Andrey gurov (5 risultati)

Hardcover. Condizione: As New. 1st Edition. First Edition. As New!.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work investigates the latest developments in commercial banking with regard to the measurement and management of risk and analyzes their effect on mid-market financial institutions. We look at how the implementation of advanced rating techniques influences the competitive position of market participants depending on their portfolio structure and competitive environment. To simulate rating sophistication we assume that in the process of credit assessment banks observe noisy signals about the creditworthiness of credit applicants. In the case of a competitive market then banks offer differing interest rates based on their loss estimates, whereas the customer chooses the credit with the lowest price. A simulation procedure is used in order to quantify the resulting profitability effects. The analysis reveals profitability differentials depending on the rating accuracy in different sections of the portfolio, the structure of the rating scale, and the specific competitive environment. 88 pp. Englisch.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This work investigates the latest developments in commercial banking with regard to the measurement and management of risk and analyzes their effect on mid-market financial institutions. We look at how the implementation of advanced rating techniques influences the competitive position of market participants depending on their portfolio structure and competitive environment. To simulate rating sophistication we assume that in the process of credit assessment banks observe noisy signals about the creditworthiness of credit applicants. In the case of a competitive market then banks offer differing interest rates based on their loss estimates, whereas the customer chooses the credit with the lowest price. A simulation procedure is used in order to quantify the resulting profitability effects. The analysis reveals profitability differentials depending on the rating accuracy in different sections of the portfolio, the structure of the rating scale, and the specific competitive environment.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Gurov AndreyAndrey Gurov has 15 years of professional experience, holding consulting and management positions with US and Austrian banks. He has developed various credit rating models, which are used in more than 100 financial instit.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This work investigates the latest developments in commercial banking with regard to the measurement and management of risk and analyzes their effect on mid-market financial institutions. We look at how the implementation of advanced rating techniques influences the competitive position of market participants depending on their portfolio structure and competitive environment. To simulate rating sophistication we assume that in the process of credit assessment banks observe noisy signals about the creditworthiness of credit applicants. In the case of a competitive market then banks offer differing interest rates based on their loss estimates, whereas the customer chooses the credit with the lowest price. A simulation procedure is used in order to quantify the resulting profitability effects. The analysis reveals profitability differentials depending on the rating accuracy in different sections of the portfolio, the structure of the rating scale, and the specific competitive environment.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 88 pp. Englisch.…