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標(biāo)題: Titlebook: Bank Management and Control; Strategy, Capital an Johannes Wernz Book 20141st edition Springer-Verlag Berlin Heidelberg 2014 Basel III.adva [打印本頁]

作者: Grievous 時(shí)間: 2025-3-21 18:48
書目名稱Bank Management and Control影響因子(影響力)

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書目名稱Bank Management and Control網(wǎng)絡(luò)公開度

書目名稱Bank Management and Control網(wǎng)絡(luò)公開度學(xué)科排名

書目名稱Bank Management and Control被引頻次

書目名稱Bank Management and Control被引頻次學(xué)科排名

書目名稱Bank Management and Control年度引用

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書目名稱Bank Management and Control讀者反饋

書目名稱Bank Management and Control讀者反饋學(xué)科排名

作者: 中子 時(shí)間: 2025-3-21 21:39

作者: judicial 時(shí)間: 2025-3-22 01:34
Risk Modeling and Capital: Counterparty Credit Risk (EPE),

作者: Bone-Scan 時(shí)間: 2025-3-22 05:10
Risk Modeling and Capital: Credit Risk (Securitizations),

作者: 概觀 時(shí)間: 2025-3-22 09:49

作者: HAIL 時(shí)間: 2025-3-22 13:11
2192-8096 t.Describes macroeconomic scenarios for implementationStrategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced met

作者: 我沒有強(qiáng)迫 時(shí)間: 2025-3-22 19:50

作者: 行為 時(shí)間: 2025-3-23 00:10
Risk Modeling and Capital: Credit Risk (Loans),ng systems is lower than the realized default rates the bank has to do additional write-offs. If there are securities like mortgages these write-offs are reduced as the bank gets back some of the money.

作者: defeatist 時(shí)間: 2025-3-23 01:43

作者: Halfhearted 時(shí)間: 2025-3-23 08:55

作者: 蓋他為秘密 時(shí)間: 2025-3-23 13:25
Sylvia Veit,Christoph Reichard,G?ttrik Wewerh. Statistically in each year a certain fraction of clients will default. If the calibration of the probabilities of default (PD) forecast by the rating systems is lower than the realized default rates the bank has to do additional write-offs. If there are securities like mortgages these write-offs

作者: 異常 時(shí)間: 2025-3-23 15:56
Deutschland als WirtschaftsmachtIn the following, the formulas for the derivation of risk-weighted assets are given. The parameters that go into these formulas are discussed in detail in ..

作者: Ordnance 時(shí)間: 2025-3-23 21:56

作者: defibrillator 時(shí)間: 2025-3-24 01:33
Deutsche Identit?t und Au?enpolitikThe settlement risk, also known as “Herstatt risk,” is the risk of losing receivables during the settlement period. The Herstatt-Bank of Cologne/Germany went bankrupt in 1974. A few banks had already made their payments in Deutsche Mark “DM” to Herstatt and lost the equivalent in U.S. dollars as Herstatt was unable to make the payment.

作者: 小畫像 時(shí)間: 2025-3-24 06:03
Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets,In the following, the formulas for the derivation of risk-weighted assets are given. The parameters that go into these formulas are discussed in detail in ..

作者: SENT 時(shí)間: 2025-3-24 07:40
Appendix: Credit Portfolio Modeling,A credit portfolio model (CPM) is a credit VaR approach (CVaR). Credit portfolio models are mostly designed as multi-factor models.

作者: 暫時(shí)過來 時(shí)間: 2025-3-24 13:17