Results 141 to 150 of about 982,306 (342)

Assessing US and Global Economic Policy Uncertainty Effects on Non‐Performing Loans in MENA's Islamic and Conventional Banks

International Journal of Finance &Economics, EarlyView.
ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat, Murad Abdurahman Bein   +1 more
wiley   +1 more source

The Use of Portfolio Credit Risk Models in Central Banks [PDF]

, 2007
Ulrich Bindseil, Han Hoorn, Ken Nyholm, Henrik Schwartzlose   +3 more
openalex   +1 more source

Measuring Currency Risk Premium: The Case of Turkey

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan, Ferda Halicioglu, Ishak Demir   +2 more
wiley   +1 more source

A rule of thumb for the economic capital of a large credit portfolio [PDF]

We derive approximate formulae for the credit value-at-risk and the economic capital of a large credit portfolio. The representation allows to change the risk horizon quickly and avoids simulation or numerical procedures.
Weißbach, Rafael
core  

The Role of Uncertainty, Regulatory and Economic Environment and Quantitative Tightening in Banks’ Performance

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim, Gareth Downing, Muhammad Ali Nasir   +2 more
wiley   +1 more source

Assessment of Credit Risk Approaches in Relation with Competitiveness Increase of the Banking Sector [PDF]

Journal of Competitiveness, 2012
The article is focused on a presentation and analysis of selected methods of credit risk management in relation with competitiveness increase of the banking sector. The article is defined credit risk approaches under the Basel III gradually.
Cipovová Eva, Belás Jaroslav
doaj  

Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models [PDF]

, 2007
Jörn Dunkel, Stefan Weber
openalex   +1 more source

Single-Name Credit Risk, Portfolio Risk, and Credit Rationing [PDF]

This paper introduces non-diversifiable risk in the Stiglitz-Weiss adverse selection model, so that an increase in the average riskiness of the borrower pool causes higher portfolio risk.
Arnold, Lutz G., Reeder, Johannes, Trepl , Stefanie   +2 more
core  

The Impact of Social Media Activities on Stock Price Informativeness

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the influence of social media activities on stock price informativeness. Using a panel of 49 countries with 231,462 balance‐panel firm‐year observations from 2010 to 2020, we find that social media activities increase stock price informativeness.
Wansu Hu, Frank Kwabi, Samuel Fulgence, Agyenim Boateng, Bolaji Iyiola   +4 more
wiley   +1 more source

Computation of risk contribution in the Vasicek portfolio credit loss model [PDF]

, 2007
Xinzheng Huang, Cornelis W. Oosterlee
openalex   +1 more source