Results 111 to 120 of about 9,046,216 (386)
Modellierung des Kreditrisikos im Portfoliofall [PDF]
The current financial market crisis has impressively demonstrated the importance of an effective credit risk management for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised as a result ...
Cremers, Heinz, Walzner, Jens
core
Does Contract Farming Improve Diet Quality? The Case of Senegalese Smallholders
ABSTRACT The institution of contract farming has gained prominence in most developing countries owing to its numerous benefits. While several studies have already highlighted the welfare benefits of contract farming, very few have investigated the effects on diet quality, despite poor quality diets being a serious challenge in most parts of the ...
Francis E. Ndip, Takeshi Sakurai
wiley +1 more source
Dynamics Evolution of Credit Risk Contagion in the CRT Market
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
doaj +1 more source
Single-Name Credit Risk, Portfolio Risk, and Credit Rationing [PDF]
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
Support Vector Machines for Credit Scoring and discovery of significant features [PDF]
The assessment of risk of default on credit is important for financial institutions. Logistic regression and discriminant analysis are techniques traditionally used in credit scoring for determining likelihood to default based on consumer application and
Baesens +18 more
core +2 more sources
ABSTRACT Smallholder farmers are reverting to traditional production methods due to the high opportunity costs and unintended consequences of new technologies. This study focuses on row planting technology, which is labor‐intensive and slow without mechanized operations.
Emmanuel Tetteh Jumpah +4 more
wiley +1 more source
e-Quarterly Research Bulletin (Vol. 5, No. 1) [PDF]
[Excerpt] Macro financial risk propagation and its implications on financial stability have emerged as major concerns of governments and financial institutions, particularly those with large financial asset pools. The global financial crisis in 2008–2009
Asian Development Bank
core +2 more sources
Trade Credit, Risk Sharing, and Inventory Financing Portfolios
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
semanticscholar +1 more source
Assessing Agricultural Green Total Factor Productivity in Latin America
ABSTRACT The agricultural sector in Latin America plays a vital role in ensuring food security while impacting the environment. However, there remains a lack of analysis regarding the inputs responsible for pollution within its sub‐technologies. Hence, this article aims to assess agricultural green total factor productivity (TFP) through a novel ...
Tianxiang Li +2 more
wiley +1 more source
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets [PDF]
Credit and interest rate risk in the banking book are the two most important risks faced by commercial banks. In this paper we derive a consistent and general framework to measure the riskiness of a bank which is subject to correlated interest rate and ...
Marco Stringa +2 more
core

