CREDIT RISK MANAGEMENT IN THE TURKISH BANKING SECTOR : A SURVEY STUDY
Abstract
Keywords
References
- Alexander, C. (1999). Managing Credit Portfolios: A Comparative Review of Risk Models and Methodologies, Derivatives Credit Risk, Second Edition, London: Risk Books.
- Altman, E. (2002). Managing Credit Risk: A Challenge for the New Millennium, Economic Notes 2-2002: Review of Banking, Finance and Monetary Economics, 201-214.
- Basel Committee on Banking Supervision (2003 July). Overview of The New Basel Capital Accord, Consultative Document.
- Caouette, J., Altman, E. I., & Narayanan, P. (1998). Managing Credit Risk: The Next Great Financial Challege, New York: John Wiley & Sons.
- Henke, S., Burghof, H. P., & Rudolph, B. (1998). Credit Securization and Credit Derivatives: Financial Intruments and the Credit Risk Management of Middle Market Commercial Loan Portfolios, CFS Working Paper Nr. 98/07.
- International Association of Insurance Supervisors (2003 March). IAIS Paper on Credit Risk Transfer Between Insurance, Banking and Other Financial Sectors.
- International Organization of Securities Commissions (2000 May). The Management of Credit Risks by Securities Firms and Recommendations to Firms and Regulators, Report of the Technical Committee of the International Organization of Securities Commissions (IOSCO).
- Saunders, A. (1999). Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, New York: John Wiley & Sons.
Details
Primary Language
Turkish
Subjects
-
Journal Section
-
Authors
Dr. Adem Anbar
This is me
Publication Date
September 1, 2006
Submission Date
September 10, 2014
Acceptance Date
-
Published in Issue
Year 2006 Volume: 5 Number: 17