[PDF][PDF] IFRS 9 in credit risk modelling
L Prorokowski - Bank i Kredyt, 2018 - bankikredyt.nbp.pl
Analysing model documentation for 17 AIRB and FIRB credit risk models, this paper delivers
IFRS 9 gap analysis of the existing models used for capital adequacy requirements. Based …
IFRS 9 gap analysis of the existing models used for capital adequacy requirements. Based …
Soft Computing of Credit Risk of Bond Portfolios
R Ramasamy, BC Kumar, SBM Saldi - Soft Computing: Theories and …, 2018 - Springer
Non-traded financial assets like bonds and loans have credit risk quantification methods and
models which are still under debate for their effectiveness. Quantifying credit risk in portfolio …
models which are still under debate for their effectiveness. Quantifying credit risk in portfolio …
[PDF][PDF] The performance of financial markets: what is the effect of the announcement of new banking regulation?
A Ratytė - 2015 - vb.ism.lt
The aim of this thesis is to analyse whether the announcements of upcoming Basel III
regulations had an effect on the performance of OMXS30 stock index of Sweden. Initially the …
regulations had an effect on the performance of OMXS30 stock index of Sweden. Initially the …