Bank Credit Risk Management and Rating Migration Analysis on the Business Cycle

Author： Gavalas Dimitris   Syriopoulos Theodore  

Publisher： MDPI

E-ISSN： 2227-7072|2|1|122-143

ISSN： 2227-7072

Source： International Journal of Financial Studies, Vol.2, Iss.1, 2014-03, pp. : 122-143

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis

By Sajjad Faiza   Zakaria Muhammad  

International Journal of Financial Studies, Vol. 6, Iss. 1, 2018-01 ,pp. : 13-13

MDPI

Access to resources Recommend Favorite

Models for Risk Aggregation and Sensitivity Analysis: an Application to Bank Economic Capital

By Inanoglu Hulusi   Jacobs Michael  

Journal of Risk and Financial Management, Vol. 2, Iss. 1, 2009-12 ,pp. : 118-189

MDPI

Access to resources Recommend Favorite

Modeling Cycle Dependence in Credit Insurance

By Caja Anisa   Planchet Frédéric  

Risks, Vol. 2, Iss. 1, 2014-03 ,pp. : 74-88

MDPI

Access to resources Recommend Favorite

Choosing Markovian Credit Migration Matrices by Nonlinear Optimization

By Hughes Maximilian   Werner Ralf  

Risks, Vol. 4, Iss. 3, 2016-08 ,pp. : 31-31

MDPI

Access to resources Recommend Favorite

Application of Vine Copulas to Credit Portfolio Risk Modeling

By Geidosch Marco   Fischer Matthias  

Journal of Risk and Financial Management, Vol. 9, Iss. 2, 2016-06 ,pp. : 4-4

MDPI

Access to resources Recommend Favorite