Results 111 to 120 of about 9,973,528 (335)
Towards a Theory of the Credit-Risk Balance Sheet [PDF]
This article designs what it calls a Credit-Risk Balance Sheet (the risk being that of default by customers), a tool which, in principle, can contribute to revealing, controlling and managing the bad debt risk arising from a companys commercial credit ...
Antonio David Somoza Lopez +2 more
core +1 more source
Agribusiness, EarlyView.ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source
Towards a Theory of the Credit-Risk Balance Sheet (II). The Evolution of its Structure [PDF]
This article has an immediate predecessor, upon which it is based and with which readers must necessarily be familiar: Towards a Theory of the Credit-Risk Balance Sheet (Vallverdu, Somoza and Moya, 2006).
Antonio David Somoza Lopez +2 more
core +1 more source
Credit risk with semimartingales and risk-neutrality [PDF]
, 2008 A no-arbitrage framework to model interest rates with credit risk, based on the LIBOR additive process, and an approach to price corporate bonds in incomplete markets, is presented in this paper.
Colino, Jesús P., Stute, Winfried
core +1 more source
A portfolio view of consumer credit [PDF]
This paper takes a portfolio view of consumer credit. Default models (credit-risk scores) estimate the probability of default of individual loans. But to compute risk-adjusted returns, lenders also need to know the covariances of the returns on their ...
David K. Musto, Nicholas Souleles
core +3 more sources
Agribusiness, EarlyView.ABSTRACT Despite the broad focus on necessity‐ and opportunity‐driven entrepreneurship in research and policy, the entrepreneurial dichotomy within the agribusiness context has not been adequately addressed. This study contributes to closing this knowledge gap by examining youth's perceptions of agribusiness through the lens of the push‐pull motivation
Cool Dady Mangole +6 more
wiley +1 more source
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
doaj +1 more source
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
Sovereign bond risk premiums [PDF]
, 2013 Credit risk has become an important factor driving government bond returns. We therefore introduce an asset pricing model which exploits information contained in both forward interest rates and forward CDS spreads. Our empirical analysis covers euro-zone
Dockner, Engelbert J. +2 more
core +1 more source
Cogent Economics & Finance, 2019 In recent years, financial institutions especially universal/commercial banks across Africa have been faced with forceful mergers and acquisitions. These occurrences impede the level of financial inclusion and reduces public confidence in the financial ...
S. G. Gadzo +2 more
semanticscholar +1 more source