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Annuario [...] del credito al consumo e immobiliare / Assofin
| Annuario [...] del credito al consumo e immobiliare / Assofin |
| Autore | Assofin |
| Pubbl/distr/stampa | Roma, : Bancaria editrice |
| Descrizione fisica | 143 p. ; 24 cm |
| Disciplina | 332.705 |
| Soggetto topico | Credito Annuario |
| ISBN | 8844903032 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNICAS-RML0242895 |
Assofin
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| Roma, : Bancaria editrice | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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Credit
| Credit |
| Pubbl/distr/stampa | London, UK, : Risk Waters Group |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.705 |
| Soggetto topico | Credit |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996335910003316 |
| London, UK, : Risk Waters Group | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Global credit review . Volume 3
| Global credit review . Volume 3 |
| Pubbl/distr/stampa | Singapore : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (175 p.) |
| Disciplina | 332.705 |
| Soggetto topico |
Credit
Export credit International finance Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-4566-14-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
5.1. 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 3.2. 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 2.3. 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 III. 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 NUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) RMI staff |
| Record Nr. | UNINA-9910453856603321 |
| Singapore : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global credit review . Volume 3
| Global credit review . Volume 3 |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (iv, 168 pages) : illustrations (some color) |
| Disciplina | 332.705 |
| Collana | Gale eBooks |
| Soggetto topico |
Export credit
International finance |
| ISBN | 981-4566-14-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
5.1. 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 3.2. 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 2.3. 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 III. 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 NUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) RMI staff |
| Record Nr. | UNINA-9910790978003321 |
| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global credit review . Volume 3
| Global credit review . Volume 3 |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (iv, 168 pages) : illustrations (some color) |
| Disciplina | 332.705 |
| Collana | Gale eBooks |
| Soggetto topico |
Export credit
International finance |
| ISBN | 981-4566-14-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
5.1. 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 3.2. 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 2.3. 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 III. 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 NUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) RMI staff |
| Record Nr. | UNINA-9910813509903321 |
| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||