Intra-Bank Counterparty Credit Risk Modeling Under Basel II: What is New?

SSRN Electronic Journal ◽

10.2139/ssrn.1525192 ◽

2007 ◽

Author(s):

Wael H. Fayyad

Keyword(s):

Credit Risk ◽

Basel Ii ◽

Risk Modeling ◽

Counterparty Credit Risk ◽

Credit Risk Modeling ◽

Intra Bank

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Credit Risk Modeling with Delayed Information

SSRN Electronic Journal ◽

10.2139/ssrn.2212637 ◽

2012 ◽

Author(s):

Takanori Adachi ◽

ryozo miura ◽

Hidetoshi Nakagawa

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Delayed Information ◽

Credit Risk Modeling

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Evaluating the Adequacy of the Deposit Insurance Fund: A Credit-Risk Modeling Approach

SSRN Electronic Journal ◽

10.2139/ssrn.308585 ◽

2002 ◽

Cited By ~ 15

Author(s):

Rosalind L. Bennett

Keyword(s):

Credit Risk ◽

Deposit Insurance ◽

Insurance Fund ◽

Risk Modeling ◽

Modeling Approach ◽

Credit Risk Modeling

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Econometrics of Macroeconomic Adverse Selection in Credit Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.3443864 ◽

2018 ◽

Author(s):

James Einloth

Keyword(s):

Credit Risk ◽

Adverse Selection ◽

Risk Modeling ◽

Credit Risk Modeling

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Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard: Summary of Presentation

SSRN Electronic Journal ◽

10.2139/ssrn.1028747 ◽

1998 ◽

Cited By ~ 14

Author(s):

David S. Jones ◽

John Mingo

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Regulatory Capital ◽

Internal Capital ◽

Credit Risk Modeling ◽

Capital Standard

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Credit risk modeling on data with two timestamps in peer-to-peer lending by gradient boosting

Applied Soft Computing ◽

10.1016/j.asoc.2021.107672 ◽

2021 ◽

pp. 107672

Author(s):

Ligang Zhou ◽

Hamido Fujita ◽

Hao Ding ◽

Rui Ma

Keyword(s):

Credit Risk ◽

Peer To Peer ◽

Gradient Boosting ◽

Risk Modeling ◽

Credit Risk Modeling ◽

Peer Lending

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Credit Risk Modeling

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5102-9_43-3 ◽

2020 ◽

pp. 1-5

Author(s):

Tomasz R. Bielecki

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Credit Risk Modeling

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Risk Modeling and Capital: Counterparty Credit Risk (“EPE” and “CVA”)

Management for Professionals - Bank Management and Control ◽

10.1007/978-3-030-42866-2_5 ◽

2020 ◽

pp. 71-77

Author(s):

Johannes Wernz

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Counterparty Credit Risk

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Structural Models in Credit Risk Modeling

Encyclopedia of Financial Models ◽

10.1002/9781118182635.efm0025 ◽

2012 ◽

Author(s):

Abel Elizalde

Keyword(s):

Credit Risk ◽

Structural Models ◽

Risk Modeling ◽

Credit Risk Modeling

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Bayesian Methods for Credit Risk Modeling

Credit Risk Analytics ◽

10.1002/9781119449560.ch12 ◽

2017 ◽

pp. 351-384

Keyword(s):

Credit Risk ◽

Bayesian Methods ◽

Risk Modeling ◽

Credit Risk Modeling

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Recent Advances in Credit Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.1462240 ◽

2009 ◽

Cited By ~ 6

Author(s):

Christian Capuano ◽

Jorge A. Chan-Lau ◽

Jose Giancarlo Gasha ◽

Carlos I. Medeiros ◽

Andre Oliveira Santos ◽

...

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Recent Advances ◽

Credit Risk Modeling

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