• Rupture de stock

Credit Risk Evaluation: The Econometric vs the Structural Approach [extrait BMI 114]

Author :
50,00 €
TTC
Quantité
Add to wishlist
Rupture de stock

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
Nouveau

16 autres produits dans la même catégorie :

Bankers, Markets &...
  • Rupture de 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
Bankers, Markets &...
  • Rupture de stock
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
Bankers, Markets &...
  • Rupture de stock
Availability: Out of stock

Sommaire

Articles

  • SME Reliance on Bank Debt in France
  • Real Estate Brokers: Do they Infl ate Housing Prices?
  • Capital Structure Determinants and Convergence

Focus On

  • Bank Transparency: a Microeconomic and Macroeconomic Assessment

  • How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
Bankers, Markets &...
  • Rupture de 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
This website uses cookies to ensure you get the best experience on our website