Zobrazeno 1 - 10
of 16
pro vyhledávání: '"credit risk portfolio"'
Autor:
ARATEN, MICH Araten@aol.com, BREEDEN, JOE1 breeden@prescientmodels.com
Publikováno v:
RMA Journal. Oct2014, Vol. 97 Issue 2, p30-35. 4p.
Autor:
M. A. Gorskij, E. A. Zakrevskaya
Publikováno v:
Путеводитель предпринимателя, Vol 0, Iss 34, Pp 105-123 (2020)
The article observe the problem in using the econometric approach to the assessment of the total loan risk appearing in portfolio of assorted risk of commercial bank loans. It is proposed to use the linear regression model of dependence between the v
Externí odkaz:
https://doaj.org/article/35ac23ebf83a4fcfbffddeaed4666e20
Publikováno v:
Operations Research, 2008 Sep 01. 56(5), 1200-1217.
Externí odkaz:
https://www.jstor.org/stable/25580876
Publikováno v:
Scopus-Elsevier
The main research objective of the paper is to find the determinants of the price to book ratios in the European banking sector. Since the outbreak of the last global financial crisis, the price to book ratios of most European banks have remained une
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e986d7f49965546472b771bc0092a458
https://www.bib.irb.hr/1084096
https://www.bib.irb.hr/1084096
In this paper, we assess the magnitude of model uncertainty of credit risk portfolio models, that is, what is the maximum and minimum value-at-risk (VaR) of a portfolio of risky loans that can be justified given a certain amount of available informat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c3a4b25cbe1a95068ec25ba547c5c31
https://hdl.handle.net/20.500.14017/4f92774e-e704-480e-b175-257b1390bf4c
https://hdl.handle.net/20.500.14017/4f92774e-e704-480e-b175-257b1390bf4c
Publikováno v:
Suhasni problemi economici i pidpriemniztvo; № 6 (2011); 158-163
Современные проблемы экономики и предпринимательство; № 6 (2011): Современные проблемы Экономики и предпринимательство. Выпуск 6; 158-163
Сучасні проблеми економіки і підприємництво; № 6 (2011): СУЧАСНІ ПРОБЛЕМИ ЕКОНОМІКИ І ПІДПРИЄМНИЦТВО [Текст]: Збірник наукових праць. – Випуск 6 (2011); 158-163
Современные проблемы экономики и предпринимательство; № 6 (2011): Современные проблемы Экономики и предпринимательство. Выпуск 6; 158-163
Сучасні проблеми економіки і підприємництво; № 6 (2011): СУЧАСНІ ПРОБЛЕМИ ЕКОНОМІКИ І ПІДПРИЄМНИЦТВО [Текст]: Збірник наукових праць. – Випуск 6 (2011); 158-163
Method of measuring counterparty credit risk is investigated. Aspects of introduced method, related to different cash flow directions, default states, rate of recovery are introduced. Using of this method in concrete example is given. Reasonable use
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=scientific_p::1a6f4331eac21765671b95ebcdc4184a
http://sb-keip.kpi.ua/article/view/37548
http://sb-keip.kpi.ua/article/view/37548
Publikováno v:
RMA Journal. Apr2017, Vol. 99 Issue 7, p67-67. 1/4p.
Autor:
Trepl, Stefanie
The thesis presents two applications of the economics of investment in the presence of risk and market frictions. The first is in the area of financial economics (Part II) and the second is in the area of international trade and labor economics (Part
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e3b274f75857b7a1d912b64d48b4d84
Akademický článek
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During the past two years, private equity funds have acquired substantial portfolios of nonperforming loans from banks in Germany. Typically a private equity investor does not commit funds unless exit strategies are clearly defined. The usual exit st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::85d04c179830ec662e9d1acb55d131e2
https://www.econstor.eu/bitstream/10419/27841/1/577674986.PDF
https://www.econstor.eu/bitstream/10419/27841/1/577674986.PDF