Results 41 to 50 of about 9,046,216 (386)
Mathematical Finance, 2019 AbstractWe provide sharp analytical upper and lower bounds for value‐at‐risk (VaR) and sharp bounds for expected shortfall (ES) of portfolios of any dimension subject to default risk. To do so, the main methodological contribution of the paper consists in analytically finding the convex hull generators for the class of exchangeable Bernoulli variables ...
Fontana R., Luciano E., Semeraro P.
openaire +5 more sources
Review of Research on Credit Risk Management for Rural Credit Cooperatives [PDF]
Journal of Risk Analysis and Crisis Response (JRACR), 2017 With the rapid development of rural micro-credit, whether the "agriculture, rural areas and farmers" problems have been effectively solved, whether the credit risk has been effectively controlled, these have become the focus of our attention to the rural
Xin Song, Li Li, Lei Xiao
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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
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The effect of environmental sustainability on credit risk
Journal of Asset Management, 2020 The European Commission has proposed establishing a framework that redirects capital to sustainable investments in order to foster sustainable economic growth.
André Höck +3 more
semanticscholar +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
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Advanced risk management solutions for mitigating credit risk in financial operations
Magna Scientia Advanced Research and ReviewsAdvanced risk management solutions are essential for mitigating credit risk in financial operations, particularly in today's volatile economic environment.
Anwulika Ogechukwu Scott +2 more
semanticscholar +1 more source
Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network
Discrete Dynamics in Nature and Society, 2022 With the digital transformation of commercial banks and the online transfer of credit transactions, the relationship between credit subjects tends to be complex, and personal credit risk management is facing challenges.
Xin Sui +3 more
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Board composition, monitoring and credit risk: evidence from the UK banking industry [PDF]
, 2017 This paper examines the effects of board composition and monitoring on the credit risk in the UK banking sector. The study finds CEO duality, pay and board independence to have a positive and significant effect on credit risk of the UK banks.
Boateng, Agyenim, Lu, Jia
core +2 more sources
Magna Scientia Advanced Research and ReviewsCredit risk remains a critical concern for financial institutions, especially in the context of economic uncertainties and volatile market conditions.
Anwulika Ogechukwu Scott +2 more
semanticscholar +1 more source
Explainable Machine Learning in Credit Risk Management
Computational Economics, 2019 The paper proposes an explainable Artificial Intelligence model that can be used in credit risk management and, in particular, in measuring the risks that arise when credit is borrowed employing peer to peer lending platforms.
N. Bussmann +3 more
semanticscholar +1 more source