This dissertation proposes stress testing of a bank's corporate credit portfolio in a Basel Internal Ratings Based (IRB) framework, using publicly available macroeconomic variables …
Банком России установлен курс на сближение российских методов оценки рисков к международным стандартам. В силу специфики развития российской экономики, а …
LR Forest Jr, G Chawla - Critique, 2013 - z-riskengine.com
Rebuttal to the claim that our method is limited to external ratings: On page 6, C&P say “In addition, they use an external ratings based approach for Z-estimation, which can easily be …
This study explores methods for mitigating procyclicality due to calculations of minimum capital requirements to cover credit risk. The basis for calculations are provided by the Basel …
Da: Atomi tömegegység ATCUN: Amino terminális Cu (II) és Ni (II) megkötésére képes tripeptid GGH: GlyGlyHis, Glicil-glicil-hisztidin tripeptid KQ: Ac-Lys-His-Pro-His-Pro-His-Gln …