Results 121 to 130 of about 324,166 (346)
On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach [PDF]
Most credit portfolio models exclusively calculate the loss distribution for a portfolio of performing counterparts. Conservative default definitions cause considerable insecurity about the loss for a long time after the default.
von Lieres und Wilkau, Carsten +1 more
core
ESG Uncertainty in Supply Chains: How Rating Divergence Shapes Buyer–Supplier Trade Credit
Business Strategy and the Environment, EarlyView.ABSTRACT Uncertainty in environmental, social, and governance (ESG) ratings has raised concerns about the reliability of sustainability evaluations and their consequences for interfirm relationships. Although prior research has highlighted firm‐level financial outcomes of ESG rating divergence, little is known about its implications for buyer–supplier ...
Liukai Wang, Na A., Yu Gong, Steve Brown
wiley +1 more source
Путеводитель предпринимателя, 2020 The article observe the problem in using the econometric approach to the assessment of the total loan risk appearing in portfolio of assorted risk of commercial bank loans. It is proposed to use the linear regression model of dependence between the value
M. A. Gorskij, E. A. Zakrevskaya
doaj
Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements [PDF]
In this paper, we characterize explicitly the first derivative of the Value at Risk and the Expected Shortfall with respect to portfolio allocation when netting between positions exists. As a particular case, we examine a simple Gaussian example in order
Jean-David FERMANIAN, Olivier SCAILLET
core
The pricing puzzle : the default term structure of collateralised loan obligations [PDF]
, 2002 Ambivalence in the regulatory definition of capital adequacy for credit risk has recently stirred the financial services industry to collateral loan obligations (CLOs) as an important balance sheet management tool.
Jobst, Andreas A.
core +1 more source
Bìznes Inform, 2022 The purpose of the article is to disclose and deepen the institutional foundations of the government tax policy, taking into account the challenges of the special period. The article defines the basic principles and criteria for the formation of government tax policy.
openaire +1 more source
Board Networks and Corporate Carbon Emissions: A Cross‐Country Analysis of Causal Effects
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether board networks influence corporate carbon emissions and the strategic pathways through which firms decarbonize. Using a sample of 1952 firms across 48 countries from 2003 to 2020, we employ dynamic stacked regressions that exploit exogenous carbon‐regulation shocks affecting firms connected through shared third ...
Katarzyna Burzynska +3 more
wiley +1 more source
Fueling Tomorrow: Scenario Planning for the Future of Gas Stations
Business Strategy and the Environment, EarlyView.ABSTRACT Transport electrification is reshaping the service infrastructures that mediate everyday mobility, yet most electrification scenario studies remain macrolevel and offer limited insight into how incumbent forecourt (gas‐station) networks can adapt under deep uncertainty.
Joao Gabriel Rosa +2 more
wiley +1 more source
Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+ [PDF]
Emerging economies are likely to be more volatile and asset risk more correlated than in industrialized countries. In this paper we discuss how credit scoring techniques and modern credit risk portfolio models can be used to measure credit risk and check
Andrew Powell +2 more
core
Supply Chain Network, ESG Scores and Financial Performance
Business Strategy and the Environment, EarlyView.ABSTRACT This paper provides novel evidence on the role of supply chain networks in influencing firms' environmental, social and governance (ESG) scores and financial performance. Our analysis employs financial, board, ESG and supply chain data, resulting in an unbalanced panel of over 16,000 firm‐year observations from 3028 publicly traded US firms ...
Michail Filippidis +2 more
wiley +1 more source