Results 131 to 140 of about 324,166 (346)
Extreme portfolio loss correlations in credit risk [PDF]
, 2017 M\"uhlbacher, Andreas, Thomas Guhr
openalex +2 more sources
Distressed debt in Germany: What's next? Possible innovative exit strategies [PDF]
During the past two years, private equity funds have acquired substantial portfolios of nonperforming loans from banks in Germany. Typically a private equity investor does not commit funds unless exit strategies are clearly defined.
Dickler, Robert A., Schalast, Christoph
core
Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios
Business Strategy and the Environment, EarlyView.ABSTRACT Assessing the future impact of climate risks on the probability of default (PD) of small and medium enterprises (SMEs) is challenging due to limited disclosure, policy uncertainty and exposure to physical risks. This paper addresses this gap by integrating macroeconomic variables from the Network for Greening the Financial System (NGFS ...
Luca Zanin, Raffaella Calabrese
wiley +1 more source
A Note on Hedging a Loan Portfolio [PDF]
In the framework of the industrial economics approach to banking we extend the analysis of hedging against default on loans to the case of two types of credit risk.
Peter Welzel, Udo Broll
core
Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model [PDF]
, 2001 Credit granting institutions deal with large portfolios of assets. These assets represent credit granted to obligors as well as investments in securities. A common size for such a portfolio lies from anywhere between 400 to 10,000 instruments.
Kane, Selly +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT Financial capital is widely recognized as having the potential to provide investments needed for net‐zero transitions. While recent empirical studies reveal that financial digitalization and fintech have changed Chinese banks' loan portfolios and business models, they stem from credit restrictions on heavily polluting enterprises and from ...
Akihisa Mori
wiley +1 more source
Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model [PDF]
This work develops a portfolio model of the banking firm where both the size and composition of the portfolio are jointly determined. The model provides a quite simple micro-foundation of the credit channel of the transmission of monetary policy.
Enzo Dia
core
Policy and Market Mechanisms for Sustainable Finance: A Systematic Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainable finance has emerged as a critical instrument for addressing the dual challenges of climate change and sustainable development. Nonetheless, a substantial financing gap persists, while the concept remains under‐theorized without a universally accepted definition, and empirical evidence of its effectiveness remains inconsistent and ...
Jihyung Joo, Byounguk Keum, Taewoo Roh
wiley +1 more source
Managing consumer credit risk [PDF]
On July 31, 2001, the Payment Cards Center of the Federal Reserve Bank of Philadelphia hosted a workshop that examined current credit risk management practices in the consumer credit industry.
Anne Stanley, Peter Burns
core
Business Strategy and the Environment, EarlyView.ABSTRACT Adopting a signaling perspective, this study examines whether corporate green patenting reduces the cost of equity by mitigating information asymmetry in capital markets. Using longitudinal panel data from South Korea, we find that green patenting—encapsulating technological innovation related to energy, environmental protection, and climate ...
Jeongdae Yim, Su‐Yol Lee
wiley +1 more source