Results 11 to 20 of about 6,300,523 (299)
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
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NERHF: a hybrid machine learning-driven efficient credit risk control framework [PDF]
Scientific ReportsAs a core part of the financial industry, credit operations are accompanied by significant risks. Therefore, accurate credit risk control is crucial for financial institutions’ lending decisions and overall risk management.
Lin Wei, Jiyang Dong, Hanyue Yu
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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.
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Trade Heterogeneity in the EU: Insights from the Emergence of COVID-19 Using Time Series Clustering
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2021 Objective: The objective of the paper is to analyse segmentation of EU-27 countries based on quarterly growth rates of exports and imports by using time series clustering.
Dwijendra Nath Dwivedi, Abhishek Anand
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Credit Ratings and Credit Risk [PDF]
SSRN Electronic Journal, 2012 This paper investigates the information in corporate credit ratings. We examine the extent to which firms' credit ratings measure raw probability of default as opposed to systematic risk of default, a firm's tendency to default in bad times. We find that credit ratings are dominated as predictors of corporate failure by a simple model based on publicly
Jens Hilscher, Mungo Wilson
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Credit analysis based on parametar and European banking [PDF]
Megatrend Revija, 2022 The subject of this research is to define the methodology for credit analysis and assessment of the degree of credit risk. By researching the subject, we point out the process of the loan application, the margins of acceptable and unacceptable risks. The
Neogradi Slađana +2 more
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Model risk on credit risk [PDF]
Risk and Decision Analysis, 2016 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 ...
J. Molins, Eduard Vives
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Economic Growth Patterns: Spatial Econometric Analysis for Russian Regions
Information, 2020 In this article, we analyze the σ - and β -convergence, using the data of the socio-economic development of Russian areas, and discover the role of spatial autocorrelation in regional economic development.
Vladimir Balash +3 more
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Modern bank's credit risk [PDF]
Ekonomski Signali, 2015 Credit risk is the most important risk banks have to face with. It occurs due to an obligation created because of debtors' capital and interest rate nonpayment. Debtors obligations non-fulfilment may lead to great losses and insolvency in bank's business.
Šabović Šerif
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SSRN Electronic Journal, 2020 What is the impact of granular credit risk on banks and on the economy? We provide the first causal identification of single-name counterparty exposure risk in bank portfolios by applying a new empirical approach on an administrative matched bank-firm dataset from Norway. Exploiting the fat tail properties of the loan share distribution we use a Gabaix
Galaasen, Sigurd +3 more
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