Results 291 to 300 of about 7,295,761 (348)
SSRN Electronic Journal, 2001 PurposeThis paper aims to propose a new method for credit risk allocation among economic agents.Design/methodology/approachThe paper considers a pool of bank loans subject to a credit risk and develops a method for decomposing the credit risk into idiosyncratic and systematic components.
Harris Schlesinger +3 more
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Global Business Review, 2020
The purpose of this article is to investigate the relationship between credit risk, liquidity risks and bank profitability within the Middle East and North African (MENA) countries.
Hakimi Abdelaziz +2 more
semanticscholar +1 more source
The purpose of this article is to investigate the relationship between credit risk, liquidity risks and bank profitability within the Middle East and North African (MENA) countries.
Hakimi Abdelaziz +2 more
semanticscholar +1 more source
Corporate Social Responsibility and Credit Risk
Finance Research Letters, 2020We study the effects of corporate social responsibility on credit risk for U.S. and European firms over the period 2003 to 2018. Differentiating between the various facets of corporate social responsibility shows that only environmental aspects reduce ...
C. Bannier, Yannik Bofinger, Björn Rock
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Mining Semantic Soft Factors for Credit Risk Evaluation in Peer-to-Peer Lending
Journal of Management Information Systems, 2020While Peer-to-Peer (P2P) lending is rapidly growing, it is also accompanied by high credit risk due to information asymmetry. Besides conventional hard information, soft information also enters into the lending decision process.
Zhao Wang +3 more
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SSRN Electronic Journal, 1998 In order to take advantage of credit portfolio management opportunities, management must first answer several technical questions: What is the risk of a given portfolio? How do different macroeconomic scenarios, at both the regional and the industry sector level, affect the portfolio's risk profile? What is the effect of changing the portfolio mix? How
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Unemployment and credit risk [PDF]
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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Credit Risk Management and Credit Derivatives [PDF]
, 2014 Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio. The primary goal of these models is to help credit analysts define whether a loan should be issued, which risk premia is appropriate and how much capital should be directed to the ...
Jürgen Franke +2 more
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Credit Risk-Mitigation Techniques and Credit Risk Protection
2022Abstract This chapter assesses credit risk mitigation (CRM) techniques and credit risk protection. Managing the risk of default of bank counterparties is, if possible, the most important objective of banks engaged in lending. The lower the counterparty’s creditworthiness, the stronger the collateral must be for a bank to be prepared to ...
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Credit Risk and Credit Rationing
The Quarterly Journal of Economics, 1960I. Approaches to credit rationing, 258. — II. The influence of credit risk on loan payoff, 259. — III. Implications for lender behavior and borrower access to credit, 267. — IV. The central bank's influence, 275.
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Cash Holdings and Credit Risk [PDF]
SSRN Electronic Journal, 2012 Intuition suggests that rms with higher cash holdings are safer and should have lower credit spreads. Yet empirically the correlation between cash and spreads is robustly positive, and higher for lower credit ratings. This puzzling nding can be explained by the precautionary motive for saving cash.
Sergei A. Davydenko +3 more
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