Results 131 to 140 of about 8,519,632 (410)
Modelling China's Credit System with Complex Network Theory for Systematic Credit Risk Control [PDF]
arXiv, 2018 The insufficient understanding of the credit network structure was recognized as a key factor for regulators' underestimation of the destructive systematic risk during the financial crisis that started in 2007. The existing credit network research either took a macro perspective to clarify the topological properties of financial systems at a ...
arxiv
Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective
Complexity, 2020 Associated credit risk is a kind of credit risk among the associated credit entities formed by credit-related entities. Focusing on this hot topic of associated credit risk and the relevant contagion and considering the latent entities and their ...
Kai Xu +5 more
doaj +1 more source
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
Journal of Financial Economics, 2019 We investigate how the dynamics of corporate debt policy affect the pricing of corporate bonds. We find empirically that debt issuance has a significant stochastic component that is imperfectly correlated with shocks to asset value. As a consequence, the volatility of leverage is significantly higher than asset volatility over short horizons.
Peter Feldhütter, Stephen Schaefer
openaire +3 more sources
Agribusiness, EarlyView.Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley +1 more source
International Journal of Economics and Financial Issues, 2016 This study investigates the effect of credit risk management on customer satisfaction in tier-one deposits money banks in Adamawa state, Nigeria. The objectives of the study were to examine relationship between credit risk management and customers ...
Ibrahim Danjuma +3 more
doaj +6 more sources
Credit derivatives: new financial instruments for controlling credit risk [PDF]
One of the risks of making a bank loan or investing in a debt security is credit risk, the risk of borrower default. In response to this risk, new financial instruments called credit derivatives have been developed in the past few years.
Robert S. Neal
core
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
The Impact of Credit Risk and Implied Volatility on Stock Returns [PDF]
arXiv, 2010 This paper examines the possibility of using derivative-implied risk premia to explain stock returns. The rapid development of derivative markets has led to the possibility of trading various kinds of risks, such as credit and interest rate risk, separately from each other.
arxiv
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms [PDF]
2024 5th International Conference on Artificial Intelligence and
Computer Engineering (ICAICE)As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US financial markets, and enhance the resilience of the US economy. Specifically, the paper constructs a multivariate multilevel CAViaR model, optimized by gradient descent and ...
arxiv +1 more source