Zobrazeno 1 - 10
of 109
pro vyhledávání: '"internal rating"'
Autor:
Mohamed Habachi, Salim El Haddad
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 3, Pp 260-276 (2021)
This study proposed a method for constructing rating tools using logistic regression and linear discriminant analysis to determine the risk profile of SME portfolios. The objective, firstly, is to evaluate the impact of the crisis due to the Covid-19
Externí odkaz:
https://doaj.org/article/6da8ad5c3aef423b897f452a45ce3e00
Autor:
Nehrebecka, Natalia
Publikováno v:
Ekonometria / Econometrics. 22(2):54-73
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=668051
Autor:
Meeh-Bunse Gunther, Hermeling Anke
Publikováno v:
Business Systems Research, Vol 8, Iss 1, Pp 124-132 (2017)
Background: The global financial crisis has revealed the urgency of changes in the business models of banks around the world. Due to rising regulatory costs and the effects of the low-interest rate phase, the revenue of banking sector is under pressu
Externí odkaz:
https://doaj.org/article/7e5ece6b29f84cc3aab91e5c8352b5fd
Publikováno v:
Journal of Business Economics and Management, Vol 20, Iss 4 (2019)
The traditional loans pricing methods are usually based on risk measures of individual loan’s characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan po
Externí odkaz:
https://doaj.org/article/8694104141564b1cb2b9cfe84ae851ff
Autor:
Makhmudov Omon Tukhtaevich.
This article describes the necessity and features of determining the rating of commercial banks. Also, the prospects of introducing an internal rating in the process of determining the rating of banks are mentioned.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::187ab4c5e52e0ade0f6500a922f61f56
Publikováno v:
European Financial Systems 2014 : Proceedings of the 11th International Scientific Conference. :118-126
Externí odkaz:
https://www.ceeol.com/search/chapter-detail?id=842965
Autor:
Salim El Haddad, Mohamed El Habachi
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 3, Pp 260-276 (2021)
This study proposed a method for constructing rating tools using logistic regression and linear discriminant analysis to determine the risk profile of SME portfolios. The objective, firstly, is to evaluate the impact of the crisis due to the Covid-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a89c83570a8acc0f24674256d8bb785f
https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15499/IMFI_2020_03_Habachi.pdf
https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15499/IMFI_2020_03_Habachi.pdf
Autor:
Martin Neisen, Hermann Schulte-Mattler
Publikováno v:
Journal of Banking Regulation
The purpose of this paper is to assess the effectiveness of the transitional provisions for the impact of International Financial Reporting Standard 9 (IFRS 9) as a supervisory tool to strengthen a bank’s capital base. The new IFRS 9 provisions are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::71e32156a738b0bb6a9324c57e1929a9
http://europepmc.org/articles/PMC7993443
http://europepmc.org/articles/PMC7993443
Autor:
Belás Jaroslav, Cipovová Eva
Publikováno v:
Journal of Competitiveness, Vol 2011, Iss 4, Pp 104-120 (2011)
Commercial banks generally use different methods and procedures for managing credit risk. The internal rating method in which the client has an important position in the process of granting credit provides a comprehensive assessment of client creditw
Externí odkaz:
https://doaj.org/article/0cf48798eff8415ca96170cb1ba7b00f
Autor:
BOLOCAN DRAGOS-MIHAIL, Balogh Peter
Publikováno v:
Annals of the University of Oradea: Economic Science, Vol 1, Iss 2, Pp 665-671 (2010)
The internal ratings based approach (IRB Approach) was created as part of Basel II replacing the original Basle Accord of 1988 (Basle I) in an effort to create a better framework for regulating bank capital. This paper covers the methodology and comp
Externí odkaz:
https://doaj.org/article/fa6d7fe1731642eca993d368c0e72362