Results 41 to 50 of about 1,014,131 (349)

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

A Case Study of the Impact of Climate Change on Agricultural Loan Credit Risk

Mathematics, 2021
Changing weather patterns may impose increased risk to the creditworthiness of financial institutions in the agriculture sector. To reduce the credit risk caused by climate change, financial institutions need to update their agricultural lending ...
Jagdeep Kaur Brar, Antoine Kornprobst, Willard John Braun, Matthew Davison, Warren Hare   +4 more
doaj   +1 more source

Farmers' Participation in Messenger‐Based Social Groups And Its Effects on Performance in Irrigated Areas of Kazakhstan and Uzbekistan

Agribusiness, EarlyView.
ABSTRACT The penetration of information and communication technologies (ICTs) in farming communities is increasing the use of smartphone‐based instant messaging apps. Despite this, the reasons behind participation and the impact on farm productivity in developing countries remain unexplored.
Zafar Kurbanov, Abdusame Tadjiev, Nodir Djanibekov, Ajit Govind, Akmal Akramkhanov   +4 more
wiley   +1 more source

The development of the model for optimization of a structure of bank’s loan portfolio [PDF]

Vestnik of Vitebsk State Technological University, 2015
The article shows the need for the management of the credit portfolio of commercial banks with the help of a mathematical model. It allows to estimate the cumulative risk and return of the loan portfolio, as well as make decisions on granting credit to ...
Volha Dziom , Volha Parominskaya
doaj  

Efficient credit portfolios under IFRS 9

International Transactions in Operational Research, 2022
AbstractIn this paper, we devise a forward‐looking methodology to determine efficient credit portfolios under the IFRS 9 framework. We define and implement a credit loss model based on prospective point‐in‐time probabilities of default. We determine these probabilities of default and the credits' stage allocation through a credit stochastic simulation.
Rui Pedro Brito, Pedro Júdice
openaire   +3 more sources

Haar wavelets-based approach for quantifying credit portfolio losses [PDF]

, 2009
This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelet basis functions and calculate the ...
J. Masdemont, Luis Ortiz-Gracia
semanticscholar   +1 more source

Charting the Path to Increased Oil Palm Output in Ghana Beyond Area Expansion: Technology or Managerial Capacity — Which Leads the Way?

Agribusiness, EarlyView.
ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor, Francis Tsiboe, Ayobami Adetoyinbo, Jacob Ankamah   +3 more
wiley   +1 more source

Dynamic Hedging of Portfolio Credit Derivatives [PDF]

SIAM Journal on Financial Mathematics, 2008
We compare the performance of various hedging strategies for index collateralized debt obligation (CDO) tranches across a variety of models and hedging methods during the recent credit crisis. Our empirical analysis shows evidence for market incompleteness: a large proportion of risk in the CDO tranches appears to be unhedgeable.
Rama Cont, Yu Hang Kan
openaire   +3 more sources

Default Correlations and Large-Portfolio Credit Analysis

, 2016
A factor model with sparsely correlated residuals is used to model short-term probabilities of default and other corporate exits while permitting missing data, and serves as the basis for generating default correlations.
J. Duan, Weimin Miao
semanticscholar   +1 more source

Economics of land‐based carbon mitigation

American Journal of Agricultural Economics, EarlyView.
Abstract Agricultural land holds tremendous potential to contribute to net zero greenhouse gas emission goals by providing low carbon renewable energy to displace fossil fuels and by serving as a sink for sequestering carbon in the soil with climate‐smart practices. This potential is, however, far from being realized.
Madhu Khanna
wiley   +1 more source