Results 51 to 60 of about 982,306 (342)
Using Discrete Markov Chain Model for Predicting the Behavior of Banks Loan Portfolios [PDF]
مجله مدل سازی در مهندسی, 2017 The main goal of total commercial banks is collect the saving of real and natural persons and allocate them in the form of facilities to industry, service and manufacturing companies. with the Non repayment of facilities from side of customers, the banks
Kazem Ebrahimi, Raheleh Lalee
doaj +1 more source
Copula-Specific Credit Portfolio Modeling
, 2015 Traditionally, banks estimate their economic capital which has to be reserved for unexpected credit losses with individual credit portfolio models.
M. Fischer, K. Jakob
semanticscholar +1 more source
, 2014 Does diversification of credit portfolio indeed lead to increased performance and reduced risk of banks as traditional portfolio theory suggests? This paper investigates empirically the effects of diversification on the Chinese banks’ return and risk ...
Yibing Chen +3 more
semanticscholar +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad +3 more
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 +4 more
doaj +1 more source
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
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
Modeling the factors of portfolio at risk for microfinance institutions in Palestine
Cogent Economics & Finance, 2023 The main objective of this paper is to examine the determinants of portfolio at risk in Palestine by analyzing the impact of macroeconomic and micro-level factors on credit risk for microfinance institutions during the period of 2010–2020.
Mohammed T. Abusharbeh
doaj +1 more source
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 +4 more
wiley +1 more source
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