Results 41 to 50 of about 7,295,761 (348)
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
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Applications of Skew Models Using Generalized Logistic Distribution
Axioms, 2016 We use the skew distribution generation procedure proposed by Azzalini [Scand. J. Stat., 1985, 12, 171–178] to create three new probability distribution functions.
Pushpa Narayan Rathie +2 more
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
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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
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
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An optimised credit scorecard to enhance cut-off score determination
South African Journal of Economic and Management Sciences, 2018 Background: Credit scoring is a statistical tool allowing banks to distinguish between good and bad clients. However, literature in the world of credit scoring is limited. In this article parametric and non-parametric statistical techniques that are used
Nico Kritzinger, Gary W. van Vuuren
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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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Double-Layer Network Model of Bank-Enterprise Counterparty Credit Risk Contagion
Complexity, 2020 Banks and enterprises constitute a multilayered, multiattribute, multicriteria credit-related super network due to financial transaction behaviors, such as credit, wealth management, savings, and derivatives.
Tingqiang Chen +3 more
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Single‐name Credit Risk, Portfolio Risk and Credit Rationing [PDF]
Economica, 2014 In the Stiglitz–Weiss (1981) adverse selection model, pure credit rationing cannot arise in equilibrium. We show that this is due to the fact that single‐name risks are independent and a well‐diversified portfolio contains no risk. We introduce non‐diversifiable macroeconomic risk to the model and show that risk‐averse lenders possibly ration credit ...
Arnold, Lutz G. +2 more
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The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks
Journal of Risk and Financial Management, 2020 In less than a decade, the Islamic Banking (IB) industry has become an essential part of the global financial system. During the last ten years, the IB industry has witnessed changes in economic conditions and proved to be resilient during the periods of
Faridah Najuna Misman, M. Bhatti
semanticscholar +1 more source