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Risk Management Sophistication and Bank Profitability

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
 

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.

Product Specifications
SKU :COC74392
AuthorAndrey Gurov
LanguageEnglish
BindingPaperback
Number of Pages88
Publishing Year2014-06-06T00:00:00.000
ISBN9783659517310
Edition1 st
Book TypeBanking & finance: study & revision guides
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-08 00:00:00