Results 101 to 110 of about 1,349,867 (313)
Credit Spreads and Incomplete Information [PDF]
A new model is presented which produces credit spreads that do not converge to zero for short maturities. Our set-up includes incomplete, i.e., delayed and asymmetric information.
Lindset, Snorre +2 more
core
Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios [PDF]
, 1998 Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We address the subportfolio "middle market".
Burghof, Hans-Peter +2 more
core +1 more source
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Synthesis gas fermentation is a promising route for the valorization of steel mill off‐gas and for replacing conventional fossil‐based isopropyl alcohol (IPA) production. A recent 120 L pilot‐scale study reported 85% gas conversion at 90% product selectivity and claimed a negative global warming potential (GWP) without detailed process design.
Gijs J. A. Brouwer +3 more
wiley +1 more source
Особенности структуры кредитного рынка Украины.
Экономика и банки, 2015 В статье изложены методические принципы структуризации национального кредитного рынка на основании определения «банковского» и «фондового» («рыночного») каналов кредитования национальной экономики.
М.И. Хмелярчук (Khmelyarchuk, M.I.)
doaj
Market power versus efficiency in the Ecuadorian bank credit market
Journal of Applied EconomicsThis paper analyzes credit level determinants from a microeconomic standpoint. Furthermore, we test market power and efficiency hypotheses on credit levels in general, which are then classified as high- or low-risk.
Segundo Camino-Mogro +5 more
doaj +1 more source
Value investing in credit markets
Review of Accounting Studies, 2011 We outline a parsimonious empirical model to assess the relative usefulness of accounting- and equity market-based information to explain corporate credit spreads. The primary determinant of corporate credit spreads is the physical default probability. We compare existing accounting-based and market-based models to forecast default.
Correia, M M, Richardson, S A, Tuna, I
openaire +1 more source
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Iraq currently faces a significant electricity deficit estimated at approximately 18 000 MW, resulting in frequent and sometimes prolonged power outages that disrupt both economic activities and social life. The widening gap between energy supply and demand, combined with environmental concerns associated with fossil fuel consumption ...
Safaa Malik Abbas +3 more
wiley +1 more source
An Entropy Model of Credit Risk Contagion in the CRT Market
Discrete Dynamics in Nature and Society, 2015 This paper reports the effect of the change in the credit status of debtors on investors as a result of the banks’ transferring of credit risk to investors in the credit risk transfer (CRT) market.
Tingqiang Chen +3 more
doaj +1 more source
Credit Ratings and Market Information
SSRN Electronic Journal, 2017 Abstract Accurate credit ratings are important for both investors and regulators. We demonstrate that the market for credit risk provides an important source of discipline for credit rating agencies (CRAs). We examine a model in which a CRA’s rating is followed by a market for credit risk that provides a public signal – the price.
Piccolo, A, Shapiro, J
openaire +1 more source
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract The study identified process development priorities toward the feasible production of five value‐added biochemicals in a sugarcane biorefinery based on achievable bioconversion performances. Multiple process scenarios using A‐molasses as feedstock were simulated in Aspen Plus® via direct microbial conversions.
Manasseh K. Sikazwe +2 more
wiley +1 more source