Similar Search Results

Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework

Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675

Persistent link: https://www.econbiz.de/10003791242

Carry-Trade auf Österreichisch : was für Haushalte entscheiden sich am ehesten für Fremdwährungskredite?

Beer, Christian; Ongena, Steven; Peter, Marcel - In: Finanzmarktstabilitätsbericht 16 (2008), pp. 117-132

Persistent link: https://www.econbiz.de/10003799023

Integration von Spreadrisiken in die Kreditrisikomessung

Bünte, Dominik; Schlottmann, Frank; Schnabl, Jan; … - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 62 (2009) 13, pp. 639-642

Persistent link: https://www.econbiz.de/10003857897

Liquiditätsrisiken im Kreditportfolio : Modellierung des Ziehungs- und Rückzahlungsverhaltens bei Kreditoptionsrechten

Thiemann, Michael - In: Risiko-Manager (2009) 21, pp. 1,8-11

Persistent link: https://www.econbiz.de/10003886306

The effects of loan portfolio concentration on Brazilian banks' return and risk

Tabak, Benjamin Miranda; Fazio, Dimas M.; Cajueiro, … - 2010

Persistent link: https://www.econbiz.de/10008667499

Approximating independent loss distributions with an adjusted binomial distribution

O'Kane, Dominic - In: The journal of credit risk : published quarterly by … 7 (2011/12) 4, pp. 103-117

Persistent link: https://www.econbiz.de/10009424787

Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - 2006 - This Version: 2006-10-23

The ongoing debate concerning credit concentration risk is mainly driven by the requirements on credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that are not fully captured by Pillar 1 should be adequately considered in the banks' risk management. This...

Persistent link: https://www.econbiz.de/10009486442

Single-name concentration risk in credit portfolios : a comparison of concentration indices

Calabrese, Raffaella; Porro, Francesco - 2012

Persistent link: https://www.econbiz.de/10009559737

Essays on credit markets and banking

Holmberg, Ulf - 2012

Persistent link: https://www.econbiz.de/10009524114

The effects of loan portfolio concentration on Brazilian banks’ return and risk

Tabak, Benjamin Miranda; Fazio, Dimas M.; Cajueiro, … - In: Journal of banking & finance 35 (2011) 11, pp. 3065-3076

Persistent link: https://www.econbiz.de/10009374560