Results 351 to 360 of about 8,808,649 (394)
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The Insurability of Credit Risks
The Journal of Finance, 1954s 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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2003
To understand the contribution of various risk factors to the overall riskiness of credit-risky portfolios is one of the most challenging tasks in contemporary finance. Recently, the importance of this issue has been highlighted by the decision of the Basel committee to allow sophisticated banks to use their own internal credit portfolio risk.
Kiesel, Rüdiger, Stadtmüller, U.
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To understand the contribution of various risk factors to the overall riskiness of credit-risky portfolios is one of the most challenging tasks in contemporary finance. Recently, the importance of this issue has been highlighted by the decision of the Basel committee to allow sophisticated banks to use their own internal credit portfolio risk.
Kiesel, Rüdiger, Stadtmüller, U.
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Annual Review of Financial Economics, 2009
This paper reviews the literature on credit risk models. Topics included are structural and reduced form models, incomplete information, credit derivatives, and default contagion. It is argued that reduced form models and not structural models are appropriate for the pricing and hedging of credit-risky securities.
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This paper reviews the literature on credit risk models. Topics included are structural and reduced form models, incomplete information, credit derivatives, and default contagion. It is argued that reduced form models and not structural models are appropriate for the pricing and hedging of credit-risky securities.
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The Journal of Derivatives, 1995
This article models the pricing of derivatives on credit risk, instruments proposed in 1992 by the International Swap Dealers Association that have started attracting market attention. The exact structure of the instruments continues to evolve today. We develop a framework to understand the key features of this class of products.
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This article models the pricing of derivatives on credit risk, instruments proposed in 1992 by the International Swap Dealers Association that have started attracting market attention. The exact structure of the instruments continues to evolve today. We develop a framework to understand the key features of this class of products.
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Carbon neutrality, bank lending, and credit risk: Evidence from the Eurozone.
Journal of Environmental Management, 2021Muhammad Umar +3 more
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Does bank FinTech reduce credit risk? Evidence from China
, 2020Maoyong Cheng, Yang Qu
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Machine learning techniques for credit risk evaluation: a systematic literature review
Journal of Banking and Financial Technology, 2020Siddharth Bhatore +2 more
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Measuring credit risk using qualitative disclosure
Review of accounting studies, 2020J. Donovan +3 more
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, 1993 The paper evaluates the contribution industrial-sector data on loan losses could make to diversifying and pricing bank risk. It derives the mean, variance and cyclical sensitivity of sectoral provisions and write offs, then assesses implications for loan pricing; standards of capital adequacy; risk borne by sectorally-concentrated banks; and bank risk ...
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