Special Issue "Credit Risk Modeling and Management in Banking Business"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (20 December 2020) | Viewed by 24227
The severity of the financial crisis is largely due to the fact that the banking sectors in many countries have taken excessive risk without correspondingly increasing their capital base. Financial regulation has strengthened capital requirements, especially for credit exposures, and has explicitly addressed the dimension of the macro-prudential stability of the banking system.
At the same time, there has been a tendency to review the logic of the internal models of credit risk measurement and capital determination. Questions still remain about the ability to maintain an adequate level of bank profitability.
In the light of these important developments, this Special Issue aims to provide original contributions on credit risk management, as well as identifying new factors, methodologies, and managerial solutions for estimating the exposure of financial intermediaries, the evolution prospects of banking supervision, and the financial and real implications of the crises.
Prof. Dr. Giampaolo Gabbi
Manuscript Submission Information
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- probability of default and recovery rates
- credit risk internal models
- credit risk regulation
- credit portfolio models
- credit derivatives and risk hedging