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  1. The rollout of internal credit risk models
    implications for the novel partial-use philosophy
    Author: Schlam, Carina; Woyand, Corinna
    Published: [2023]
    Publisher:  Deutsche Bundesbank, Frankfurt am Main

    The novel partial-use philosophy by the Basel Committee on Banking Supervision initiates a paradigm shift for banks, allowing them to permanently partially apply the internal ratings-based approach (IRBA) and not having to fully roll it out across... more

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    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 12
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    The novel partial-use philosophy by the Basel Committee on Banking Supervision initiates a paradigm shift for banks, allowing them to permanently partially apply the internal ratings-based approach (IRBA) and not having to fully roll it out across the overall bank anymore. This raises the questions of how banks roll out the IRBA and what the consequences of partial use may be. We reveal that banks with little rollout progress over time can keep annual cost growth comparatively low. Furthermore, we find that the first implementation steps lead to the greatest risk-weighted assets reductions, which indicates that banks benefit from “cherry-picking” by not fully rolling out the IRBA. However, we also provide tentative evidence that bank risk management improves with a progressing rollout.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783957299383
    Other identifier:
    hdl: 10419/269868
    Series: Discussion paper / Deutsche Bundesbank ; no 2023, 07
    Subjects: Costs; Internal Ratings-Based Approach; Partial Use; Risk Management; Risk-Weighted Assets; Rollout
    Scope: 1 Online-Ressource (circa 80 Seiten), Illustrationen
  2. Estimating the economic cost of domestic violence against women in Jordan
    Published: [2023]
    Publisher:  United Nations, Beirut

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: United Nations publication
    Subjects: Costs; Economic aspects; Gender equality; Gender-based violence; Girls; Health services; Households; Jordan; Law; Legal services; Public services; Recommendations; Social aspects; Social services
    Scope: 1 Online-Ressource (circa 104 Seiten)
  3. Role of LPG in enabling a just and inclusive energy transition in Africa and the Arab region
    Author: Belaîd, Fateh; Awasthy, Aayushi; Hejazi, Mohamad; Sedaoui, Radia; Ansari, Mustafa; Ratka, Sean
    Published: 2023
    Publisher:  United Nations, ESCWA, Beirut, Lebanon

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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  4. Sum-of-squares representations for copositive matrices and independent sets in graphs
    Author: Vargas, Luis
    Published: [2023]
    Publisher:  Tilburg University, Tilburg

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687212
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    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 719 (2023)]
    Subjects: Sum Of Squares; Independent Set; Approximation; Graph In Graph Theory; Optimization Problem; Polynomial; Finite Convergence; Eigenvalue Bounds; Maximum Independent Set; Combinatorial Optimization; Operations Research; Combinatorial Problems; Reformulation; Polynomial Function; Biparite Graph; Optimal Solution; Approximate Solution; Costs; Symmetry; Design
    Scope: 1 Online-Ressource (circa 193 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2023
  5. Behavioral preferences and beliefs in asset pricing
    Author: Gertsman, Gleb
    Published: [2023]
    Publisher:  Tilburg University, Tilburg

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687021
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    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 700 (2023)]
    Subjects: Asset Pricing; Underreaction; Ambiguity Aversion; Overreaction; Inflation Risk Premium; Model Testing; Assets; Cross Section; Equity; Reversal; Empirical Evidence; Equity Markets; Momentum; Prediction; Premium; Alternatives; Costs
    Scope: 1 Online-Ressource (circa 173 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2023