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A general framework for IRBA backtesting
Huschens, Stefan; Stahl, Gerhard - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 53 (2005) 4, pp. 241-248
Persistent link: https://www.econbiz.de/10002750165
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Credit rating migration risk and business cycles
Fei, Fei; Fuertes, Ana María; Kalotychou, Elena - In: Journal of business finance & accounting : JBFA 39 (2012) 1/2, pp. 229-263
Persistent link: https://www.econbiz.de/10009532615
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Die Bedeutung von Ratinginformationen und Portfolioanalysen zur Quantifizierung von Kreditrisiken
Knippschild, Martin; Hromadka, Jürgen; … - In: Handbuch Aufsichts- und Verwaltungsräte in …, (pp. 1047-1075). 2013
Persistent link: https://www.econbiz.de/10009759687
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Modeling of bank credit risk management using the cost risk model
Yanenkova, Iryna; Nehoda, Yuliia; Drobyazko, Svetlana; … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-15
This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk management was proposed based on neural-cell technologies, which expand the possibilities of modeling complex objects and processes and provide high reliability of credit risk...
Persistent link: https://www.econbiz.de/10012534575
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Kapitalallokation als nachhaltige Erfolgsquelle der Bank
Sievi, Christian R.; Wegner, Olaf - In: Strategische Gesamtbanksteuerung, (pp. 417-457). 2008
Persistent link: https://www.econbiz.de/10003833302
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Kapitallokation als nachhaltige Erfolgsquelle der Bank
Sievi, Christian R.; Wegner, Olaf - In: Strategische Gesamtbanksteuerung, (pp. 574-614). 2011
Persistent link: https://www.econbiz.de/10009510950
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Risikoaggregationsverfahren für die Kapitalallokation : Konsequenzen und Erkenntnisse aus der Finanzmarktkrise ; strategische Kapitalallokation
Beck, Andreas; Lesko, Michael; Wegner, Olaf - In: Risiko-Manager (2009) 25/26, pp. 48-56
Persistent link: https://www.econbiz.de/10003909621
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Evidence of non-Markovian behavior in the process of bank rating migrations
Gómez-González, José E.; Kiefer, Nicholas Maximilian - In: Cuadernos de economía 46 (2009), pp. 33-50
Persistent link: https://www.econbiz.de/10003856784
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A note on ratings of international banks
Matousek, Roman; Stewart, Chris - In: Journal of financial regulation and compliance : an … 17 (2009) 2, pp. 146-155
Persistent link: https://www.econbiz.de/10003899263
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Asymmetric benchmarking in bank credit rating
Shen, Chung-hua; Huang, Yu-li; Hasan, Iftekhar - In: Journal of international financial markets, … 22 (2012) 1, pp. 171-193
Persistent link: https://www.econbiz.de/10009540829