Results 171 to 180 of about 14,411,773 (297)
CVaR and Credit Risk Measurement [PDF]
The link between credit risk and the current financial crisis accentuates the importance of measuring and predicting extreme credit risk. Conditional Value at Risk (CVaR) has become an increasingly popular method for measuring extreme market risk.
David E Allen, Robert Powell
core
Business Strategy and the Environment, EarlyView.ABSTRACT The relationship between eco‐innovation (EI) and firm performance (FP) is central to environmental management research, yet empirical evidence remains fragmented and highly context dependent. This article presents a global systematic literature review (SLR) of 541 empirical studies (2006–April 2025) to (i) diagnose the systematic sources of ...
Ali Mammadov
wiley +1 more source
BCFL-DAI-PUB: Blockchain-integrated federated learning with dynamic adaptive incentives for privacy-utility balanced credit risk modelling. [PDF]
PLoS OneRamachandra P, Vaithiyanathan S.
europepmc +1 more source
Credit risk in the pricing and hedging of derivatives [PDF]
Credit risk - more specifically, default risk - is introduced in various classical models for option pricing. The consequences of this new parameter in terms of model calibration is studied.
Frédéric Abergel
core
Business Strategy and the Environment, EarlyView.ABSTRACT Businesses are increasingly striving to reduce their carbon footprint, with carbon offsetting emerging as a viable pathway towards achieving carbon neutrality. Such efforts signify a demonstrated commitment to fostering environmental sustainability and contributing to a more sustainable future.
Sanjeev Yadav +4 more
wiley +1 more source
Environmental Sensing and Borrower Feature Interaction for Uncertainty-Aware Loan Risk Prediction Under Extreme Climatic Conditions. [PDF]
Sensors (Basel)Wu X +6 more
europepmc +1 more source
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing [PDF]
The turmoil in the capital markets in 1997 and 1998 has highlighted the need for systematic stress testing of banks' portfolios, including both their trading and lending books. We propose that underlying macroeconomic volatility is a key part of a useful
Anil Bangia +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines climate change risk disclosure in the global energy sector, where firms face intense stakeholder scrutiny and legitimacy pressures. We develop a novel domain‐specific textual analysis measure to capture climate change risk disclosures, improving on prior approaches based on generic environmental terminology.
Khaldoon Albitar, Ali Meftah Gerged
wiley +1 more source
Critical Factors Affecting Bank Credit Risk: A Case Study of Commercial Banks in Vietnam
Ianna Journal of Interdisciplinary StudiesBackground: Credit risk is most concentrated in the bad debt ratio. Risk is undesirable for state credit management agencies and direct lending financial institutions but challenging to avoid, especially given the many complex economic developments in ...
Le Trung Dao , Nguyen Quang Minh
doaj
Board Gender Diversity and Environmental Credit Risk in Banking: A Global Study of Bank Governance
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between board gender diversity and environmental credit risk in the global banking sector. Using a panel dataset of 345 publicly listed banks from 75 countries over the period 2018–2022, we find that greater female representation on bank boards is significantly associated with lower environmental credit
Kenza Mouti +2 more
wiley +1 more source