Results 21 to 30 of about 324,166 (346)

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, Dirk Tasche, Epperlein E, Glasserman P, Glasserman P, Gouriéroux C, Kalkbrener M, Klebaner FC, Lemus G, Mausser H, McNeil A, Pagan A, Tasche D, Tasche D, Tasche D, Yamai Y   +15 more
core   +2 more sources

Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows Risk under the Massive Capital Inflows

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

Credit expansion and financial sustainability of microfinance institutions: A generalized method of moments panel data analysis

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

The process approach to the management of loan portfolios

Journal of Economic and Financial Sciences, 2009
Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
doaj   +1 more source

STUDY OF THE CURRENT STATE OF THE CREDIT PORTFOLIO OF UKRAINIAN BANKS AND THE EFFICIENCY OF ITS MANAGEMENT

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, Valeria Kochorba, Nelya Koval   +2 more
doaj   +1 more source

Does lending behaviour of banks in emerging economies vary by ownership? Evidence from the Indian banking sector [PDF]

, 2008
While much has been discussed about the relationship between ownership and financial performance of banks in emerging markets, literature about cross-ownership differences in credit market behaviour of banks in emerging economies is sparse.
Acemoglu, Arellano, Basu, Basu, Basu, Bell, Berger, Bhaumik, Bhaumik, Bhaumik, Blundell, Bulir, Clarke, Clarke, Correa, Da Rin, Dell’Ariccia, Furfine, Gertler, Ghosh, Gorton, Hirshey, Jenifer Piesse, Jeong, Ketkar, Ma, Mayer, Mian, Reddy, Sabirianova, Sapienza, Sarkar, Sarkar, Shirai, Sumon Kumar Bhaumik, Thakor   +35 more
core   +1 more source

Quantifying Credit Risk of Supply Chain Finance: A Chinese Automobile Supply Chain Perspective

IEEE Access, 2019
Credit risk is a major risk of supply chain finance business, and it has recently gained increasing attention. Due to the high dependence between enterprises, the assessment of the supply chain finance risk will be more complicated. In the current study,
Min Zhang, Jiantong Zhang, Ruolin Ma, Xiaodong Chen   +3 more
doaj   +1 more source

Modeling Repayment Behavior of Consumer Loan in Portfolio across Business Cycle: A Triplet Markov Model Approach

Complexity, 2020
With a view to develop a more realistic model for credit risk analysis in consumer loan, our paper addresses the problem of how to incorporate business cycles into a repayment behavior model of consumer loan in portfolio.
Shou Chen, Xiangqian Jiang
doaj   +1 more source

DYNAMIC SIMULATION MODEL OF THE CONSUMER CREDIT PORTFOLIO OF COMMERCIAL BANK [PDF]

Krymskij Naučnyj Vestnik, 2015
The article considers the problems of formation of consumer credit portfolio of commercial banks. Presents a dynamic simulation model, allowing to develop strategy and operational plans in the field of credit operations of the Bank and to analyze the ...
Sergey Kryukov, Kseniya Dorofeeva
doaj  

Quality management system improvement of commercial bank credit portfolio

Ученые записки Российской академии предпринимательства, 2021
In this study we consider the current state of analysis perspective and assessment of credit risk of separate asset and set of assets forming a commercial bank credit portfolio.
M. A. Gadzhiagayev
doaj