- Out-of-Stock
Credit Risk Evaluation: The Econometric vs the Structural Approach [extrait BMI 114]
- Write a review
€50.00
Tax included
Version numérique PDF
This paper reviews the credit risk evaluation approaches that were largely discussed during the debate on banks? capacity to handle risk exposure and the effectiveness of the techniques they use. We propose a sector-bysector analysis of credit risk levels in the French market using the econometric approach of CreditPortfolioView model. Our results show the importance and the effectiveness of the econometric approach and underline its necessity and complementarity with structural approaches.Auteurs :ELHADJ AHMED Ridha
Extrait de la revue BMI 114
BMI114-1105061
New
16 other products in the same category:
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- CEO Compensation and Managerial Performance: An Analysis of US Non-Financial Firms
- Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield
- Hedge Fund Returns and Factor Models: A Cross Section Approach
Focus On
- A New Classifi cation of Exotic Options
Availability: Out of stock
Sommaire
Articles
- Stress Testing with a Credit Risk Model
- How Many Banks does it Take to Lend? Empirical Evidence from Europe
- Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market?
- Risk Management of CPPI Funds in Switching Regime Markets
Focus On
- Why do Firms go private? Motivations, Performance and International Issues
Availability: Out of stock
Sommaire
Articles
- Passive Investing before and after the Crisis: Investors’ views on exchange-traded funds and competing index products
- Stock Volatility, Institutional Ownership and Analyst Coverage
- The Contribution of Emerging Markets to International Diversification
- VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach
Focus On
- Microcredit Contracts
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Comparing the Value Relevance of Earnings and Book Value in IFRS and GAAP Standards
- Credit Risk Evaluation: The Econometric vs the Structural Approach
- The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
- Corporate Governance and Performance of French Listed Companies
Focus On
- Symmetric vs. Downside Risk Measures in Portfolio Decisions
