Results 21 to 30 of about 1,014,131 (349)
VIABILITY OF USING CARBON CREDIT FUTURES IN INVESTMENT PORTFOLIOS
Revista de Contabilidade e Organizações, 2015 With an odd pricing in the market, the Future Carbon Credit can act as mitigating risk when added to investment portfolios, ceasing to be simple positive socio-environmental assets to bring real benefits to the strategy of the Portfolio.
Renato Marques da Silva +1 more
doaj +1 more source
CREDIT RISK MANAGEMENT IN THE BANK’S FINANCIAL STABILITY SYSTEM
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 It is considered and updated the model of risk assessment of bank credit portfolio in the article. The profitability and risk are the main parameters of a bank loan portfolio.
B. V. Samorodov +4 more
doaj +1 more source
Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data
IMF Working Papers, 2019 We study negative interest rate policy (NIRP) exploiting ECB’s NIRP introduction and administrative data from Italy, severely hit by the Eurozone crisis.
Margherita Bottero +4 more
semanticscholar +1 more source
Capital allocation for credit portfolios with kernel estimators [PDF]
, 2008 Determining contributions by sub-portfolios or single exposures to portfolio-wide economic capital for credit risk is an important risk measurement task. Often economic capital is measured as Value-at-Risk (VaR) of the portfolio loss distribution.
Dev A +15 more
core +2 more sources
METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 Regulating the risk of credit portfolio is a major direction of efficient management of the bank's credit work. The principle goal of the process of credit portfolio management is ensuring maximum profitability at a certain level of risk. Qualitative and
Bahrom A. Tursunov
doaj +1 more source
East Asian Economic Review, 2016 By examining the relationship between private credit growth and the possibility of credit risk while focusing on international capital in 21 countries over the period 2000:1Q-2015:2Q, this paper shows that the impact of private credit growth on credit ...
Jong-Hee Kim
doaj +1 more source
Application of Vine Copulas to Credit Portfolio Risk Modeling
, 2016 In this paper, we demonstrate the superiority of vine copulas over conventional copulas when modeling the dependence structure of a credit portfolio. We show statistical and economic implications of replacing conventional copulas by vine copulas for a ...
Marco Geidosch, M. Fischer
semanticscholar +1 more source
Cogent Business & Management, 2022 This study examines the nexus between credit expansion and the financial sustainability of microfinance institutions (MFIs) in Sub-Saharan Africa (SSA).
Tilahun Aemiro Tehulu
doaj +1 more source
Фінансово-кредитні системи: перспективи розвитку., 2021 In conditions of intensified competition, banks, expecting a profit, can place their assets in high-risk instruments, which can lead to loss of liquidity and solvency.
Victoria Kovalenko +2 more
doaj +1 more source
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory
Complex, 2018 Portfolio credit risk models estimate the range of potential losses due to defaults or deteriorations in credit quality. Most of these models perceive default correlation as fully captured by the dependence on a set of common underlying risk factors.
Ioannis Anagnostou +2 more
semanticscholar +1 more source