Results 41 to 50 of about 8,519,632 (410)
Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk
Complexity, 2022 This study derives a liquidity and credit risk-adjusted capital asset pricing model and investigates the model using the data set in China's corporate bond market.
Zijian Wu, Baochen Yang, Yunpeng Su
doaj +1 more source
Integration of factor analysis and Tsukamoto’s fuzzy logic method for quality control of credit provisions in rural banks [PDF]
Decision Science Letters, 2023 Giving credit to debtors can pose a default risk. This risk arises because of an error in analyzing the credit risk rate of the debtor. Therefore, this study aims to design a framework for analyzing the credit risk rate of debtors so that the ...
Yuyun Hidayat +6 more
doaj +1 more source
Credit Rationing Effects of Credit Value-at-Risk [PDF]
SSRN Electronic Journal, 2004 textabstractBanks provide risky loans to firms which have superior information regarding the quality of their projects. Due to asymmetric information the banks face the risk of adverse selection. Credit Value-at-Risk (CVaR) regulation counters the problem of low quality, i.e.
Jan Frederik Slijkerman +4 more
openaire +4 more sources
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
Managing Credit Risk with Credit and Macro Derivatives [PDF]
SSRN Electronic Journal, 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 ...
Peter Welzel +3 more
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
doaj +1 more source
CREDIT RISK MANAGEMENT CONTROL ON SME SEGMENT: STUDY CASE OF XYZ BANK BRANCH SURABAYA
Jurnal Aplikasi Manajemen, 2022 The study is conducted to explain the suitability of credit risk control management to minimize the non-performing loans at XYZ Bank Branch Surabaya as stipulated by the Basel Accord Committee in Financial Services Authority Regulation No.
Ludmila Mayasari +4 more
doaj +1 more source
Credit analysis based on parametar and European banking [PDF]
Megatrend Revija, 2022 The subject of this research is to define the methodology for credit analysis and assessment of the degree of credit risk. By researching the subject, we point out the process of the loan application, the margins of acceptable and unacceptable risks. The
Neogradi Slađana +2 more
doaj +1 more source
Long range Ising model for credit risk modeling in homogeneous portfolios [PDF]
arXiv, 2004 Within the framework of maximum entropy principle we show that the finite-size long-range Ising model is the adequate model for the description of homogeneous credit portfolios and the computation of credit risk when default correlations between the borrowers are included.
Jordi Molins, Eduard Vives
openalex +3 more sources
Credit Risk Analysis Using Quantum Computers [PDF]
IEEE transactions on computers, 2019 We present and analyze a quantum algorithm to estimate credit risk more efficiently than Monte Carlo simulations can do on classical computers. More precisely, we estimate the economic capital requirement, i.e.
D. Egger +3 more
semanticscholar +1 more source