Results 51 to 60 of about 8,808,649 (394)
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
Impact of ownership structure and ownership concentration on credit risk of Chinese commercial banks [PDF]
, 2019 The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.Purpose- The purpose of this study is to examine the effects of bank ownership structure and ownership ...
Boateng, Agyenim +2 more
core +1 more source
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
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
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
doaj +1 more source
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
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
doaj +1 more source
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF
Social Science Research Network, 2020 We evaluate the efficacy of the Secondary Market Corporate Credit Facility (SMCCF), a program designed to stabilize the corporate bond market in the wake of the Covid-19 shock.
Simon Gilchrist +3 more
semanticscholar +1 more source
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