Credit Risk Transfer By Eu Banks
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Credit Risk Transfer By Eu Banks
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Author :
language : en
Publisher:
Release Date : 2004
Credit Risk Transfer By Eu Banks written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
Credit Insurance In Europe Impact Measurment Policy Recommendations
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Author : Amparo San José Riestra
language : en
Publisher: Ceps
Release Date : 2003
Credit Insurance In Europe Impact Measurment Policy Recommendations written by Amparo San José Riestra and has been published by Ceps this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Credit insurance categories.
Regulation Credit Risk Transfer With Cds And Bank Lending
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Author : Thilo Pausch
language : en
Publisher:
Release Date : 2012
Regulation Credit Risk Transfer With Cds And Bank Lending written by Thilo Pausch and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Modern Credit Risk Management
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Author : Panayiota Koulafetis
language : en
Publisher: Springer
Release Date : 2017-02-08
Modern Credit Risk Management written by Panayiota Koulafetis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-08 with Business & Economics categories.
This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria. The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained. Modern Credit Risk Management not only discusses credit risk from a quantitative angle but further explains how important the qualitative and legal assessment is. Credit risk transfer and mitigation techniques and tools are explained, as are netting, ISDA master agreements, centralised counterparty clearing, margin collateral, overcollateralization, covenants and events of default. Credit derivatives are also explained, as are Total Return Swaps (TRS), Credit Linked Notes (CLN) and Credit Default Swaps (CDS). Furthermore, the author discusses what we have learned from the financial crisis of 2007 and sovereign crisis of 2010 and how credit risk management has evolved. Finally the book examines the new regulatory environment, looking beyond Basel to the European Union (EU) Capital Requirements Regulation and Directive (CRR-CRD) IV, the Dodd–Frank Wall Street Reform and Consumer Protection Act. This book is a fully up to date resource for credit risk practitioners and academics everywhere, outlining the latest best practices and providing both quantitative and qualitative insights. It will prove a must-have reference for the field.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Special Issue Credit Risk Transfer And Bank Regulation
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Author :
language : it
Publisher:
Release Date : 2008
Special Issue Credit Risk Transfer And Bank Regulation written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Special Issue Credit Risk Transfer And Bank Regulation
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Author : Ernst-Ludwig von Thadden
language : en
Publisher:
Release Date : 2008
Special Issue Credit Risk Transfer And Bank Regulation written by Ernst-Ludwig von Thadden and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Credit Risk Transfer And Bank Insolvency Risk
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Author : Maarten R. C. Van Oordt
language : en
Publisher:
Release Date : 2017
Credit Risk Transfer And Bank Insolvency Risk written by Maarten R. C. Van Oordt and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Bank failures categories.
'The present paper shows that, everything else equal, some transactions to transfer portfolio credit risk to third-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a sufficiently large first-loss position. The results do not rely on banks increasing leverage after the risk transfer, nor on banks taking on new risks, although these could aggravate the effect. High leverage and concentrated business models increase the vulnerability to the mechanism. These results are useful for risk managers and banking regulation. The literature on credit risk transfers and information asymmetries generally tends to advocate the retention of 'information-sensitive' first-loss positions. The present study shows that, under certain conditions, such an approach may harm financial stability, and thus calls for further reflection on the structure of securitization transactions and portfolio insurance'--Abstract, p. ii.
Eu Supervision Of Banks Credit Risk
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Author :
language : en
Publisher:
Release Date : 2023
Eu Supervision Of Banks Credit Risk written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
The European Central Bank (ECB) supervises large banks in the Banking Union, assessing their prudential risks. This includes credit risk, which is when loans become non performing and threaten the viability of banks and sometimes the whole financial system. We found that while the ECB has stepped up its efforts, more needs to be done for the ECB to gain increased assurance that credit risk is properly managed and covered by banks. Its new methodology for determining additional capital requirements (pillar 2) does not provide assurance that individual risks are fully covered, and has been inconsistently applied: higher-risk banks did not receive proportionally higher capital requirements. The ECB made inefficient use of its existing tools and supervisory powers to ensure appropriate coverage of banks' credit risk. We recommend strengthening risk assessments, streamlining the supervisory review and evaluation process, and applying better supervisory measures to manage risks effectively. ECA special report pursuant to Article 287(4), second subparagraph, TFEU.
The European Significant Risk Transfer Securitisation Market
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Author : Fernando González
language : en
Publisher:
Release Date : 2023
The European Significant Risk Transfer Securitisation Market written by Fernando González and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
The European significant risk transfer (SRT) securitisation market is increasingly being used by major EU banks to manage risk and capital, but is not well known. SRT can provide an extra source of capital, flexibly and at a reasonable cost. Despite the bespoke nature of transactions, the SRT market has expanded significantly in the recent past to the point where it has now become a dependable way for banks to release capital, manage their balance sheets and improve their capital ratios. Banking supervisors assess SRT transactions to evaluate the degree of risk transfer from banks to investors, allowing institutions to achieve capital relief when this is considered sufficient. The market has become a permanent feature in European banks' capital management toolkit, alongside other standard but better-known instruments. Drawing on the ECB's unique and comprehensive database of SRT securitisations issued by large European banks supervised by the Single Supervisory Mechanism (SSM), we provide an overview of the main features of the European SRT market, a typology of the structures currently in use and an account of the market's evolution over the past five years. In so doing, we attempt to shed light on the main conceptual features of SRT securitisations in relation to non-SRT securitisation structures, as well as the regulatory processes behind capital relief that have been instrumental in supporting their increased use by European banks.