Loss Given Default

Credit Risk Modeling using Excel and VBA, 2 edition (repost)  eBooks & eLearning

Posted by interes at Feb. 17, 2019
Credit Risk Modeling using Excel and VBA, 2 edition (repost)

Credit Risk Modeling using Excel and VBA, 2 edition by Gunter Löeffler and Peter N. Posch
English | 2011 | ISBN: 0470660929 | 358 pages | PDF | 8 MB

Introduction to Credit Risk Modeling  eBooks & eLearning

Posted by DZ123 at June 24, 2020
Introduction to Credit Risk Modeling

Christian Bluhm, Ludger Overbeck, Christoph Wagner, "Introduction to Credit Risk Modeling"
English | 2010 | ISBN: 1584889926 | PDF | pages: 386 | 30.1 mb

Credit Risk Under Basel Ii, Iii And Iv Accords  eBooks & eLearning

Posted by ELK1nG at Jan. 12, 2024
Credit Risk Under Basel Ii, Iii And Iv Accords

Credit Risk Under Basel Ii, Iii And Iv Accords
Published 1/2024
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 2.69 GB | Duration: 3h 54m

An Analysis of Basel II, Basel III, and Basel IV: Credit Risk

Basel Mastery: Credit, Market, Operational, Liquidity Risks  eBooks & eLearning

Posted by ELK1nG at Aug. 13, 2024
Basel Mastery: Credit, Market, Operational, Liquidity Risks

Basel Mastery: Credit, Market, Operational, Liquidity Risks
Published 8/2024
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 5.54 GB | Duration: 6h 41m

Comprehensive Guide to Basel II, III, 3.1 or IV: Capital Requirements, Risk Calculation, & Compliance

Basel Bank Capital Adequacy (Basel Ii, Iii, & Iv)  eBooks & eLearning

Posted by ELK1nG at Nov. 15, 2023
Basel Bank Capital Adequacy (Basel Ii, Iii, & Iv)

Basel Bank Capital Adequacy (Basel Ii, Iii, & Iv)
Published 11/2023
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English | Size: 5.88 GB | Duration: 6h 41m

Understanding & Implementing the Basel II, III, and IV Accords for Credit, Market, Liquidity, and Operational Risk

Final Basel III Modelling: Implementation, Impact and Implications  eBooks & eLearning

Posted by AvaxGenius at June 28, 2018
Final Basel III Modelling: Implementation, Impact and Implications

Final Basel III Modelling: Implementation, Impact and Implications by Ioannis Akkizidis
English | PDF,EPUB | 2018 | 338 Pages | ISBN : 3319704249 | 27.36 MB

This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and leverage ratio requirements affects the modelling of banking risks. Moreover, it provides a detailed analysis of the Fundamental Review of the Trading Book (FRTB), which changes the philosophy for the risk valuation and capital requirements of the market risk, and of the latest developments on the credit valuation adjustments (CVA) framework. It also examines the impact of the final calibration of operational risk parameters on the level of capital requirements.

The Standard & Poor's Guide to Measuring and Managing Credit Risk (Repost)  eBooks & eLearning

Posted by step778 at Sept. 7, 2018
The Standard & Poor's Guide to Measuring and Managing Credit Risk (Repost)

Arnaud de Servigny, Olivier Renault, "The Standard & Poor's Guide to Measuring and Managing Credit Risk"
2004 | pages: 480 | ISBN: 0071417559 | PDF | 2,0 mb
Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets

Andrada Bilan, "Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets "
English | ISBN: 3030268438 | 2019 | 221 pages | EPUB, PDF | 4 MB + 3 MB
Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets (Repost)

Banking and Financial Markets: How Banks and Financial Technology Are Reshaping Financial Markets by Andrada Bilan
English | PDF,EPUB | 2019 | 228 Pages | ISBN : 3030268438 | 6.7 MB

The traditional role of a bank was to transfer funds from savers to investors, engaging in maturity transformation, screening for borrower risk and monitoring for borrower effort in doing so. A typical loan contract was set up along six simple dimensions: the amount, the interest rate, the expected credit risk (determining both the probability of default for the loan and the expected loss given default), the required collateral, the currency, and the lending technology.

First International Conference on Credit Analysis and Risk Management  eBooks & eLearning

Posted by arundhati at Oct. 23, 2019
First International Conference on Credit Analysis and Risk Management

Joseph Callaghan, "First International Conference on Credit Analysis and Risk Management"
English | ISBN: 144383467X | 2012 | 415 pages | PDF | 4 MB