Results 31 to 40 of about 3,985,832 (340)
ASEAN CREDIT GROWTH AND ASSET PRICE RESPONSE TO GLOBAL FINANCIAL CYCLE
Buletin Ekonomi Moneter dan Perbankan, 2017 An upsurge and volatility of capital flows to Emerging Asian Economies indicated that there is the potential effect of global financial cycle to emerging market.
Sri Andaiyani, Telisa Aulia Falianty
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The Synchronization of European Credit Cycles [PDF]
SSRN Electronic Journal, 2015 We study the synchronization of credit booms and busts among 12 major European economies and the United States between 1972-2011. We propose a regression-based procedure to test whether boom-bust phases of credit cycles coincide across countries and to cluster countries with positively synchronized credit cycles.
Meller, Barbara, Metiu, Norbert
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Endogenous Credit Cycles [PDF]
SSRN Electronic Journal, 2005 I develop an overlapping-generations framework in which changes in lending standards generate endogenous cycles. In my economy, entrepreneurs who are privately informed about the quality of their projects need to borrow funds. Intermediaries screen entrepreneurs both through the amount of investment undertaken and through the level of entrepreneurial ...
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Impact of the COVID-19 outbreak on credit ratings: Application of the through-the-cycle approach [PDF]
Revista Contabilidade & FinançasThe objective of this study was to analyze how the COVID-19 crisis has affected the determinants and predictability of the domestic credit rating issued by Fitch Ratings in Argentina.
Dante Domingo Terreno +1 more
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Leaning Against the Credit Cycle [PDF]
Federal Reserve Bank of San Francisco, Working Paper Series, 2015 We study the interaction between monetary policy and household debt dynamics. To this end, we develop a dynamic stochastic general equilibrium model where household debt is amortized gradually, and only new loans are constrained by the current value of collateral. Long-term debt implies that swings in leverage do not simply reflect shifts in borrowing,
Paolo Gelain +2 more
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Journal of Islamic Monetary Economics and Finance, 2018 It is widely believed that Islamic finance is inherently stable since the principle of risk-sharing and linking the financial to real counterpart in particular through its social finance are applied, hence the financial stability may successfully be ...
Arif Widodo
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Rating, Credit Decision and Pricing - How Sustainability and Life Cycle Assessments are Changing Credit Practice [PDF]
E3S Web of Conferences, 2022 Investment decisions by bank customers are increasingly linked to the demand for green investments. Without a meaningful life-cycle costing approach, the danger remains that both bank and customer are exposed to the risk of green washing.
Ender Manuela +5 more
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Credit Traps and Credit Cycles [PDF]
American Economic Review, 2007 We develop a simple macroeconomic model of credit market imperfections with heterogeneous investment projects. The projects differ in productivity, the investment requirement, and the severity of agency problems behind the borrowing constraints. A movement in borrower net worth shifts the composition of the credit between projects with different ...
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Credit procyclicality and financial regulation in South Africa
South African Journal of Economic and Management Sciences, 2016 This study assesses the behaviour of credit extension over the business cycle in South Africa for the period 2000 to 2012. This is motivated by the proposal of the Basel Committee on Banking Supervision to look at credit extension over the business cycle
James Bernstein +2 more
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Modeling Cycle Dependence in Credit Insurance
Risks, 2014 Business and credit cycles have an impact on credit insurance, as they do on other businesses. Nevertheless, in credit insurance, the impact of the systemic risk is even more important and can lead to major losses during a crisis.
Anisa Caja, Frédéric Planchet
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