Results 11 to 20 of about 8,808,649 (394)
Assessment of associated credit risk in the supply chain based on trade credit risk contagion [PDF]
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
doaj +3 more sources
SHAP and LIME: An Evaluation of Discriminative Power in Credit Risk. [PDF]
Front Artif Intell, 2021 In credit risk estimation, the most important element is obtaining a probability of default as close as possible to the effective risk. This effort quickly prompted new, powerful algorithms that reach a far higher accuracy, but at the cost of losing ...
Gramegna A, Giudici P.
europepmc +2 more sources
Single‐name Credit Risk, Portfolio Risk and Credit Rationing [PDF]
Economica, 2014 In the Stiglitz–Weiss (1981) adverse selection model, pure credit rationing cannot arise in equilibrium. We show that this is due to the fact that single‐name risks are independent and a well‐diversified portfolio contains no risk. We introduce non‐diversifiable macroeconomic risk to the model and show that risk‐averse lenders possibly ration credit ...
Arnold, Lutz G. +2 more
openaire +5 more sources
Measuring Credit Spread Risk [PDF]
The Journal of Portfolio Management, 2003 It is widely known that the possibility of default makes the expected return distribution for financial products that are subject to credit risk highly skewed and fat-tailed. Recent development of an unbiased tail index estimator enables modeling of the additional risk presented by changes in swap spreads. Tests on data from the U. S., the U.
Rachel Campbell, Ronald Huisman
openalex +5 more sources
, 2004 Publisher Summary The development of the credit derivative market and the subsequent introduction of the structured credit products are the responses to the rising importance attached to credit risk management. This chapter discusses the concepts related to credit risk and credit ratings.
Geert Gielens
openalex +4 more sources
Theoretical and Applied Economics, 2007 In the environment in which a bank functions there are many risk sources that determine the reduction of the profitability. These risk sources must be attentively identified, measured and taken into consideration for the elaboration of a bank’s general ...
Nora Mihail +2 more
doaj +3 more sources
Explainable AI in Credit Risk Management [PDF]
Social Science Research Network, 2021 Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure consumer protection ...
Branka Hadji Misheva +4 more
semanticscholar +1 more source
The Impact Of FDI Inflow On The Environment: A Case Of The Baltic-Black Sea Region Countries [PDF]
SocioEconomic Challenges, 2020 The article summarizes the arguments within the scientific challenge on improving approaches to estimate the environmental impact of FDI inflow on the economy.
Adisa Đonlagić, Bogdan A. Moskalenko
doaj +1 more source
An Algorithm of Decomposing the Trend and Cyclical Components of FDI Inflows: the Case of Ukraine [PDF]
Financial Markets, Institutions and Risks, 2020 The article summarizes the arguments within the scientific challenge on improving approaches to country investment potential evaluation. The main objective of the research is to systematize the existing statistical methods of decomposing macroeconomic ...
Bogdan A. Moskalenko, Pavlin Mitev
doaj +1 more source
Determinants of credit risk: Empirical evidence from Indian commercial banks [PDF]
Banks and Bank Systems, 2023 Credit risk is a significant factor affecting the financial stability of banks. Keeping the credit risk under control is essential to maintain a bank’s cash flow.
Tisa Maria Antony, Suresh G.
doaj +1 more source