Results 51 to 60 of about 9,973,528 (335)
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.
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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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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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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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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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How connected is the global sovereign credit risk network?
Journal of Banking & Finance, 2020 We apply the Diebold-Yilmaz connectedness index methodology on sovereign credit default swaps (SCDSs) to estimate the network structure of global sovereign credit risk.
Gorkem Bostanci, K. Yilmaz
semanticscholar +1 more source
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
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Annals of Operations ResearchThe control of credit risk is an important topic in the development of supply chain finance. Financial service providers should distinguish between low- and high-quality customers to predict credit risk accurately.
Victor I. Chang +4 more
semanticscholar +1 more source
Credit risk transfer and contagion [PDF]
, 2005 Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises.
Allen, Franklin, Carletti, Elena
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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