Results 11 to 20 of about 14,411,773 (297)
Risk in Contemporary Economy, 2012 The bank is exposed to credit risk, the risk of not being able to recuperate the debtor claims as a result of the activity of granting loans to the clientele.
Viorica IOAN
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Dynamic asset (and liability) management under market and credit risk [PDF]
, 2003 We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets.
Mitra, G, Zenios, SA, Jobst, NJ
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THE CREDIT AND CREDIT RISK MANAGEMENT DURING THE CRISIS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2012 Considering the importance of credit risk management to ensure the financial system stability,the paper presents financial and real sector interaction highlighting that credit growth based on increase of creditdemand, of income, of assets prices, of ...
Chitan Gheorghe
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Managing Credit Risk with Credit Derivatives [PDF]
Annals of Financial Economics, 2007 Credit risk is one of the most important forms of risk faced by national and international banks as financial intermediaries. Managing this kind of risk through selecting and monitoring corporate and sovereign borrowers and through creating a diversified loan portfolio has always been one of the predominant challenges in bank management. The aim of our
UDO BROLL +2 more
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Managing Credit Risk with Credit and Macro Derivatives [PDF]
Schmalenbach Business Review, 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 ...
Udo Broll +2 more
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Managing Consumer Credit Risk [PDF]
, 2006 On July 31, 2001, the Payment Cards Center of the Federal Reserve Bank of Philadelphia hosted a workshop that examined current credit risk management practices in the consumer credit industry. The session wasled by Jeffrey Bower, senior manager in KPMG Consulting's financial services practice.
Peter Burns, Anne Stanley
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Risk management and the credit risk premium [PDF]
Journal of Banking & Finance, 2001 Firms use a variety of different strategies to manage financial risks. This is the case even among firms that face practically identical risk exposures, such as gold mining corporations. This paper develops a theoretical model to show that this diversity can be explained by differences in firms' credit risk premia.
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Credit Derivatives and Risk Management [PDF]
SSRN Electronic Journal, 2007 The striking growth of credit derivatives suggests that market participants find them to be useful tools for risk management. I illustrate the value of credit derivatives with three examples. A commercial bank can use credit derivatives to manage the risk of its loan portfolio. An investment bank can use credit derivatives to manage the risks it incurs
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Dependence of Stock Returns in Bull and Bear Markets
Dependence Modeling, 2013 Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any
Dobric Jadran +2 more
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Banking Risk Management in the Light of Basel II [PDF]
Theoretical and Applied Economics, 2010 This study presents a summary of what is the meaning of risk management in light of the Basel II Agreement. The study is structured in three parts, namely: credit risk management, significant credit risk management and credit risk management under Basel ...
Vasile DEDU, Roxana NECHIF
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