Results 141 to 150 of about 324,166 (346)
Путеводитель предпринимателя, 2020 There is the statement, the formalized mathematical model of the numerical method for solving the dynamic two-level problem of formation and the management of the credit portfolio of commercial bank as part of the cumulative bank portfolio at consecutive
M. A. Gadzhiagayev, M. A. Halikov
doaj
Joint Credit Risk Management of Balance Sheet and Hedge Portfolio
, 2008 Simone Farinelli
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Testing large-dimensional correlation [PDF]
This paper introduces a test for zero correlation in situations where the correlation matrix is large compared to the sample size. The test statistic is the sum of the squared correlation coefficients in the sample.
Arnold, Matthias, Weißbach, Rafael
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT National and supranational institutions are establishing emission trading systems and control schemes in an attempt to manage stakeholders' willingness to engage with regulatory systems and reduce greenhouse gas emissions (GHG). Nonetheless, despite the national and supranational focus on carbon neutrality, little research has been centered ...
Daniele Giordino +3 more
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Default probabilities and default correlations [PDF]
Starting from the Merton framework for firm defaults, we provide the analytics and robustness of the relationship between default correlations. We show that loans with higher default probabilities will not only have higher variances but also higher ...
Erlenmaier, Ulrich, Gersbach, Hans
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Recent literature addressing ESG and risk has increased by 70% since mid‐2022, reflecting a growing interest in sustainable finance. Guided by the PRISMA flow diagram, this paper employs a hybrid systematic review methodology, combining bibliometric analysis with content analysis, to provide a comprehensive overview of the evolution of ESG and
Fahad Asmi, Alain Neher, Alfred Wong
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The simulation system of credit portfolio evaluation.
Comput. Sci. J. Moldova, 1999 A simulation system of evaluation of a portfolio of credits is presented. The system answers user's question from the list of possible questions. Design, execution and analysis of results of experiments needed for the answer are controlled by user question. Input and output data may be precise as well as probabilistic.
G. Magariu, I. Verlan, L.Burtseva
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The extant carbon neutrality (CN) literature largely offers macro‐ or meso‐level analyses, providing limited insights into implementation experiences that could inform granular policymaking and industry strategies. To address this gap, we examine the lived CN experiences of firms in the transportation, energy, manufacturing, and construction ...
Adeel Luqman +4 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research focuses on the connection between ESG (Environmental, Social, and Governance) factors and financial performance in the fashion industry, grounded on stakeholder theory and signaling theory as its theoretical foundations. By examining 1144 firm‐year observations from 194 publicly listed companies in 24 countries (2013–2023), the ...
Samantha Barresi, Michele Bertoni
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