonso, Andrés 6 Lütkebohmert, Eva 6 Hakenes, Hendrik 5 Schnabel, Isabel 5 Ebert, Sebastian 4 Johnsen, Jama 4 Juelsrud, Ragnar Enger 4 Carbó, José Manuel 3 Allgeier, Burkhard 2 Benbachir, Saâd 2 Braun, Daniel 2 Carbó Martinez, José Manuel 2 Cremers, Heinz 2 Figuet, Jean-Marc 2 Gürtler, Marc 2 Habachi, Mohamed 2 Heithecker, Dirk 2 Kostøl, Andreas R. 2 Kostøl, Andreas Ravndal 2 Lahet, Delphine 2 Sturm, Gabriele 2 Angeloni, Ignazio 1 Balling, Morten 1 Barucci, Emilio 1 Baviera, Roberto 1 Boscia, Manuela Rodrigues 1 Bruno, Brunella 1 Calcagnini, Giorgio 1 Calzolari, Giacomo 1 Camino Blasco, David 1 Carbó Martínez, José Manuel 1 Colliard, Jean-Edouard 1 Damaskou, Anna 1 Dantas, José Alves 1 Dombret, Andreas R. 1 Draghi, Mario 1 Falavigna, Greta 1 Favaretto, Federico 1 Giombini, Germana 1
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Institution
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University of Bonn, Germany 3 Basel Committee on Banking Supervision 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Deutsche Bundesbank 1 Frankfurt School of Finance and Management 1 Institute of Public Policy and Public Choice - POLIS 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1 SUERF - The European Money and Finance Forum 1 Stiftung Geld und Währung 1
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Published in...
All
Bonn Econ Discussion Papers 6 Staff Memo 4 Staff memo / Norges Bank 4 Documentos de trabajo / Banco de España 2 Frankfurt School - Working Paper Series 2 Revue d’économie du développement 2 Working paper / Basel Committee on Banking Supervision 2 Cogent Business & Management 1 Cogent business & management 1 Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 1 Discussion papers / Governance and the Efficiency of Economic Systems 1 Financial innovation : FIN 1 Informationen zur Raumentwicklung 1 International journal of finance & banking studies : JJFBS 1 Journal of Economics, Finance and Administrative Science 1 Journal of industrial and business economics 1 Journal of the New Economic Association 1 MPRA Paper 1 POLIS Working Papers 1 Preprints of the Max Planck Institute for Research on Collective Goods 1 Revista Brasileira de Finanças : RBFin 1 SFB/TR 15 Discussion Paper 1 SUERF conference proceedings 1 Städte im demographischen Wandel, Dezembertagung des Arbeitskreises Städte und Regionen der Deutschen Gesellschaft für Demographie (DGD) in Kooperation mit dem Bundesamt für Bauwesen und Raumordnung (BBR), Berlin, 2007 1 Working Paper Series 1 Working Paper Series of the Max Planck Institute for Research on Collective Goods 1 Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Working paper 1
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Source
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ECONIS (ZBW) 16 EconStor 14 RePEc 13 BASE 8
Showing 1 - 10 of 51
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The effect of 2020 lockdown on bank internal ratings
Calcagnini, Giorgio; Favaretto, Federico; Giombini, Germana - In: Journal of industrial and business economics 51 (2024) 2, pp. 355-396
Persistent link: https://www.econbiz.de/10015135870
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó Martinez, José Manuel - 2021
de sistemas basados en calificaciones internas —Internal ratings-based approach (IRB)— hemos examinado los beneficios en … Lasso puede resultar en ahorros de un 12,4 % a un 17 %, en términos de capital regulatorio, cuando utilizamos el proceso IRB … supervisory validation of Internal Rating-Based (IRB) systems, we examine the benefits of using ML in terms of predictive power …
Persistent link: https://www.econbiz.de/10012525481
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó Martinez, José Manuel - 2021
Summary of Banco de España Working Paper no. 2105
Persistent link: https://www.econbiz.de/10012526625
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Effects of the new standardised approach and the new output floor for IRB banks
Andersen, Henrik; Johnsen, Jama - 2023
limited implications for the largest Norwegian banks (IRB banks), but they may contribute to more equal and comparable capital …
Persistent link: https://www.econbiz.de/10014551650
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Effekter av ny standardmetode og nytt gulv for IRB-bankene
Andersen, Henrik; Johnsen, Jama - 2023
limited implications for the largest Norwegian banks (IRB banks), but they may contribute to more equal and comparable capital …
Persistent link: https://www.econbiz.de/10014551730
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Effekter av ny standardmetode og nytt gulv for IRB-bankene
Andersen, Henrik; Johnsen, Jama - 2023
limited implications for the largest Norwegian banks (IRB banks), but they may contribute to more equal and comparable capital …
Persistent link: https://www.econbiz.de/10014247690
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Cover Image
Effects of the new standardised approach and the new output floor for IRB banks
Andersen, Henrik; Johnsen, Jama - 2023
limited implications for the largest Norwegian banks (IRB banks), but they may contribute to more equal and comparable capital …
Persistent link: https://www.econbiz.de/10014313749
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Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost
Alonso, Andrés; Carbó, José Manuel - 2020
de rating (IRB) para capital regulatorio a fin de detectar las limitaciones del ML en riesgo de crédito. Identificamos … internal ratings-based (IRB) systems for regulatory capital to detect ML’s limitations in credit risk mangement. We identify up …
Persistent link: https://www.econbiz.de/10012525231
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Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction
Alonso, Andrés; Carbó Martínez, José Manuel - In: Financial innovation : FIN 8 (2022), pp. 1-35
Implementing new machine learning (ML) algorithms for credit default prediction is associated with better predictive performance; however, it also generates new model risks, particularly concerning the supervisory validation process. Recent industry surveys often mention that uncertainty about how...
Persistent link: https://www.econbiz.de/10013332386
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Effects of the ECL model on regulatory capital in European banks : IRB and standardized approaches
Boscia, Manuela Rodrigues; Dantas, José Alves; Leone, Vitor - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 01-13
Persistent link: https://www.econbiz.de/10013460116
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