Research Reports

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Author(s): 
Daniel Kaltofen, Stephan Paul, Stefan Stein

The key concept underlying the Basel II framework for risk measurement and corresponding equity capital standards is that the existing regulations pertaining to credit risk will be individualised through reference to the internal ratings of banks.

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Author(s): 
Laurent Weill

The aim of this work is to provide empirical elements on the performance of consumer credit companies in the European Union by applying efficiency frontier techniques. These techniques, widely applied in banking literature, provide sophisticated measures of performance – the efficiency scores.

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Author(s): 
Alfredo Sousa de Jesus

This report was prepared by Alfredo Sousa de Jesus, Research Fellow at CEPS. The views expressed in this study are attributable only to the author in a personal capacity and not to any institution with which he is associated.

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Author(s): 
Nicola Jentzsch

This report was prepared by Nicola Jentzsch, Lecturer and Research Fellow with the John F. Kennedy Institute at the Freie Universität Berlin (jentzsch@zedat.fu-berlin.de). The views expressed in this study are attributable only to the author in a personal capacity and not to any institution with which she is associated.

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Author(s): 
Amparo San José Riestra

This report was prepared by Amparo San José Riestra, a CEPS Research Fellow in the ECRI programme (e-mail: amparo.sanjose@ceps.be).

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Author(s): 
Krisztián Csáky, Judit Kerékgyártó

This report was prepared by Krisztián Csáky and Judit Kerékgyártó (e-mails: csaky.krisztian@pszaf.hu and kerekgyarto.judit@pszaf.hu). The authors are advisors at the International Affairs Department of the Hungarian Financial Supervisory Authority (HFSA). The views expressed in this study do not represent any official view of the HFSA or CEPS.

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Author(s): 
Stefanie Kleimeier, Harald Sander

This publication is the second in a series of ECRI Research Reports. It was prepared by Stefanie Kleimeier (s.kleimeier@berfin.unimaas.nl) of the Universiteit Maastricht – LIFE in the Netherlands and by Harald Sander (gh.sander@t-online.de) of the University of Applied Sciences in Cologne.

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Author(s): 
Nuria Diez Guardia

This publication is the second in a series of ECRI Research Reports. It was prepared by Stefanie Kleimeier (s.kleimeier@berfin.unimaas.nl) of the Universiteit Maastricht – LIFE in the Netherlands and by Harald Sander (gh.sander@t- online.de) of the University of Applied Sciences in Cologne.

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