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Credit risk and operational risk on financial performance of universal banks in Ghana : a partial least squared structural equation model (PLS SEM) approach

Gadzo, Samuel Gameli; Kportorgbi, Holy Kwabla; Gatsi, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-16

theory. It was also found that operational risk influences the financial performance of the universal banks in Ghana …

Persistent link: https://www.econbiz.de/10012023369

Default correlations, macroeconomic risk and credit portfolio management

Gersbach, Hans; Lipponer, Alexander - 1999

Persistent link: https://www.econbiz.de/10001475214

Confidence sets for asset correlations in portfolio credit risk

Castro Iragorri, Carlos Alberto - In: Revista de economía del Rosario 15 (2012) 1, pp. 19-58

Persistent link: https://www.econbiz.de/10010208712

An approximation method for analysis and valuation of credit correlation derivatives

Egami, Masahiko; Esteghamat, Kian - In: Journal of banking & finance 30 (2006) 2, pp. 341-364

Persistent link: https://www.econbiz.de/10003291266

Numerical modeling of dependent credit rating transitions with asynchronously moving industries

Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516

Persistent link: https://www.econbiz.de/10011762130

Measuring the diversification of a loan portfolio

Tourin, Agnès - In: International journal of bonds and derivatives 4 (2020) 2, pp. 104-113

Persistent link: https://www.econbiz.de/10012505156

Modeling portfolio credit risk taking into account the default correlations using a copula approach : implementation to an Italian loan portfolio

Di Clemente, Annalisa - In: Journal of risk and financial management : JRFM 13 (2020) 6/129, pp. 1-23

This work aims to illustrate an advanced quantitative methodology for measuring the credit risk of a loan portfolio allowing for diversification effects. Also, this methodology can allocate the credit capital coherently to each counterparty in the portfolio. The analytical approach used for...

Persistent link: https://www.econbiz.de/10012309082

Migration in structural credit rating models

Avramidis, Panagiotis - In: International journal of banking, accounting and finance 2 (2010) 1, pp. 31-46

Persistent link: https://www.econbiz.de/10003964032

Barrier-dependent structural models of default risk

Breitkopf, Nikolas - 2013 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009790786

The performance of hybrid models in the assessment of default risk

Zouari, Sami; Bellalah, Mondher; Lévy, Jean-Jacques - In: 6th International Finance Conference on Financial …, (pp. 2-24). 2011

Persistent link: https://www.econbiz.de/10009634605