Macro Stress Testing on Credit Risk - Couverture souple

Vukic Igor

9783659745591: Macro Stress Testing on Credit Risk

Couverture souple

ISBN 10 : 3659745596 ISBN 13 : 9783659745591

Editeur : LAP Lambert Academic Publishing, 2015

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Dans ce livre, l'auteur teste les secteurs bancaires des pays PIIGS. Il se concentre en particulier sur la mod�lisation du risque de cr�dit et l'estimation de l'impact des variations des variables macro�conomiques sur le niveau d'ad�quation du capital. Il d�veloppe deux sc�narios : un sc�nario de test de stress de base et un sc�nario d�favorable. Les r�sultats indiquent que dans les deux sc�narios, les syst�mes bancaires analys�s pr�sentent des probl�mes d'ad�quation du capital. Il constate que le secteur bancaire portugais est confront� � de plus grands probl�mes de capitalisation. Le nombre de banques sous-capitalis�es dans le sc�nario d�favorable est plus important que dans le sc�nario de r�f�rence pour tous les pays. Une autre constatation commune dans tous les pays est que les grandes banques priv�es sont mieux capitalis�es que les petites et moyennes banques. Derni�re constatation concerne la structure de propri�t� o� l'auteur a constat� que toutes les banques appartenant � l'�tat sont sous-capitalis�es dans les deux sc�narios.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteur: LAP Lambert Academic Publishing
Date d'�dition: 2015
Langue: anglais
ISBN 10: 3659745596
ISBN 13: 9783659745591
Reliure: Broch�
Nombre de pages: 76
Coordonn�es du fabricant: non disponible
Personne responsable: KreGa Onlinehandel GmbH
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Macro Stress Testing on Credit Risk

Igor Vukic

Edit� par LAP LAMBERT Academic Publishing Jul 2015, 2015

ISBN 10 : 3659745596 ISBN 13 : 9783659745591

Neuf Taschenbuch

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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios. 76 pp. Englisch. N� de r�f. du vendeur 9783659745591

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Macro Stress Testing on Credit Risk

Igor Vukic

Edit� par LAP LAMBERT Academic Publishing, 2015

ISBN 10 : 3659745596 ISBN 13 : 9783659745591

Neuf Couverture souple

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Vendeur : moluna, Greven, Allemagne

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Vukic IgorIgor Vukic was born on September 29, 1985 in Knin, Croatia and grew up in Banja Luka, Bosnia and Herzegovina. He received the BSc in Banking and Insurance from University of Banja Luka, Bosnia and Herzegovina, in 2011 and t. N� de r�f. du vendeur 157902283

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Macro Stress Testing on Credit Risk

Igor Vukic

Edit� par LAP LAMBERT Academic Publishing Jul 2015, 2015

ISBN 10 : 3659745596 ISBN 13 : 9783659745591

Neuf Taschenbuch

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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios.VDM Verlag, Dudweiler Landstra�e 99, 66123 Saarbr�cken 76 pp. Englisch. N� de r�f. du vendeur 9783659745591

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Macro Stress Testing on Credit Risk : Of banking sectors in PIIGS countries

Igor Vukic

Edit� par LAP LAMBERT Academic Publishing, 2015

ISBN 10 : 3659745596 ISBN 13 : 9783659745591

Neuf Taschenbuch

impression � la demande

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book the author stress tests the banking sectors of the PIIGS countries. He focuses in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. He develops two scenarios - a baseline stress testing scenario and an adverse scenario. The results indicate that under both scenarios, the analyzed banking systems have some capital adequacy issues. He finds that the Portuguese banking sector is facing biggest capitalization problems. Number of undercapitalized banks under the adverse scenario is bigger than in baseline scenario for all the countries. Another finding which is common for all the countries is that large-sized privately owned banks are better capitalized than small and medium-sized ones. Last finding concerns ownership structure where the author found that all the state-owned banks are undercapitalized in both scenarios. N� de r�f. du vendeur 9783659745591

Contacter le vendeur