The implications for the new capital adequacy rules for portfolio management of credit assets
Article Abstract:
Research is presented describing the study of portfolio management within the credit risk assessment sector as a tool to improve the regulation of capital.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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Parameterizing credit risk models with rating data
Article Abstract:
Research is presented describing the development of a credit risk assessment model for use in financial institutions which estimates the probability of borrower default.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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The comparative performance of mutual building societies and stock retail banks
Article Abstract:
The comparative performance of mutual building societies and stock retail banks in the UK was examined. The objective was to gain an improved insight into the behavior of the institutions and of their comparative benefits and costs. A set of performance measures were computed to evaluate the type of organizational form that has been more profitable and efficient. Results suggest that mutual building societies have a higher return on assets whether or not they are risk-adjusted which indicate that banks have been less compensated than building societies for their risk-taking as banks have incurred higher costs.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1999
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