IRB asset and default correlation: Rationale for the macroprudential mark-ups to the irb risk-weights
H Penikas - Risk Management, 2023 - Springer
There is a vast amount of literature criticizing the Basel Committee approach to the credit risk
regulation, more specifically, the Internal Ratings-Based (IRB), as an excessively …
regulation, more specifically, the Internal Ratings-Based (IRB), as an excessively …
Математическое моделирование кредитного риска и банковское регулирование
ГИ Пеникас - 2022 - elibrary.ru
Россия стала полноценным членом международного банковского регулятора–
Базельского комитета, размещенного в Банке международных расчетов, 13 марта …
Базельского комитета, размещенного в Банке международных расчетов, 13 марта …
Improving the predictive performance of longitudinal risk models for UK SMEs
H Liang - 2020 - era.ed.ac.uk
In 2008, the whole world was a picture of economic depression. During the credit crisis, the
viability of Small and Medium-sized Enterprises (SMEs) has been profoundly jeopardised …
viability of Small and Medium-sized Enterprises (SMEs) has been profoundly jeopardised …