Suchergebnisse

Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 15/2008

Benchmarking LGD Discount Rates

Benchmarking Loss given Default Discount Rates

In: Journal of Risk Model Validation, Band 14

The Role of Loan Portfolio Losses and Bank Capital for Asian Financial System Resilience

In: Pacific-Basin Finance Journal, Band 40

A Theoretical and Empirical Analysis of Alternative Discount Rate Concepts for Computing LGDs Using Historical Bank Workout Data

Securitization Rating Performance and Agency Incentives

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 18/2011

Downturn Risk: Another View on the Current Financial Crisis

Lending Standards Dispersion

Impact of Mortgage Soft Information in Loan Pricing on Default Prediction using Machine Learning

A Cautionary Tale of Two extremes:The Provision of Government Liquidity Support in the Banking Sector

In: Journal of Financial Stability, Forthcoming

A Cautionary Tale of Two Extremes: The Provision of Government Liquidity Support in the Banking Sector

In: Journal of Financial Stability, Forthcoming

Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk Of Home Equity Lines of Credit at End of Draw

The Impact of Loan Loss Provisioning on Bank Capital Requirements

In: Journal of Financial Stability, Band 2018, Heft 36

The Value of Bank Capital Buffers in Maintaining Financial System Resilience

In: CIFR Paper No. 089/2016

The Role of Model Risk in Extreme Value Theory for Capital Adequacy

In: Journal of Risk, Forthcoming