LEADER 05264nam 2200673 450 001 9910453856603321 005 20200520144314.0 010 $a981-4566-14-4 035 $a(CKB)2550000001191492 035 $a(EBL)1611989 035 $a(SSID)ssj0001159263 035 $a(PQKBManifestationID)11690447 035 $a(PQKBTitleCode)TC0001159263 035 $a(PQKBWorkID)11114762 035 $a(PQKB)11508313 035 $a(MiAaPQ)EBC1611989 035 $a(WSP)00008966 035 $a(Au-PeEL)EBL1611989 035 $a(CaPaEBR)ebr10832730 035 $a(OCoLC)872678890 035 $a(EXLCZ)992550000001191492 100 $a20140205h20142014 uy| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aGlobal credit review$hVolume 3 210 1$aSingapore :$cWorld Scientific,$d[2014] 210 4$dİ2014 215 $a1 online resource (175 p.) 300 $aDescription based upon print version of record. 311 $a981-4566-13-6 311 $a1-306-39664-6 320 $aIncludes bibliographical references. 327 $aContents; Message from the Editor; Systemic Risk in Europe Eric Jondeau and Michael Rockinger; INTRODUCTION; I. HOW TO MEASURE SYSTEMIC RISK?; II. MODELLING SYSTEMIC RISK; III. THE SITUATION IN EUROPE; IV. THE SITUATION OF EUROPEAN INSTITUTIONS; NOTE; REFERENCES; Changes in the Ratings Game - An Update on Various Developments RMI staff; INTRODUCTION; I. A CONSTRUCTIVE RESPONSE TO THE CRA CRITIQUES; 1.1. Litigation; II. LANDMARK CASE; III. CRA REGULATIONS; 3.1. United States; 3.2. Europe; IV. INTERNATIONAL RECOMMENDATIONS; V. IMPROVING CURRENT CRA REGULATIONS 327 $a5.1. The US State Insurance Regulators VI. CONCLUDING REMARKS; NOTES; Reserve Requirements as Window Guidance in China Violaine Cousin; INTRODUCTION; I. RESERVE REQUIREMENTS - AN OVERVIEW; 1.1. Reserve Requirements as Monetary Policy Tool; 1.2. Reserve Requirements in China; 1.3. Excess Reserves in China; 1.4. Impact of RRR Changes on Banks; II. RESEARCH DESIGN AND METHODOLOGY; 2.1. Data Set Development; 2.2. Descriptive Statistics; 2.3. Outliers Analysis; 2.4. Rationale for Using MM-Estimates Robust Regression; III. ROBUST REGRESSION RESULTS; 3.1. Overall Impact on Loan Quality 327 $a3.2. Results Based on Different State Links 3.3. Impact Under Different Conditions; 3.4. Impact of Excess Reserves; IV. CONCLUSION; NOTES; REFERENCES; APPENDIX A; APPENDIX B; APPENDIX C; APPENDIX D; APPENDIX E; The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures Markus Bingmer and Laura Auria; INTRODUCTION; I. THE TASK OF AGGREGATING DIFFERENT DEFAULT REPORTS; II. A THEORETICAL ANALYSIS OF THE AGGREGATION TASK; 2.1. Using the Default Information of a Single Bank; 2.2. Considering All Defaults 327 $a2.3. Building a Default Indicator Based on the Binomial Distribution with the Goal of Consistency 2.4. Considering Materiality of Defaults; III. AN EMPIRICAL ANALYSIS OF AGGREGATION WITH THE MATERIALITY THRESHOLD; IV. CONCLUSION; NOTES; REFERENCES; Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank Ibtissem Baklouti and Abdelfettah Bouri; INTRODUCTION; I. CREDIT SCORING IN MICROFINANCE INSTITUTIONS: THE LITERATURE; II. DATA AND MODEL; 2.1. Sample Selection and Variables Identifi cation; 2.2. Model Description 327 $aIII. EMPIRICAL RESULTS 3.1. Univariate Analysis; 3.2. Model Estimation; 3.3. Calibration; 3.3.1. Quality of the logistic regression model; 3.3.2. Validation of the credit-scoring model; IV. CONCLUSION; NOTES; REFERENCES; Stepping Up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management IACPM and KPMG; INTRODUCTION; I. STEPPING UP TO THE LIQUIDITY CHALLENGE: THE CHANGING ROLE OF CPM; II. REGULATORY CHALLENGES; III. SIGNIFICANT CHALLENGES; IV. MANAGING LIQUIDITY RISK; V. MODELING LIQUIDITY RISK; VI. A CONTINUING JOURNEY 327 $aNUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) RMI staff 330 $aGlobal Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management, 606 $aCredit 606 $aExport credit 606 $aInternational finance 606 $aRisk management 608 $aElectronic books. 615 0$aCredit. 615 0$aExport credit. 615 0$aInternational finance. 615 0$aRisk management. 676 $a332.705 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910453856603321 996 $aGlobal credit review$92151671 997 $aUNINA