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Kreditrisikohandel, Basel II und interne Märkte in Banken
Klement, Jochen - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003407767
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Operational risk : a guide to Basel II capital requirements, models, and analysis
Chernobai, Anna S.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2007
Persistent link: https://www.econbiz.de/10003427487
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Makroökonomische Faktoren im internen Rating : eine empirische Untersuchung zur Überprüfung der Unternehmensbonität
Botterweck, Birgit - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003439032
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Wachstumspolitische Aspekte der Umsetzung von Basel II
Drüen, Jörg - 2007
Persistent link: https://www.econbiz.de/10003440492
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The Basel II risk parameters : estimation, validation, stress testing ; with applications to loan risk management
Engelmann, Bernd (ed.); Rauhmeier, Robert (contributor) - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10008654848
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Credit Analyst
Everling, Oliver (ed.); Leker, Jens (contributor);  … - 2012 - 2., aktualisierte und vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10009491909
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Modelling operational risk using Bayesian inference
Shevchenko, Pavel V. - 2011
Persistent link: https://www.econbiz.de/10008823567
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Risk management in credit portfolios : concentration risk and Basel II
Hibbeln, Martin - 2010
Persistent link: https://www.econbiz.de/10008771418
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - 2012
lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank’s credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …
Persistent link: https://www.econbiz.de/10009509090