Results 1 to 10 of about 8,808,649 (394)
Blockchains, Real-time Accounting, and the Future of Credit Risk Modeling
Ledger, 2019 In this paper I discuss how blockchains potentially could affect the way credit risk is modeled, and how the improved trust and timing associated with blockchain-enabled real-time accounting could improve default prediction.
H. Byström
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Political Connection and Credit Risk Management: Its Effect on Bank’s Performance
Riset Akuntansi dan Keuangan Indonesia, 2019 The present study examines the effect of political connection and credit risk management on Indonesian bank’s performance during the declining credit growth period.
Fahmi Setiadi, Y Anni Aryani
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Borsa Istanbul Review, 2020 This study aims to shed light on the co-movement of sovereign credit risk and economic risk in Turkey using the Toda–Yamamoto causality, Gradual Shift causality, and Wavelet Coherence tests.
Dervis Kirikkaleli, Korhan K. Gokmenoglu
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Credit Derivatives and Risk Management [PDF]
SSRN Electronic Journal, 2007 The striking growth of credit derivatives suggests that market participants find them to be useful tools for risk management. I illustrate the value of credit derivatives with three examples. A commercial bank can use credit derivatives to manage the risk of its loan portfolio. An investment bank can use credit derivatives to manage the risks it incurs
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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
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Impact of risk management strategies on the credit risk faced by commercial banks of Balochistan
Financial Innovation, 2019 This study aims to identify risk management strategies undertaken by the commercial banks of Balochistan, Pakistan, to mitigate or eliminate credit risk.
Zia Ur Rehman +3 more
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A Comparison between Logit Model and Classification Regression Trees (CART) in Customer Credit Scoring Systems [PDF]
پژوهشهای اقتصادی, 2008 With the continuous development and changes in the credit industry, credit products play a more important role in the economy. This has led institutions to expand the role of technology in their credit management processes.
gholam reza . Keshavarz Haddad +1 more
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Trade Credit, Risk Sharing, and Inventory Financing Portfolios
Management Sciences, 2017 As an integrated part of a supply contract, trade credit has intrinsic connections with supply chain coordination and inventory management. Using a model that explicitly captures the interaction of firms’ operations decisions, financial constraints, and ...
S. A. Yang, J. Birge
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Dynamics Evolution of Credit Risk Contagion in the CRT Market
Discrete Dynamics in Nature and Society, 2013 This work introduces a nonlinear dynamics model of credit risk contagion in the credit risk transfer (CRT) market, which contains time delay, the contagion rate of credit risk, and nonlinear resistance.
Tingqiang Chen, Jianmin He, Qunyao Yin
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Journal of Financial Economics, 2019 We investigate how the dynamics of corporate debt policy affect the pricing of corporate bonds. We find empirically that debt issuance has a significant stochastic component that is imperfectly correlated with shocks to asset value. As a consequence, the volatility of leverage is significantly higher than asset volatility over short horizons.
Peter Feldhütter, Stephen Schaefer
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