Results 111 to 120 of about 8,519,632 (410)
Rating agencies and sovereign credit risk assessment [PDF]
Credit rating agencies (CRAs) have not consistently met the expectations placed on them by investors and policymakers. It is difficult, however, to improve the quality of ratings through regulatory initiatives.
Guntram B. Wolff, Nicolas Véron
core +1 more source
Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios [PDF]
Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We address the subportfolio "middle market".
Burghof, Hans-Peter+2 more
core +1 more source
This review highlights recent advancements in converting lignocellulosic biomass to fuel precursors. It emphasizes the role of FUR and 2‐methylfuran in aldol condensation and hydroxyalkylation–alkylation reactions. The article discusses their efficiency, potential applications, and emerging technologies that promise cleaner and more sustainable energy ...
Errol D. Saluta+2 more
wiley +1 more source
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment [PDF]
This article presents a generic model for pricing financial derivatives subject to counterparty credit risk. Both unilateral and bilateral types of credit risks are considered. Our study shows that credit risk should be modeled as American style options in most cases, which require a backward induction valuation.
arxiv
Hydrogen is an energy carrier, produced from renewable and nonrenewable resources. It can be stored in a variety of materials and transported to distant locations. This article reviews progress in hydrogen technology by looking at environmental and economic impact, cost analysis, and policy support at government level as way forward for bringing it to ...
Xuexue Pan+5 more
wiley +1 more source
Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps [PDF]
Within the last decade, credit risk management of financial institutions has been subject to major changes due to the development of the credit derivatives market.
Cremers, Heinz, Walzner, Jens
core
This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad+3 more
wiley +1 more source
Credit Cycles, Securitization, and Credit Default Swaps [PDF]
We present a limits-to-arbitrage model to study the impact of securitization, leverage and credit risk protection on the cyclicity of bank credit. In a stable bank credit situation, no cycles of credit expansion or contraction appear. Unlevered securitization together with mis-pricing of securitized assets increases lending cyclicality, favoring credit
arxiv
A Comparison between Logit Model and Classification Regression Trees (CART) in Customer Credit Scoring Systems [PDF]
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
doaj
Research on the Contagion Mechanism of Associated Credit Risk in the Supply Chain
In recent years, the credit crisis of Hainan Airlines Holding Co., Ltd., (HNA), Suntech, Bogang, Dunan, Chengxing and other enterprises, as well as the fact that many enterprises and financial institutions in the supply chain suffer heavy losses caused ...
Xiaofeng Xie+3 more
doaj +1 more source