Results 261 to 270 of about 219,436 (304)

Unemployment and credit risk

Journal of Financial Economics, 2016
Abstract Labor market frictions help explain the credit spread puzzle. In U.S. aggregate data and newly assembled U.S. industry-level and cross-country panel datasets, the relation between unemployment and credit risk is strong and positive. In a search model of equilibrium unemployment embedded with defaultable debt and capital accumulation, search ...
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The Insurability of Credit Risks

The Journal of Finance, 1954
s of Doctoral Dissertations 307 Certain groups of credit risks have been able to meet the test that the criterion of self-support implies. They include risks insured by private commercial credit insurers, those insured by Federal Housing Administrator, and some of those insured by the Federal Reserve Banks. Judgment must be suspended in the case of the
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Credit Cycles, Credit Risk, and Prudential Regulation [PDF]

International Journal of Central Banking, 2005
This paper finds strong empirical support of a positive, although quite lagged, relationship between rapid credit growth and loan losses. Moreover, it contains empirical evidence of more lenient credit standards during boom periods, both in terms of screening of borrowers and in collateral requirements.
Gabriel Jiménez, Jesús Saurina
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The Credit Risk [PDF]

Romanian Statistical Review Supplement, 2013
At a conceptual level, the credit risk is a component of market risk. It can occur as a result of two causes: the issuing company does not want/can no longer meet its obligations; damage to the issuing company's rating, which results in lowering the price of shares in the company in question.
Vergil VOINEAGU, Danut CULETU, Zoica DINCA (NICOLA)   +2 more
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Credit risk and credit derivatives

Πιστωτικός Κίνδυνος & Μηχανική Μάθηση Ο πιστωτικός κίνδυνος αναφέρεται στην πιθανότητα ο δανειολήπτης να μην μπορεί να αποπληρώσει τα δάνειά του, κάτι που προκαλεί οικονομικές απώλειες για τον δανειστή. Ο κίνδυνος αυτός είναι εγγενής σε διάφορα χρηματοοικονομικά προϊόντα, όπως τα δάνεια και τα ομόλογα.
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Credit Risk Modeling

2004
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them.
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Credit Risk Research

Emerging Markets Finance & Trade, 2018
This article provides a comprehensive review of scholarly research on credit risk measurement during the last 57 years applying bibliometric citation analysis and elaborates an agenda for future research. The bibliography is compiled using the Institute for Scientific Information (ISI) Web of Science (WOS) database and includes all articles with ...
Zamore, Stephen, Djan, Kwame Ohene, Alon, Ilan, Hobdari, Bersant   +3 more
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Credit risk and credit derivatives

2021
Manolis G. Kavussanos, Dimitris A. Tsouknidis   +1 more
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Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy

Business Strategy and the Environment, 2022
Xiaoyan Zhou, Ben Caldecott, Andreas G F Hoepner   +2 more
exaly  

Carbon neutrality, bank lending, and credit risk: Evidence from the Eurozone

Journal of Environmental Management, 2021
Muhammad Umar, Xiangfeng Ji, Nawazish Mírzá   +2 more
exaly