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Author : John L. Simpson
Publisher :
ISBN 13 : 9781863426350
Total Pages : 16 pages
Book Rating : 4.4/5 (263 download)
Download or read book A Regression Model of International Banking Risk and Risk Scoring written by John L. Simpson and published by . This book was released on 1998 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : S. Scandizzo
Publisher : Springer
ISBN 13 : 1137436964
Total Pages : 242 pages
Book Rating : 4.1/5 (374 download)
Download or read book The Validation of Risk Models written by S. Scandizzo and published by Springer. This book was released on 2016-07-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
Author : Michalis Doumpos
Publisher : Springer
ISBN 13 : 3319994115
Total Pages : 115 pages
Book Rating : 4.3/5 (199 download)
Download or read book Analytical Techniques in the Assessment of Credit Risk written by Michalis Doumpos and published by Springer. This book was released on 2018-09-29 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.
Author : John L. Simpson
Publisher :
ISBN 13 : 9781863427609
Total Pages : 16 pages
Book Rating : 4.4/5 (276 download)
Download or read book A Portfolio Approach to International Banking Risk Scoring and Modelling written by John L. Simpson and published by . This book was released on 1999 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John L. Simpson
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book A Comparative Study of International Banking Risk in Open Islamic Economies written by John L. Simpson and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this paper is to test an international banking risk scoring model by applying it to a sample of international banks in open Islamic economies and to compare the results to those from a sample of banks in Western economies. The underlying objectives are to discover the extent of the importance of country-bank size and bank-country external debt in determining risk scores and to detect differences in the importance of these variables between the two samples. A further objective is to put forward an argument for better practices and governance, greater market and institutional discipline and regulation in international banking at both macro and micro-economic levels. The results of the study indicate that bank-country short-term external debt and country-bank size according to total assets make significant contributions as determinants of international of banking risk scores in key Islamic economies that include Malaysia, Indonesia, and United Arab Emirates. Moreover, in the Western sample the above variables explain a greater part of the variance of international banking risk scores.
Author : Ms.TengTeng Xu
Publisher : International Monetary Fund
ISBN 13 : 1484393805
Total Pages : 54 pages
Book Rating : 4.4/5 (843 download)
Download or read book Bank Profitability and Financial Stability written by Ms.TengTeng Xu and published by International Monetary Fund. This book was released on 2019-01-11 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the role of non-interest income and retail-oriented business models. We then conduct panel regression analysis to examine the empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for 431 publicly traded banks (U.S., advanced Europe, and GSIBs) from 2004 to 2017. Results reveal that profitability is negatively associated with both a bank’s contribution to systemic risk and its idiosyncratic risk, and an over-reliance on non-interest income, wholesale funding and leverage is associated with higher risks. Low competition is associated with low idiosyncratic risk but a high contribution to systemic risk. Lastly, the problem loans ratio and the cost-to-income ratio are found to be key factors that influence bank profitability. The paper’s findings suggest that policy makers should strive to better understand the source of bank profitability, especially where there is an over-reliance on market-based non-interest income, leverage, and wholesale funding.
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
ISBN 13 : 1475502656
Total Pages : 50 pages
Book Rating : 4.4/5 (755 download)
Download or read book Revisiting Risk-Weighted Assets written by Vanessa Le Leslé and published by International Monetary Fund. This book was released on 2012-03-01 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Author : Terence M. Yhip
Publisher : Springer Nature
ISBN 13 : 3030321975
Total Pages : 468 pages
Book Rating : 4.0/5 (33 download)
Download or read book The Practice of Lending written by Terence M. Yhip and published by Springer Nature. This book was released on 2020-02-25 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive treatment of credit risk assessment and credit risk rating that meets the Advanced Internal Risk-Based (AIRB) approach of Basel II. Credit risk analysis looks at many risks and this book covers all the critical areas that credit professionals need to know, including country analysis, industry analysis, financial analysis, business analysis, and management analysis. Organized under two methodological approaches to credit analysis—a criteria-based approach, which is a hybrid of expert judgement and purely mathematical methodologies, and a mathematical approach using regression analysis to model default probability—the book covers a cross-section of industries including passenger airline, commercial real estate, and commercial banking. In three parts, the sections focus on hybrid models, statistical models, and credit management. While the book provides theory and principles, its emphasis is on practical applications, and will appeal to credit practitioners in the banking and investment community alongside college and university students who are preparing for a career in lending.
Author : Christine Bolton
Publisher :
ISBN 13 :
Total Pages : 476 pages
Book Rating : 4.:/5 (796 download)
Download or read book Logistic Regression and Its Application in Credit Scoring written by Christine Bolton and published by . This book was released on 2009 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John L. Simpson
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (222 download)
Download or read book Country Risk, International Banking Risk and Economic Development written by John L. Simpson and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Elena Beccalli
Publisher : Springer
ISBN 13 : 1137530944
Total Pages : 265 pages
Book Rating : 4.1/5 (375 download)
Download or read book Bank Risk, Governance and Regulation written by Elena Beccalli and published by Springer. This book was released on 2015-08-18 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents research from leading researchers in the European banking field to explore three key areas of banking. In Bank Risk, Governance and Regulation, the authors conduct micro- and macro- level analysis of banking risks and their determinants. They explore areas such as credit quality, bank provisioning, deposit guarantee schemes, corporate governance and cost of capital. The book then goes on to analyse different aspects of the relationship between bank risk management, governance and performance. Lastly the book explores the regulation of systemic risks posed by banks, and examines the effects of novel regulatory sets on bank conduct and profitability. The research in this book focuses on aspects of the European banking system; however it also offers wider insight into the global banking space and offers comparisons to international banking systems. The study provides in-depth insight into many areas of bank risk, governance and regulation, before finally addressing the question: which banking strategies are actually feasible?
Author : John L. Simpson
Publisher :
ISBN 13 : 9781863428187
Total Pages : 17 pages
Book Rating : 4.4/5 (281 download)
Download or read book International Banking Risk Scoring in Thailand, the Philippines, Indonesia, Malaysia and Korea written by John L. Simpson and published by . This book was released on 1999 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John L. Simpson
Publisher :
ISBN 13 : 9781863426268
Total Pages : 14 pages
Book Rating : 4.4/5 (262 download)
Download or read book A Regression Model of Country Risk and Risk Scoring written by John L. Simpson and published by . This book was released on 1997 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : El Bachir Boukherouaa
Publisher : International Monetary Fund
ISBN 13 : 1589063953
Total Pages : 35 pages
Book Rating : 4.5/5 (89 download)
Download or read book Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance written by El Bachir Boukherouaa and published by International Monetary Fund. This book was released on 2021-10-22 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.
Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John L. Simpson
Publisher :
ISBN 13 : 9781863426374
Total Pages : 15 pages
Book Rating : 4.4/5 (263 download)
Download or read book International Banking Risk written by John L. Simpson and published by . This book was released on 1998-01-01 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jiří Witzany
Publisher : Springer
ISBN 13 : 9783319497990
Total Pages : pages
Book Rating : 4.4/5 (979 download)
Download or read book Credit Risk Management written by Jiří Witzany and published by Springer. This book was released on 2017-02-22 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.
