Results 31 to 40 of about 6,300,523 (299)
RESTRUCTURING COUNTERPARTY CREDIT RISK [PDF]
International Journal of Theoretical and Applied Finance, 2011 We introduce an innovative theoretical framework for the valuation and replication of derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on credit and debit valuation adjustments (CVA and DVA).
Albanese, Claudio +2 more
openaire +9 more sources
AIG Credit Risk Committee Approval Form [PDF]
, 2005 Accompanying the completed Credit Risk Approval Form is an executive summary from the Credit Risk Committee to the Chief Credit Office, Kevin McGinn, describing the potential CDO ...
AIG: Credit Risk Committee
core +1 more source
Czynniki determinujące rating kredytowy krajów europejskich
Problemy Zarządzania, 2014 The purpose of this article is to analyze factors that can influence the credit rating granted to European countries by rating agencies. The article analyzes the literature in this field.
Patrycja Chodnicka +2 more
doaj +1 more source
Credit risk management system in commercial banking [PDF]
Ekonomski Pogledi, 2013 Banking operations are increasingly exposed to credit risk, which indicates the failure of the banks to settle their claims based on previously approved loans.Credit risk may lead to the closure of banking operations, ie.
Dragosavac Miloš
doaj +1 more source
Managing Credit Risk with Credit and Macro Derivatives [PDF]
Schmalenbach Business Review, 2003 The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank. In a partial-analytic framework we distinguish between the probability of default and the loss given default, model ...
Udo Broll +2 more
openaire +3 more sources
A Systematic Literature Review on the Credit Risk Management of Big Tech Lending
Journal of Risk Analysis and Crisis Response (JRACR), 2021 This article reviews the relevant research of Big Tech Lending credit risk management in order to promote the research on the theory and method of credit risk management of Big Tech Lending. At present, relevant research results at home and abroad mainly
MuZhang, Cheng Cao
doaj +1 more source
Heuristic Algorithm for Cross-Platform Credit Risk Transmission Based on Hybrid Strategies
Discrete Dynamics in Nature and Society, 2022 Credit risk transmission between cross-platforms is an important issue in the construction of a credit service system. The effect of credit risk transmission between credit entities (nodes) is analyzed in this paper. A heuristic algorithm based on hybrid
Zhang Xiaodong +3 more
doaj +1 more source
Data-Driven Approach for Credit Risk Analysis Using C4.5 Algorithm
ComTech, 2023 Credit risk is bad credit, resulting in bank losses due to non-receipt of disbursed funds and unacceptable interest income. However, credit services still have to be done to achieve profit.
Muhammad Iqbal, Syahril Efendi
doaj +1 more source
RisksThis article examines the relationship between implementing sustainable development measures and financial risk in the context of global companies and the recycling economy.
Lazar A. Badalov +3 more
doaj +1 more source
Transcripts enriched in codons that trigger P‐site tRNA‐mediated mRNA decay possess stable mRNA
FEBS Open Bio, EarlyView.PTMD codons were first described by Mendel et al. as mediators of an mRNA decay pathway dependent on the human protein CNOT3, homologous to yeast Not5. Our findings confirm that PTMD codons destabilize transcripts; however, unlike in yeast, the human pathway specifically targets and slightly destabilizes primarily stable mRNAs.
Rodolfo Lopes Carneiro +1 more
wiley +1 more source