Results 41 to 50 of about 982,306 (342)
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
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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
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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
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Tails of Credit Default Portfolios [PDF]
, 2003 We derive analytic expressions for the tail behavior of credit losses in a large homogeneous credit default portfolio. Our model is an extended CreditMetrics model; i.e. it is a one-factor model with a multiplicative shock-variable. We show that the first order tail behavior is robust with respect to this shock-variable.
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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
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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
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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 +3 more
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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
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SHS Web of Conferences, 2012 In this research, analyzing the difficulties of efficiency of commercial banks’ credit operations, the author has paid special attention to such issues like the process of management and assessment of borrowers’ creditworthiness, as well as formation of ...
Chaplinska A.
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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
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