Results 81 to 90 of about 1,014,131 (349)
EconomiesThe goal of this study is to look into the dynamic relationship between stock prices, foreign portfolio investment, and financial development in the South African economy. Federal Reserve Economic Data (FRED) provided quarterly time series data from 1960
Kazeem Abimbola Sanusi +1 more
doaj +1 more source
Empirical estimation of default and asset correlation of large corporates and banks in India [PDF]
Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk. This would require studying the risk profile of the banks’ entire credit portfolio and developing the appropriate methodology for the estimation
Bandyopadhyay, Arindam, Ganguly, Sonali
core +1 more source
Climate Change Risks and Customer Concentration: Evidence From US‐Listed Firms
Business Strategy and the Environment, EarlyView.ABSTRACT While prior studies have investigated climate risks in supply chains, customer ESG pressures, and shared climate exposure, this paper is, to the best of our knowledge, the first to provide direct empirical evidence on the relationship between climate change risks and firms' customer concentration.
Thi Thuy Trang Nguyen +2 more
wiley +1 more source
Vìsnik Žitomirsʹkogo Deržavnogo Tehnologìčnogo Unìversitetu: Ekonomìčnì Nauki, 2015 Solved how to optimize the system of accounting and analytical indicators to assess the level of risk and the effectiveness of the Bank's credit activity, on the basis of scale, scope and structure of the credit portfolio; the turnover of credit ...
A.M. Gerasimovich
doaj
Мир новой экономики, 2018 In the article we analyzed international and Russian methodological approaches for classification of risk in project finance and identified crucial criteria which provide further framework for development of principles and management mechanism of ...
T. S. Gaibov
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Asset correlations and credit portfolio risk: an empirical analysis [PDF]
In credit risk modelling, the correlation of unobservable asset returns is a crucial component for the measurement of portfolio risk. In this paper, we estimate asset correlations from monthly time series of Moody's KMV asset values for around 2,000 ...
Düllmann, Klaus +2 more
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Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model [PDF]
, 2001 Credit granting institutions deal with large portfolios of assets. These assets represent credit granted to obligors as well as investments in securities. A common size for such a portfolio lies from anywhere between 400 to 10,000 instruments.
Kane, Selly +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu +4 more
wiley +1 more source
GCPM: A ?exible package to explore credit portfolio risk
Austrian Journal of Statistics, 2016 In this article we introduce the novel GCPM package, which represents a generalized credit portfolio model framework. The package includes two of the most popular mod- eling approaches in the banking industry namely the CreditRisk+ and the CreditMetrics ...
Kevin Jakob, Matthias Fischer
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Do specialization benefits outweigh concentration risks in credit portfolios of German banks? [PDF]
Lending specialization on certain industry sectors can have opposing effects on monitoring (including screening) abilities and on the sectoral concentration risk of a credit portfolio.
Böve, Rolf +2 more
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