Results 121 to 130 of about 1,014,131 (349)
Statistical assessment of quality of credit activity of Ukrainian banks [PDF]
Problemi Ekonomiki, 2013 The article conducts an economic and statistical analysis of the modern state of credit activity of Ukrainian banks and main tendencies of its development. It justifies urgency of the statistical study of credit activity of banks.
Moldavska Olena V., Demidenko A. V.
doaj
APPROACHES TO ESTIMATING FINANCIAL STABILITY OF THE BANK THROUGH MANAGING CREDIT ACTIVITY
Фінансово-кредитна діяльність: проблеми теорії та практики, 2018 Concept of financial stability of bank and economic essence of bank’s credit activity are considered in the article. The indexes of financial stability and indexes of efficiency, profitability, liquidity of bank establishment, and also economic ...
B. V. Samorodov +3 more
doaj +1 more source
Firm Heterogeneity and Credit Risk Diversification [PDF]
This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity.
M. Hashem Pesaran +2 more
core
European Policy Analysis, EarlyView.ABSTRACT Policy integration is seen as an appropriate strategy to address urban problems and promote sustainable urban development objectives. The European Union (EU) has been including this strategy as an essential aspect of its urban initiatives since the 1990s.
María José Dorado‐Rubín +2 more
wiley +1 more source
Financing Newsvendor with Trade Credit and Bank Credit Portfolio
MathematicsTrade credit is a crucial component of supply chain financing, enabling businesses to manage cash flow and optimize inventory levels. This study delves into the application and implications of multiple trade credit types with different repayment periods ...
Yue Zhang, Bin Zhang, Rongguang Chen
doaj +1 more source
Modellierung des Kreditrisikos im Portfoliofall [PDF]
The current financial market crisis has impressively demonstrated the importance of an effective credit risk management for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised as a result ...
Cremers, Heinz, Walzner, Jens
core
The Distributive Consequences of Active Welfare Policies in Europe
European Policy Analysis, EarlyView.ABSTRACT This article examines the distributive consequences of active welfare policies in Europe by analysing tier‐specific investments in individualised employment services across four European welfare states: Denmark, Germany, the Netherlands and the United Kingdom.
Deborah Jackwerth‐Rice +1 more
wiley +1 more source
PENGUKURAN RISIKO KREDIT OBLIGASI KORPORASI DENGAN CREDIT VALUE AT RISK (CVAR) DAN OPTIMALISASI PORTOFOLIO MENGGUNAKAN METODE MEAN VARIANCE EFFICIENT PORTFOLIO (MVEP) [PDF]
, 2013 Getting benefits of many kinds of coupon is not the only advantage of bond investment, but also it gives potential risks such as credit risk. Credit risk originates from the fact that counterparties may be unable to fulfill their contractual obligations.
SOMANTRI, AGUS
core
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source