Results 81 to 90 of about 6,300,523 (299)
Credit Risk Transfer and Bank Competition [PDF]
We present a banking model with imperfect competition in which borrowers’ access to credit is improved when banks are able to transfer credit risks. However, the market for credit risk transfer (CRT) works smoothly only if the quality of loans is public ...
Hendrik Hakenes, Isabel Schnabel
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Does Participating in Agricultural Global Value Chains Promote Agricultural Growth?
Agribusiness, EarlyView.ABSTRACT This study examines the relationship between GVC participation and agricultural value‐added growth in 43 countries over the period 1995–2022. In contrast to prior literature, we disaggregate the agricultural sector into four sub‐sectors namely crop cultivation, animal production, forestry and fishing.
Taner Turan +2 more
wiley +1 more source
Dynamics Evolution of Credit Risk Contagion in the CRT Market
Discrete Dynamics in Nature and Society, 2013 This work introduces a nonlinear dynamics model of credit risk contagion in the credit risk transfer (CRT) market, which contains time delay, the contagion rate of credit risk, and nonlinear resistance.
Tingqiang Chen, Jianmin He, Qunyao Yin
doaj +1 more source
Research on Enterprise Credit Risk Prediction Based on Text Information
Journal of Risk Analysis and Crisis Response (JRACR), 2022 : This paper uses the text data mining method to separate the intonation in the annual reports of credit risk enterprises and non-credit risk enterprises, quantify it, and study the impact of annual report intonation on the effectiveness of credit risk ...
Haonan Zhang, Hongmei Zhang, Mu Zhang
doaj +1 more source
Agribusiness, EarlyView.ABSTRACT Using survey and discrete choice experiment data, we examined US specialty crop growers' preferences for marketing contract attributes in the context of emerging blockchain‐based technologies and expanding traceability initiatives. Results show that farmers preferred traditional written contracts but might be willing to accept digital ...
Elizabeth Canales +3 more
wiley +1 more source
Pericing Swap Credit Risk with Copulas
, 2004 The paper uses copla function to provide an extension of Sorensen and Bollier (1994) approach to counterparty credit risk in swap ...
CHERUBINI, UMBERTO
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Agribusiness, EarlyView.ABSTRACT Rural farm households continue to face significant risks from climate change, resulting in many of them diversifying their livelihood sources into other income‐generating activities to increase their incomes and improve food and nutrition security. In this study, we examine the drivers and impact of farm households' participation in livelihood
Mahwish Arshad, Awudu Abdulai
wiley +1 more source
Credit Risk Factor Modeling and the Basel II IRB Approach [PDF]
Default probabilities (PDs) and correlations play a crucial role in the New Basel Capital Accord. In commercial credit risk models they are an important constituent.
Rösch, Daniel +2 more
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Do More Open Economies Export Less Diversely in Brazilian Agribusiness?
Agribusiness, EarlyView.ABSTRACT This paper asks whether municipalities with a larger export‐to‐revenue ratio display a more concentrated bundle of exported goods in Brazilian agribusiness. Recent advances in export imputation for Brazilian municipalities allow for an analysis of the concentration profile of each municipality and its association with export openness.
Alan Leal, Michelle Marcia Viana Martins
wiley +1 more source
International Review of Economics & FinanceThis study investigates how buyers' debt structure affects suppliers' credit risk using 2551 effective buyer–supplier pair years from 2009 to 2022. We find that buyers' trade credit increases the credit risk of their suppliers, and their bank loans ...
Jing Gu +4 more
doaj +1 more source