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Not-So-Magical Realism : A Climate Stress Test of the Colombian Banking System
World Bank Group - 2021
affect Colombian banks' balance sheet: the effects on credit risk in the loan portfolio, the effects on the market value of … related entities and noncorporate loans (the latter only for transition risk). Because data are not available for all …
Persistent link: https://www.econbiz.de/10012817541
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Shortfall-risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen
Kaduff, Jochen Volker - 1996
Persistent link: https://www.econbiz.de/10004310203
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Kreditrisiko (CreditMetrics)
Heidorn, Thomas - 1999
Persistent link: https://www.econbiz.de/10004139969
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Geotechnical Risk
World Bank Group - 2021
geotechnical issues and recommended risk mitigation and management measures. The investigation, design, and construction of dams …
Persistent link: https://www.econbiz.de/10012521899
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Optimal funding and asset allocation rules for defined-benefit pension plans
Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983
Persistent link: https://www.econbiz.de/10002653682
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Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver - 1998
Persistent link: https://www.econbiz.de/10004379529
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Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo - 2006
Persistent link: https://www.econbiz.de/10004920247
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Revisiting Risk-Weighted Assets
Avramova, Sofiya; Leslé, Vanessa Le - International Monetary Fund (IMF) - 2012
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk … actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios. …
Persistent link: https://www.econbiz.de/10010790321
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The New Capital Adequacy Framework; Institutional Constraints and Incentive Structures
Karacadag, Cem; Taylor, Michael - International Monetary Fund (IMF) - 2000
This paper considers the implementation challenges facing the Basel Committee’s new proposals on bank capital standards. When compared with the existing Capital Accord, the proposals represent a shift across two intersecting dimensions—regulatory versus economic capital, and rules-based...
Persistent link: https://www.econbiz.de/10005768910