標(biāo)題: Titlebook: Basel III Credit Rating Systems; An Applied Guide to Luisa Izzi,Gianluca Oricchio,Laura Vitale Book 2012 Palgrave Macmillan, a division of [打印本頁(yè)] 作者: implicate 時(shí)間: 2025-3-21 17:03
書(shū)目名稱Basel III Credit Rating Systems影響因子(影響力)
書(shū)目名稱Basel III Credit Rating Systems影響因子(影響力)學(xué)科排名
書(shū)目名稱Basel III Credit Rating Systems網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Basel III Credit Rating Systems網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Basel III Credit Rating Systems被引頻次
書(shū)目名稱Basel III Credit Rating Systems被引頻次學(xué)科排名
書(shū)目名稱Basel III Credit Rating Systems年度引用
書(shū)目名稱Basel III Credit Rating Systems年度引用學(xué)科排名
書(shū)目名稱Basel III Credit Rating Systems讀者反饋
書(shū)目名稱Basel III Credit Rating Systems讀者反饋學(xué)科排名
作者: Stagger 時(shí)間: 2025-3-21 23:07
2946-2010 ng models and very advanced risk management processes. This book is a comprehensive guide to quantitative and qualitative rating assessments with up-to-date methodologies in the international banking system.978-1-349-33326-4978-0-230-36118-8Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: 翻布尋找 時(shí)間: 2025-3-22 00:50
https://doi.org/10.1007/978-3-8349-9948-1assets and/or cash flow of the target company. This implies that the success of an LBO will depend on the target company’s potential to generate cash flow, as well as on its attractiveness to possible buyers.作者: Spirometry 時(shí)間: 2025-3-22 05:54 作者: COUCH 時(shí)間: 2025-3-22 11:52
Die ?Hot Issues“ der Hedgefonds. The latter two techniques are considered to be implicit because they are not based directly on the realized LGD of defaulted facilities; moreover, the implied historical LGD technique is allowed only for the retail exposure class.作者: Cultivate 時(shí)間: 2025-3-22 14:32
Einordnung der Befragungsteilnehmer,s commonly known as workout LGD).. It is important to understand that expected recoveries do not take into account facilities’ regular reimbursement and interest payments, but only the cash flows collected following the obligor’s default, irrespectively of their timing.作者: 追逐 時(shí)間: 2025-3-22 20:04
https://doi.org/10.1007/978-3-8349-9948-1 for forthcoming movement in actual spreads. This is a general result based on the seminal paper by Merton on structural default compared to CDS spreads. The Merton model derives a theoretical, implied credit spread, having as inputs, among others, equity-implied volatility, which can be compared with observable CDS spreads.作者: Relinquish 時(shí)間: 2025-3-22 23:00 作者: Foreshadow 時(shí)間: 2025-3-23 02:41 作者: grotto 時(shí)間: 2025-3-23 07:45
Pricing in Liquid Markets for forthcoming movement in actual spreads. This is a general result based on the seminal paper by Merton on structural default compared to CDS spreads. The Merton model derives a theoretical, implied credit spread, having as inputs, among others, equity-implied volatility, which can be compared with observable CDS spreads.作者: Esophagitis 時(shí)間: 2025-3-23 12:52
https://doi.org/10.1007/978-3-8349-9948-1he ordinality allows for the ranking of obligors in terms of relative riskiness. To quantify obligors’ credit risk, probabilities of default are estimated for each rating category; the riskier a rating category is, the higher its PD estimate should be.作者: STERN 時(shí)間: 2025-3-23 14:27 作者: 強(qiáng)所 時(shí)間: 2025-3-23 21:13 作者: Femish 時(shí)間: 2025-3-24 01:32 作者: 祖?zhèn)髫?cái)產(chǎn) 時(shí)間: 2025-3-24 03:21
Expert Judgment-based Rating Assignment Processatings, as well as banks’ judgmental rating grades, are usually ordinal measures of credit risk (as opposed to, for example, KMV Moody’s ‘expected default frequencies’ — EDFs), which have been determined by taking into account all relevant available information (both quantitative and qualitative). T作者: Defraud 時(shí)間: 2025-3-24 09:31
Global Recovery Rate expressed as a percentage of the exposure at default (EAD) and can also be expressed by its complement 1 — the loss given default (LGD). Given the importance of the GRR parameter (or the LGD) for a bank’s risk-based decision-making, the quality of its estimation can produce a significant competitiv作者: resilience 時(shí)間: 2025-3-24 11:47 作者: bronchiole 時(shí)間: 2025-3-24 16:03
Rating Assignment on Object Financehe sponsor, who provides the equity and cooperates with a management team. The acquisition is financed by debt (the ‘lever’), which is secured by the assets and/or cash flow of the target company. This implies that the success of an LBO will depend on the target company’s potential to generate cash 作者: 生來(lái) 時(shí)間: 2025-3-24 20:32
Pricing in Liquid Markets securities. The equity and fixed income markets have been profitable fields of research (both theoretical and practical) for a long time, while the CDS market has increased its liquidity — and therefore the need for proper tools for analysis — only in recent years. It has been shown that equity-imp作者: alleviate 時(shí)間: 2025-3-25 02:49
CDS-implied EDF Credit Measures and Fair-value Spreadsd) EDF (expected default frequency) credit measures that can be compared directly with equity-based EDF credit measures. The model also provides equity-based fair-value CDS spreads (FVS) which can be compared directly with observed CDS spreads.作者: MIRTH 時(shí)間: 2025-3-25 05:58 作者: CHARM 時(shí)間: 2025-3-25 09:28
The Internal Rating Agency: Organization and Scopee control framework is put in place. This is especially true for those banks that intend to obtain permission to use the internal ratings based approach to evaluate their capital requirement calculations.作者: AFFIX 時(shí)間: 2025-3-25 15:10 作者: carotid-bruit 時(shí)間: 2025-3-25 19:05 作者: Obvious 時(shí)間: 2025-3-25 21:22 作者: Oratory 時(shí)間: 2025-3-26 02:50 作者: Melanocytes 時(shí)間: 2025-3-26 07:04 作者: 松軟無(wú)力 時(shí)間: 2025-3-26 08:41
978-1-349-33326-4Palgrave Macmillan, a division of Macmillan Publishers Limited 2012作者: 詞匯表 時(shí)間: 2025-3-26 15:11 作者: Prologue 時(shí)間: 2025-3-26 19:17 作者: 炸壞 時(shí)間: 2025-3-26 21:06
Die ?Hot Issues“ der Hedgefondsents the loss experienced if a borrower defaults. In principle, supervisors do not require any specific technique for LGD estimation (or for estimating other IRB parameters); however, organizations will have to demonstrate that the methods they choose are appropriate to the institution’s activities 作者: 指令 時(shí)間: 2025-3-27 02:20
Hedgefonds-Investments im Private Bankinge control framework is put in place. This is especially true for those banks that intend to obtain permission to use the internal ratings based approach to evaluate their capital requirement calculations.作者: Counteract 時(shí)間: 2025-3-27 08:50
https://doi.org/10.1007/978-3-8349-9948-1atings, as well as banks’ judgmental rating grades, are usually ordinal measures of credit risk (as opposed to, for example, KMV Moody’s ‘expected default frequencies’ — EDFs), which have been determined by taking into account all relevant available information (both quantitative and qualitative). T作者: 欺騙手段 時(shí)間: 2025-3-27 13:15
Einordnung der Befragungsteilnehmer, expressed as a percentage of the exposure at default (EAD) and can also be expressed by its complement 1 — the loss given default (LGD). Given the importance of the GRR parameter (or the LGD) for a bank’s risk-based decision-making, the quality of its estimation can produce a significant competitiv作者: restrain 時(shí)間: 2025-3-27 14:43
Hedgefonds-Investments im Private Banking, power plants, chemical processing plants, mines, transportation infrastructure, the environment, and telecommunications infrastructure). The borrower is usually a special purpose entity (SPE) that is not allowed to perform any function other than developing, owning and operating the installation.作者: Recessive 時(shí)間: 2025-3-27 19:38
https://doi.org/10.1007/978-3-8349-9948-1he sponsor, who provides the equity and cooperates with a management team. The acquisition is financed by debt (the ‘lever’), which is secured by the assets and/or cash flow of the target company. This implies that the success of an LBO will depend on the target company’s potential to generate cash 作者: Anticoagulants 時(shí)間: 2025-3-27 22:46 作者: obsolete 時(shí)間: 2025-3-28 05:49
Hedgefonds-Investments im Private Bankingd) EDF (expected default frequency) credit measures that can be compared directly with equity-based EDF credit measures. The model also provides equity-based fair-value CDS spreads (FVS) which can be compared directly with observed CDS spreads.作者: projectile 時(shí)間: 2025-3-28 09:39
Basel III Credit Rating Systems978-0-230-36118-8Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: languor 時(shí)間: 2025-3-28 12:59 作者: 一起平行 時(shí)間: 2025-3-28 14:55 作者: chandel 時(shí)間: 2025-3-28 21:16 作者: Dri727 時(shí)間: 2025-3-28 23:33
Hedgefonds-Investments im Private Bankingd) EDF (expected default frequency) credit measures that can be compared directly with equity-based EDF credit measures. The model also provides equity-based fair-value CDS spreads (FVS) which can be compared directly with observed CDS spreads.作者: Friction 時(shí)間: 2025-3-29 03:48 作者: Additive 時(shí)間: 2025-3-29 09:01
Alternative Investments aus KundensichtIn general, there are three main methodologies, summarized in Table 3.1, which can be used to develop a PD model:作者: Astigmatism 時(shí)間: 2025-3-29 12:36 作者: 流動(dòng)性 時(shí)間: 2025-3-29 18:34 作者: Aphorism 時(shí)間: 2025-3-29 23:19 作者: 戲服 時(shí)間: 2025-3-30 01:23 作者: 刺穿 時(shí)間: 2025-3-30 04:43
Corporate SME and Retail PD modelsThe rating models represent relevant decision support tools within the processes of origination and monitoring of the credit granted by a bank to its customers.作者: Memorial 時(shí)間: 2025-3-30 08:20
Sovereign and Banks’ Rating ModelsIn general, there are three main methodologies, summarized in Table 3.1, which can be used to develop a PD model:作者: 作嘔 時(shí)間: 2025-3-30 12:56 作者: 比目魚(yú) 時(shí)間: 2025-3-30 19:15 作者: WAIL 時(shí)間: 2025-3-30 21:11 作者: 騷擾 時(shí)間: 2025-3-31 01:20 作者: Fibrin 時(shí)間: 2025-3-31 06:13 作者: sleep-spindles 時(shí)間: 2025-3-31 12:06 作者: paroxysm 時(shí)間: 2025-3-31 15:40 作者: 脫離 時(shí)間: 2025-3-31 21:32
