Results 151 to 160 of about 324,166 (346)
The Use of Portfolio Credit Risk Models in Central Banks
, 2007 Ulrich Bindseil +3 more
openalex +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
Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley +1 more source
Total Return and Credit Spread Diversification in International Bond Portfolios
, 2007 Simone Varotto
openalex +1 more source
Firm Heterogeneity and Credit Risk Diversification [PDF]
This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity.
M. Hashem Pesaran +2 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the intricate and asymmetric relationship between corporate greenhouse gas emission disclosure and stock returns and crash risks, focusing on listed firms in six Commonwealth African countries characterized by regulatory fragility, limited investor protection, and growing climate vulnerability.
Idorenyin J. Okon +2 more
wiley +1 more source
Propagation of Carbon Taxes in Credit Portfolio Through Macroeconomic Factors
, 2023 Géraldine Bouveret +4 more
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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Tracking Climate and Environmental Attention: A News‐Based Composite Index
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study introduces the Climate and Environmental Attention Index, a composite indicator that tracks media attention to climate and environmental issues. Based on the Semantic Brand Score, the proposed index extracts significant signals from unstructured text, going beyond traditional measures of word frequency and sentiment.
Gianna Figà‐Talamanca +3 more
wiley +1 more source