Results 1 to 10 of about 8,479,990 (287)
Assessment of associated credit risk in the supply chain based on trade credit risk contagion. [PDF]
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
doaj +3 more sources
Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy
Business Strategy and the Environment, 2022 This study empirically investigates the relationship between Chinese banks’ green lending and their credit risk, and how China’s green finance regulations contribute to the solvency of individual banks and the resilience of the financial system as a ...
Xiao Yan Zhou +2 more
exaly +2 more sources
SHAP and LIME: An Evaluation of Discriminative Power in Credit Risk. [PDF]
Front Artif Intell, 2021 In credit risk estimation, the most important element is obtaining a probability of default as close as possible to the effective risk. This effort quickly prompted new, powerful algorithms that reach a far higher accuracy, but at the cost of losing ...
Gramegna A, Giudici P.
europepmc +2 more sources
An ensemble machine learning approach for forecasting credit risk of agricultural SMEs' investments in agriculture 4.0 through supply chain finance. [PDF]
Ann Oper Res, 2021 Credit risk imposes itself as a significant barrier of agriculture 4.0 investments in the supply chain finance (SCF) especially for Small and Medium-sized Enterprises.
Belhadi A +4 more
europepmc +2 more sources
Single-Name Credit Risk, Portfolio Risk, and Credit Rationing [PDF]
Economica, 2014 This paper introduces non-diversifiable risk in the Stiglitz-Weiss adverse selection model, so that an increase in the average riskiness of the borrower pool causes higher portfolio risk.
Arnold, Lutz G. +2 more
core +4 more sources
Risk Management and the Credit Risk Premium [PDF]
Journal of Banking & Finance, 2001 Abstract This paper shows how the credit risk premium affects firms' optimal hedging strategies. The model predicts that if the credit risk premium is relatively small, firms use convex hedging strategies. If the credit risk premium is relatively large, firms use concave hedging strategies.
Tim Adam, Tim Adam
openalex +4 more sources
Credit risk transfer and contagion [PDF]
SSRN Electronic Journal, 2005 Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises.
Allen, Franklin, Carletti, Elena
core +10 more sources
, 2004 Publisher Summary The development of the credit derivative market and the subsequent introduction of the structured credit products are the responses to the rising importance attached to credit risk management. This chapter discusses the concepts related to credit risk and credit ratings.
Geert Gielens
openalex +4 more sources
Measuring Credit Spread Risk [PDF]
The Journal of Portfolio Management, 2003 It is widely known that the possibility of default makes the expected return distribution for financial products that are subject to credit risk highly skewed and fat-tailed. Recent development of an unbiased tail index estimator enables modeling of the additional risk presented by changes in swap spreads. Tests on data from the U. S., the U.
Rachel Campbell, Ronald Huisman
openalex +5 more sources
Credit Risk Diversification [PDF]
SSRN Electronic Journal, 2002 We study the role of diversification in reducing the volatility of corporate bond returns induced by changes in credit spreads. Specifically, we look at how credit risk can be diminished when a portfolio is diversified across countries, industry sectors,
Simonne Varotto
core +3 more sources