Results 151 to 160 of about 982,306 (342)
Credit Growth and Response to Capital Requirements: Evidence from Indian Public Sector Banks [PDF]
This paper makes an attempt to assess the impact of imposition of uniform capital requirement norm on flow of credit to the business sector by the most important segment of the Indian banking sector, i.e., Indian public sector banks.
Abhiman Das, Ashok K. Nag
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Exchange Rate Risk and Deviations From Purchasing Power Parity
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou +2 more
wiley +1 more source
Monopolistic Pricing in the Banking Industry: a Dynamic 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 micro-foundation of the credit channel of transmission of monetary policy. It allows to analise the
Enzo Dia
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper provides new evidence and insights about the finance‐investment nexus by assessing and comparing the impacts of different aspects of financial development on investment. The study uses data for 88 countries from 1996 to 2019, and the estimates are based on dynamic panel data methodology.
Gabriel Caldas Montes +1 more
wiley +1 more source
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio [PDF]
, 2008 Claudia Czado, Carolin Pflüger
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
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
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International Journal of Finance &Economics, EarlyView.ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou +3 more
wiley +1 more source
Comparison results for exchangeable credit risk portfolios [PDF]
, 2008 Areski Cousin, Jean‐Paul Laurent
openalex +1 more source
Portfolio risks and bank asset choice [PDF]
An investigation of the effects of credit risk and interest-rate risk on bank portfolio choices, showing how bank capital inadequacy may prevent a bank from investing in the optimal portfolio and how the efficiency of the bank's intermediation technology
Katherine A. Samolyk
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