Zobrazeno 1 - 10
of 10
pro vyhledávání: '"internal rating models"'
Autor:
Vasile Dedu, Tudor Alexandru Ganea
Publikováno v:
Theoretical and Applied Economics, Vol 01(530), Iss 01(530), Pp 33-44 (2009)
We consider that, starting from 2007, in order to deal with the competition, the banks from Romania will have to be prepared to take and effectively manage higher risks, both on their own behalf, and on the behalf of their clients, since the transiti
Externí odkaz:
https://doaj.org/article/4e5e1364bfcd495d9ea639416081d05e
Autor:
Bogdan Moinescu, Nicolae Dardac
Publikováno v:
Theoretical and Applied Economics, Vol 9(504), Iss 9(504), Pp 55-60 (2006)
The new own funds adequacy device, officialy named “ International Convergence of Capital Measurement and Capital Standards”, describes the most important benchmark framework for micro-prudential supervision at the moment. The publication of the
Externí odkaz:
https://doaj.org/article/225756f13fca4a3d93fd680e5f56c3a6
Autor:
Nicolae Dardac, Bogdan Moinescu
Publikováno v:
Theoretical and Applied Economics, Vol XIII, Iss 9 (2006)
The new own funds adequacy device, officialy named “ International Convergence of Capital Measurement and Capital Standards”, describes the most important benchmark framework for micro-prudential supervision at the moment. The publication of the
Externí odkaz:
https://doaj.org/article/7d09e73845264d14ab07159002a2b8e0
Publikováno v:
Journal of International Studies
Journal of International Studies, Vol 8, Iss 1 (2015)
Journal of International Studies, Vol 8, Iss 1 (2015)
Currently, in the banking sector of the economically developed countries is possible to monitor the trend of high liquidity and the low volume of credit financing of Small and Medium-sized Enterprises (SMEs). is situation is far from ideal because th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::066f139cd7b63cb697142c3ec8514827
https://doi.org/10.14254/2071-8330.2015/8-1/8
https://doi.org/10.14254/2071-8330.2015/8-1/8
Autor:
Haselmann, Rainer, Wahrenburg, Mark
We provide an assessment of the Basel Committee on Banking Supervision (BCBS) proposal to restrict the internal ratings-based approach on bank risk and to introduce risk-weighted asset floors. If well enforced, risk-sensitive capital regulation resul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cfe3b25f72625b26bfe9e3d864a5c396
http://publikationen.ub.uni-frankfurt.de/files/42905/SAFE_White_Paper_43.pdf
http://publikationen.ub.uni-frankfurt.de/files/42905/SAFE_White_Paper_43.pdf
Autor:
Svatová, Ivana
The aim of the bachelor thesis is to describe the methods used by the bank to determine the rating of client and to evaluate the creditworthiness of Vítkovice a.s. In the theoretical part of the thesis is defined credit risk and internal rating mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::3acfdaadf13d0fa56fade4adb5249c84
http://www.nusl.cz/ntk/nusl-360308
http://www.nusl.cz/ntk/nusl-360308
Autor:
Oricchio Gianluca
Publikováno v:
Economia dei Servizi. (3):471-482
The implementation of Basel 2 banking regulation has fuelled the applied research regarding internal rating models. The effectiveness and accuracy of credit risk modelling has improved in the last years. In the paper we propose to use these models in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::bb3b5bd17b1cefffc875b0eb72aad36b
https://www.rivisteweb.it/doi/10.2382/24832
https://www.rivisteweb.it/doi/10.2382/24832
Autor:
Giovanna Paladino, Andrea Beltratti
Publikováno v:
SSRN Electronic Journal.
Banks use internal models to optimize risk weights and better account for the specific risk of each asset class. As the choice of a set of risk weights directly amounts to affecting the regulatory capital ratio, economic theory suggests that banks sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac0b2acf559d86dd4775413d0fe5b450
https://doi.org/10.2139/ssrn.2254420
https://doi.org/10.2139/ssrn.2254420
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