Publication
Credit risk measures: a case of renewable energy companies
| dc.contributor.author | Silva, Eduardo Sá e | |
| dc.contributor.author | Pereira, Adalmiro | |
| dc.date.accessioned | 2014-05-02T09:48:47Z | |
| dc.date.available | 2014-05-02T09:48:47Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | The Basel III will have a significant impact on the European banking sector. In September 2010, supervisors of various countries adopted the new rules proposed by the prudential Committee on Banking Supervision to be applied to the business of credit institutions (hereinafter called ICs) in a phased manner from 2013, assuming to its full implementation by 2019. The purpose of this new regulation is to limit the excessive risk that these institutions took on the period preceding the global financial crisis of 2008. This new regulation is known in slang by Basel III. Depending on the requirement of Basel II for banks and their supervisors to assess the soundness and adequacy of internal risk measurement and credit management systems, the development of methodologies for the validation of internal and external evaluation systems is clearly an important issue . More specifically, there is a need to develop tools to validate the systems used to generate the parameters (such as PD, LGD, EAD and ratings of perceived risk) that serve as starting points for the IRB approach for credit risk. In this context, the work is composed of a number of approaches and tools used to evaluate the robustness of these elements IRB systems. | por |
| dc.identifier.doi | 10.12775/CJFA.2015.010 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.22/4332 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Nicolaus Copernicus University in Torun | por |
| dc.subject | Banking | por |
| dc.subject | Renewable energies | por |
| dc.subject | Rating | por |
| dc.title | Credit risk measures: a case of renewable energy companies | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Polónia | por |
| oaire.citation.title | II International Conference Economy - Ethics - Environment | por |
| person.familyName | silva | |
| person.familyName | Pereira | |
| person.givenName | eduardo | |
| person.givenName | Adalmiro | |
| person.identifier.ciencia-id | 7B19-D20B-EB9F | |
| person.identifier.orcid | 0000-0001-7000-2579 | |
| person.identifier.orcid | 0000-0001-6206-7735 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 871e6fd8-25e7-40e7-a0bc-862338ce390b | |
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| relation.isAuthorOfPublication.latestForDiscovery | 871e6fd8-25e7-40e7-a0bc-862338ce390b |