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Basel Accord
Credit rating
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315
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
10
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5
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5
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4
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ECONIS (ZBW)
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1
Capital regulation induced reaching for systematic yield : financial instability through fire sales
Boermans, Martijn A.
;
Kroft, Bram van der
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014451958
Saved in:
2
Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
Chen, Colin
-
2024
-
1st ed. 2024.
Introduction to Credit Risk and Capital Management Frameworks -- Credit Data and Processing -- Credit Modeling Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and CCAR -- Underwriting and Credit Scoring.
Persistent link: https://www.econbiz.de/10014524754
Saved in:
3
Loss given default or default status : which is better to determine farmers' credit ratings?
Chai, Nana
;
Shi, Baofeng
;
Hua, Yiting
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472513
Saved in:
4
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria
Penikas, Henry
- In:
Risk management : an international journal
25
(
2023
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014372840
Saved in:
5
Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin
;
Li, Zhiyong
;
Bellotti, Anthony
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
Saved in:
6
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
7
A risk-neutral approach to the RAROC method of loan pricing using account-level data
Misra, Arun Kumar
;
Rahman, Molla Ramizur
;
Tiwari, …
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 212-225
Persistent link: https://www.econbiz.de/10014232427
Saved in:
8
In the club : how and why central bankers created a hierarchy of sovereign borrowers, c. 1988-2007
Bruneau, Quentin
- In:
Review of international political economy
30
(
2023
)
1
,
pp. 153-175
Persistent link: https://www.econbiz.de/10014226481
Saved in:
9
A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh
;
Mues, Christophe
;
Bravo, Cristián
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
Saved in:
10
Credit risk cyclicality in Serbian banking sector
Kanazir, Svetlana Drljača
- In:
Applied economics
55
(
2023
)
22
,
pp. 2505-2520
Persistent link: https://www.econbiz.de/10014294970
Saved in:
11
Did the rating standard for banks change after the crisis?
Huang, Yu-Li
;
Shen, Chung-hua
;
Lin, Kun-Li
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1617-1663
Persistent link: https://www.econbiz.de/10013191987
Saved in:
12
IFRS 16 Incremental Borrowing Rate : comparability issues and a methodology proposal for Loss Given Default Adjustment
Delgado-Vaquero, David
;
Morales-Diaz, Jose
; …
- In:
Accounting in Europe
19
(
2022
)
2
,
pp. 287-310
Persistent link: https://www.econbiz.de/10013350328
Saved in:
13
Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony
;
Brigo, Damiano
;
Gambetti, Paolo
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
Saved in:
14
Stress-testing and credit risk revisited : a shipping sector application
Merika, Anna
;
Negkakis, Ioannis
;
Penikas, Henry
- In:
International journal of banking, accounting and …
12
(
2021
)
4
,
pp. 347-367
Persistent link: https://www.econbiz.de/10012694425
Saved in:
15
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
16
Stress tests in Hungarian banking after 2008
Pollák, Zoltán
;
Popper, Dávid
- In:
Acta oeconomica : periodical of the Hungarian Academy …
71
(
2021
)
3
,
pp. 451-463
Persistent link: https://www.econbiz.de/10012800825
Saved in:
17
Loan syndication under Basel II : how do firm credit ratings affect the cost of credit?
Hasan, Iftekhar
;
Kim, Suk-Joong
;
Politsidis, Panagiotis N.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012801467
Saved in:
18
The real impact of ratings-based capital rules on the finance-growth nexus
Hasan, Iftekhar
;
Hassan, Gazi M.
;
Kim, Suk-Joong
;
Wu, Eliza
- In:
International review of financial analysis
73
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803740
Saved in:
19
Rethinking the use of credit ratings in capital regulations : evidence from the insurance industry
Hanley, Kathleen Weiss
;
Nikolova, Stanislava
- In:
The review of corporate finance studies : RCFS
10
(
2021
)
2
,
pp. 347-401
Persistent link: https://www.econbiz.de/10012546233
Saved in:
20
Basel regulatory capital formula revised
Yang, Yimin
;
Wu, Min
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012655060
Saved in:
21
Risk-sensitive Basel regulations and firms' access to credit : Direct and indirect effects
Gopalakrishnan, Balagopal
;
Jacob, Joshy
;
Mohapatra, Sanket
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012820312
Saved in:
22
Soft information in insurer lending and reinsurance under capital regulation
Li, Xuelian
;
Song, Zehe
;
Lin, Jyh-horng
- In:
Applied economics
53
(
2021
)
21
,
pp. 2457-2466
Persistent link: https://www.econbiz.de/10012501269
Saved in:
23
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei
;
Zhao, Junhao
;
He, Lingyun
;
Li, Yinguo
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339
Saved in:
24
Benchmarking loss given default discount rates
Scheule, Harald
;
Jortzik, Stephan
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
Saved in:
25
Bank capital and loan monitoring
Bhat, Gauri
;
Desai, Hemang
- In:
The accounting review : a publication of the American …
95
(
2020
)
3
,
pp. 85-114
Persistent link: https://www.econbiz.de/10012254216
Saved in:
26
Transformation needed : report on the 6th International Conference on Credit Risk Analysis and Management
Westerfeld, Simone
;
Wullschleger, Beatrix
- In:
Credit and capital markets : Kredit und Kapital
53
(
2020
)
2
,
pp. 285-298
Persistent link: https://www.econbiz.de/10012510360
Saved in:
27
Modeling recovery rate for leveraged loans
Chen, Xiaowei
;
Wang, Gang
;
Zhang, Xiangting
- In:
Economic modelling
81
(
2019
),
pp. 231-241
Persistent link: https://www.econbiz.de/10012202014
Saved in:
28
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
29
Credit rating and microfinance lending decisions based on loss given default (LGD)
Shi, Baofeng
;
Zhao, Xue
;
Wu, Bi
;
Dong, Yizhe
- In:
Finance research letters
30
(
2019
),
pp. 124-129
Persistent link: https://www.econbiz.de/10012420319
Saved in:
30
The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Li, Leon
;
Chen, Carl R.
- In:
Applied economics
50
(
2018
)
44
,
pp. 4803-4813
Persistent link: https://www.econbiz.de/10012061636
Saved in:
31
On the cyclicality of default rates of banks : a comparative study of the asset correlation and diversification effects
Blümke, Oliver
- In:
Journal of empirical finance
47
(
2018
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012103483
Saved in:
32
Fixed costs and capital regulation : impacts on the structure of banking markets and aggregate loan quality
Dia, Enzo
;
VanHoose, David D.
- In:
Journal of financial stability
36
(
2018
),
pp. 53-65
Persistent link: https://www.econbiz.de/10012156889
Saved in:
33
Effect of external support on bank default and operating risks : does country strength matter?
Shen, Chung-hua
;
Huang, Yu-Li
;
Lin, Kun-Li
- In:
Asia-Pacific journal of financial studies
47
(
2018
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012009558
Saved in:
34
A new barrier for the future of energy market in Turkey: Internal Capital Adequacy Assessment Process (ICAAP)
Okay, Esin
-
2018
Persistent link: https://www.econbiz.de/10011773596
Saved in:
35
Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests
Miani, Stefano
;
Floreani, Josanco
;
Paltrinieri, Andrea
- In:
The quarterly journal of finance
8
(
2018
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011922056
Saved in:
36
A new barrier for the future of energy market in Turkey : Internal capital adequacy assessment process (ICAAP)
Okay, Esin
- In:
Ethics and sustainability in global supply chain management
,
(pp. 178-196)
.
2017
Persistent link: https://www.econbiz.de/10011637756
Saved in:
37
Big Data and algorithmic governance: the case of financial practices
Campbell-Verduyn, Malcolm
;
Goguen, Marcel
;
Porter, Tony
- In:
New political economy
22
(
2017
)
2
,
pp. 219-236
Persistent link: https://www.econbiz.de/10011667246
Saved in:
38
Debt correlations in the wake of the financial crisis : what are appropriate default correlations for structured products?
Nickerson, Jordan
;
Griffin, John M.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 454-474
Persistent link: https://www.econbiz.de/10011751854
Saved in:
39
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
40
Credit ratings across asset classes : a long-term perspective
Cornaggia, Jess
;
Cornaggia, Kimberly J.
;
Hund, John E.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 465-509
Persistent link: https://www.econbiz.de/10011803272
Saved in:
41
An analysis of the consistency of banks' internal ratings
Berg, Tobias
;
Koziol, Philipp
- In:
Journal of banking & finance
78
(
2017
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011814826
Saved in:
42
Are through-the-cycle credit risk models a beneficial macro-prudential policy tool?
Mayer, Manuel
;
Sauer, Stephan
- In:
Monetary policy, financial crises, and the macroeconomy …
,
(pp. 201-224)
.
2017
Persistent link: https://www.econbiz.de/10011898229
Saved in:
43
Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta
;
Kawada, Akihiro
;
Yamashita, Satoshi
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
Saved in:
44
Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio
;
Rutkowski, Marek
- In:
Journal of financial regulation and compliance : an …
24
(
2016
)
2
,
pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
Saved in:
45
Estimating loss-given default through advanced credibility theory
Bonini, Stefano
;
Caivano, Giuliana
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
Saved in:
46
A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime
Naresh Kumar, M.
;
Rao, V. Sree Hari
- In:
Computational economics
46
(
2015
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10011441045
Saved in:
47
Loan price modelling for local governments using risk premium analysis
Navarro Galera, Andrés
;
Rayo-Cantón, Salvador
; …
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6257-6276
Persistent link: https://www.econbiz.de/10011411925
Saved in:
48
Estimation of regulatory credit risk models
Pérez Montes, Carlos
- In:
Journal of financial services research : JFSR
48
(
2015
)
2
,
pp. 161-191
Persistent link: https://www.econbiz.de/10011478377
Saved in:
49
Discretionary credit rating and bank stability in a financial crisis
Brezigar-Masten, Arjana
;
Masten, Igor
;
Volk, Matjaž
- In:
Eastern European economics
53
(
2015
)
5
,
pp. 377-402
Persistent link: https://www.econbiz.de/10011507602
Saved in:
50
Procyclicality of credit rating systems : how to manage it
Cesaroni, Tatiana
- In:
Journal of economics & business
82
(
2015
),
pp. 62-83
Persistent link: https://www.econbiz.de/10011476108
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