Please use this identifier to cite or link to this item: http://dspace.lib.uom.gr/handle/2159/29788
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dc.contributor.advisorΖαπράνης, Αχιλλεαςel
dc.contributor.authorΣιουτόπουλος, Γεώργιοςel
dc.date.accessioned2023-11-20T09:06:19Z-
dc.date.available2023-11-20T09:06:19Z-
dc.date.issued2023el
dc.identifier.urihttp://dspace.lib.uom.gr/handle/2159/29788-
dc.descriptionΔιπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2023.el
dc.description.abstractThis paper delves into the intricacies of credit risk modeling within the Internal Ratings-Based (IRB) approach, as defined by the Basel II and Basel III frameworks. It commences with an overview of the IRB approach, emphasizing its significance in determining the capital requirements for credit risk. The paper then explores the core components of the IRB model, namely the Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Detailed methodologies for estimating these parameters are discussed, with a focus on empirical techniques and regulatory guidelines.en
dc.format.extent56el
dc.language.isoenen
dc.publisherΠανεπιστήμιο Μακεδονίαςel
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Διεθνέςel
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.titleCredit risk modeling under the IRB approachen
dc.typeElectronic Thesis or Dissertationen
dc.typeTexten
dc.contributor.departmentΠρόγραμμα Μεταπτυχιακών Σπουδών στη Λογιστική Φορολογία και Χρηματοοικονομική Διοίκησηel
Appears in Collections:ΠΜΣ Λογιστική Φορολογία και Χρηματοοικονομική Διοίκηση (M)

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