메뉴 건너뛰기




Volumn 12, Issue 2-3, 1997, Pages 83-115

Commercial Bank Risk Management: An Analysis of the Process

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031321530     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007971801810     Document Type: Article
Times cited : (67)

References (28)
  • 2
    • 0041981718 scopus 로고
    • Valuation, Loss Reserves and the Pricing of Corporate Bank Loans
    • August
    • Altman, E., "Valuation, Loss Reserves and the Pricing of Corporate Bank Loans." Journal of Commercial Bank Lending (August 1993), 8-25.
    • (1993) Journal of Commercial Bank Lending , pp. 8-25
    • Altman, E.1
  • 3
    • 0038127300 scopus 로고
    • Relationship Lending and Lines of Credit in Small Firm Finance
    • July
    • Berger, A., and G. Udell. "Relationship Lending and Lines of Credit in Small Firm Finance." Journal of Business, (July 1995).
    • (1995) Journal of Business
    • Berger, A.1    Udell, G.2
  • 4
    • 0000307680 scopus 로고
    • Securitization, Risk, and the Liquidity Problem in Banking
    • M. Klausner and L. White, eds., Illinois: Irwin Publishers
    • Berger, A., and G. Udell. "Securitization, Risk, and the Liquidity Problem in Banking." M. Klausner and L. White, eds., In: Structural Change in Banking. Illinois: Irwin Publishers, 1993.
    • (1993) Structural Change in Banking
    • Berger, A.1    Udell, G.2
  • 6
    • 0042983276 scopus 로고
    • A Survey of International Banking
    • April 10
    • Economist. "A Survey of International Banking," April 10, 1993.
    • (1993) Economist
  • 7
    • 0041981717 scopus 로고    scopus 로고
    • Working paper 96-49, Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania
    • Fallon, W. "Calculating Value-at-Risk," Working paper 96-49, Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, 1996.
    • (1996) Calculating Value-at-Risk
    • Fallon, W.1
  • 8
    • 84993843447 scopus 로고
    • Risk Management: Coordinating Investment and Financing Policies
    • December
    • Froot, K., D. Scharfstein, and J. Stein. "Risk Management: Coordinating Investment and Financing Policies." Journal of Finance (December 1993).
    • (1993) Journal of Finance
    • Froot, K.1    Scharfstein, D.2    Stein, J.3
  • 9
    • 0041480480 scopus 로고
    • Organizing the Risk Management Process in Large Banks
    • Federal Financial Institutions Examination Council, Washington, D.C., September 29
    • Furash, E. "Organizing the Risk Management Process In Large Banks." Risk Management Planning Seminar, Federal Financial Institutions Examination Council, Washington, D.C., September 29, 1994.
    • (1994) Risk Management Planning Seminar
    • Furash, E.1
  • 11
    • 44649197264 scopus 로고
    • Theory of the Firm: Managerial Behavior Agency Costs and Ownership Structure
    • Jensen, M., and W Meckling. "Theory of the Firm: Managerial Behavior Agency Costs and Ownership Structure." Journal of Financial Economics 3 (1976) 305-360.
    • (1976) Journal of Financial Economics , vol.3 , pp. 305-360
    • Jensen, M.1    Meckling, W.2
  • 14
    • 0042482357 scopus 로고    scopus 로고
    • Working Paper 96-47, Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania
    • Marshall, C., and M. Siegel. "Value at Risk: Implementing a Risk Measurement Standard." Working Paper 96-47, Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, 1996.
    • (1996) Value at Risk: Implementing a Risk Measurement Standard
    • Marshall, C.1    Siegel, M.2
  • 15
    • 0042983275 scopus 로고    scopus 로고
    • Corporate Bond Defaults and Default Rates 1970-1995
    • Moody's Investor Service. "Corporate Bond Defaults and Default Rates 1970-1995." In: Moody's Special Report. 1996.
    • (1996) Moody's Special Report
  • 17
    • 0037497521 scopus 로고    scopus 로고
    • The Place of Risk Management in Financial Institutions
    • Summer
    • Oldfield, G., and A. Santomero. "The Place of Risk Management in Financial Institutions." Sloan Management Review (Summer 1997).
    • (1997) Sloan Management Review
    • Oldfield, G.1    Santomero, A.2
  • 18
    • 0031323473 scopus 로고    scopus 로고
    • Probability and Statistics Applied to the Practice of Financial Risk Management: The Case of JP Morgan's RiskMetrics™
    • June
    • Phelan, M. "Probability and Statistics Applied to the Practice of Financial Risk Management: The Case of JP Morgan's RiskMetrics™." Journal of Financial Services Research (June 1997).
    • (1997) Journal of Financial Services Research
    • Phelan, M.1
  • 19
    • 0041981720 scopus 로고
    • Bankers Trust New York Corporation - Risk Managment
    • February
    • Salomon Brothers. "Bankers Trust New York Corporation - Risk Managment." United States Equity Research February 1993).
    • (1993) United States Equity Research
  • 23
    • 0001610872 scopus 로고    scopus 로고
    • Financial Risk Management by Insurers: An Analysis of the Process
    • June
    • Santomero, A., and D., Babbel "Financial Risk Management by Insurers: An Analysis of the Process." Journal of Risk and Insurance (June 1997).
    • (1997) Journal of Risk and Insurance
    • Santomero, A.1    Babbel, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.