Results 101 to 110 of about 219,436 (304)
Credit Risk Transfer and Bank Competition [PDF]
We present a banking model with imperfect competition in which borrowers’ access to credit is improved when banks are able to transfer credit risks. However, the market for credit risk transfer (CRT) works smoothly only if the quality of loans is public ...
Hendrik Hakenes, Isabel Schnabel
core
Credit rating migration risk and business cycles
, 2012 Basel III seeks to improve the financial sector’s resilience to stress scenarios which calls for a reassessment of banks’ credit risk models and, particularly, of their dependence on business cycles.
Kalotychou, E. +8 more
core +1 more source
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
Credit Risk Factor Modeling and the Basel II IRB Approach [PDF]
Default probabilities (PDs) and correlations play a crucial role in the New Basel Capital Accord. In commercial credit risk models they are an important constituent.
Rösch, Daniel +2 more
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High‐elevation endemic plants predicted to lose habitat from changing climate in Washington State
American Journal of Botany, EarlyView.Abstract Premise High‐elevation plants face unique challenges from potential climate change impacts that will likely require upslope migration into increasingly smaller suitable habitat. This situation is particularly acute for endemic species that by definition occupy small geographic ranges.
Nicholas L. Gjording +4 more
wiley +1 more source
International Journal of Financial StudiesThis research explores the impact of financial indicators on the credit ratings of companies listed on the S&P 500, employing a Sys-GMM model to address endogeneity concerns.
Nazário Augusto de Oliveira +1 more
doaj +1 more source
CREDIT RISK MIGRATION EXPERIENCED BY AGRICULTURAL LENDERS
Loan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers.
Gloy, Brent A. +2 more
core
Forecasting Credit Portfolio Risk [PDF]
The main challenge of forecasting credit default risk in loan portfolios is forecasting the default probabilities and the default correlations. We derive a Merton-style threshold-value model for the default probability which treats the asset value of a ...
Scheule, Harald +2 more
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American Journal of Community Psychology, EarlyView.Abstract Research‐Practice Partnerships seek to close the research‐practice gap through developing collaborative, authentic partnerships between researchers and community members. Our team has leveraged Research‐Practice Ambassadors to support socially just and equitable partnership processes in schools.
Danielle R. Hatchimonji +8 more
wiley +1 more source
Credit risk clustering in a business group: Which matters more, systematic or idiosyncratic risk?
Cogent Economics & Finance, 2019 Understanding how defaults correlate across firms is a persistent concern in risk management. In this paper, we apply covariate-dependent copula models to assess the dynamic nature of credit risk dependence, which we define as “credit risk clustering ...
Feng Li, Zhuojing He
doaj +1 more source