Add to ORKGIn this paper writers propose a new approach to the assessment of excessive risktaking by a banking sector. They use the portfolio approach to assess the optimal risk-return combination of a bank’s portfolio, based on data for 32 categories of loans. It provides a benchmark for the optimality of the bank’s portfolio
The article describes the technique of optimizing the structure of the bank's loan portfolio based o...
Internal risk management models and downside-risk measures such as Value-at-Risk (VaR) play an impor...
The aim of this work is to explore how importance sampling (IS) techniques may improve internal bank...
In the current economic situation, the issue of the bank risk management is becoming more present, a...
The paper investigates the internal methods of assessing exposure to credit risk and the possib...
Banking sectors plays a crucial role in the management of the economy of a country. Risk refers to ...
This paper proposes a new method to measure and monitor the risk in a bank-ing system. Standard tool...
Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.The financial interme...
The purpose of this paper is to contribute to the body of knowledge in the area of risk balanced sco...
As risk-taking is an essential part of the banking industry, it is important for banks to practice e...
Banking is topic, practice, business or profession almost as old as the very existence of man, but l...
The banking industry as institutions that have been always confronted with various kinds of risk in ...
Abstract Credit risk is always treated as the major risk inherent in a bank's banking and trading ac...
The present work aims at implementing a quantitative model to articulate the banking risk appetite f...
Abstract Article refers to the issue of credit risk management in commercial banks. Particular atten...
The article describes the technique of optimizing the structure of the bank's loan portfolio based o...
Internal risk management models and downside-risk measures such as Value-at-Risk (VaR) play an impor...
The aim of this work is to explore how importance sampling (IS) techniques may improve internal bank...
In the current economic situation, the issue of the bank risk management is becoming more present, a...
The paper investigates the internal methods of assessing exposure to credit risk and the possib...
Banking sectors plays a crucial role in the management of the economy of a country. Risk refers to ...
This paper proposes a new method to measure and monitor the risk in a bank-ing system. Standard tool...
Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.The financial interme...
The purpose of this paper is to contribute to the body of knowledge in the area of risk balanced sco...
As risk-taking is an essential part of the banking industry, it is important for banks to practice e...
Banking is topic, practice, business or profession almost as old as the very existence of man, but l...
The banking industry as institutions that have been always confronted with various kinds of risk in ...
Abstract Credit risk is always treated as the major risk inherent in a bank's banking and trading ac...
The present work aims at implementing a quantitative model to articulate the banking risk appetite f...
Abstract Article refers to the issue of credit risk management in commercial banks. Particular atten...
The article describes the technique of optimizing the structure of the bank's loan portfolio based o...
Internal risk management models and downside-risk measures such as Value-at-Risk (VaR) play an impor...
The aim of this work is to explore how importance sampling (IS) techniques may improve internal bank...