Results 161 to 170 of about 8,519,632 (410)

Split Ratings and the Pricing of Credit Risk [PDF]

, 1997
Richard Cantor, Frank Packer, Kevin Cole
openalex   +1 more source

Charting the Path to Increased Oil Palm Output in Ghana Beyond Area Expansion: Technology or Managerial Capacity — Which Leads the Way?

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, Francis Tsiboe, Ayobami Adetoyinbo, Jacob Ankamah   +3 more
wiley   +1 more source

Provisions and Economic Capital for Credit Losses [PDF]

arXiv
Based on supermodularity ordering properties, we show that convex risk measures of credit losses are nondecreasing w.r.t. credit-credit and, in a wrong-way risk setup, credit-market, covariances of elliptically distributed latent factors. These results support the use of such setups for computing credit provisions and economic capital or for conducting
arxiv  

Model risk on credit risk [PDF]

arXiv, 2015
This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, potentially leading to systemic credit events which happen unexpectedly and without an underlying single ...
arxiv  

Inferred Rate of Default as a Credit Risk Indicator in the Bulgarian Bank System. [PDF]

Entropy (Basel), 2023
Boutchaktchiev V.
europepmc   +1 more source

Modellierung des Kreditrisikos im Einwertpapierfall [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  

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

Credit Risk Assessment and the Opportunity Costs of Loan Misclassification [PDF]

, 1997
Govindaray Nayak, Calum G. Turvey
openalex   +1 more source

Is Youth's Engagement in Agribusiness an Opportunity or a Necessity? A Closer Look at the Situation in South Kivu, Eastern Democratic Republic of the Congo

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, Paul Martin Dontsop Nguezet, Shiferaw Feleke, Victor Manyong, Kamala Kaghoma Christian, Zoumana Bamba, Tahirou Abdoulaye   +6 more
wiley   +1 more source

Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models [PDF]

, 2001
Gurdip Bakshi, Dilip B. Madan, Frank Zhang   +2 more
openalex   +2 more sources