Results 221 to 230 of about 99,099 (258)

Credit Risk Management

2017
As noted in previous chapters, the measurement and therefore the management of credit risk are much more complex than those of market risk. One of the fundamental reasons credit risk is difficult to manage is that, unlike market risk, it is based on a discontinuous phenomenon: either it defaults or it does not. Additionally, in the event of default, it
  +4 more sources

Chance Discovery in Credit Risk Management

Sixth IEEE International Conference on Data Mining - Workshops (ICDMW'06), 2006
Credit risk management based on portfolio theory becomes popular in recent Japanese financial industry. But consideration and modeling of chain reaction bankruptcy effect in credit portfolio analysis leave much room for improvement even though the importance of the effect is recognized among credit analysis experts.
Shinichi Goda, Yukio Ohsawa
openaire   +1 more source

Bank Credit Risk Management and Risk Culture

2017
The recent financial turbulence and the increase of the non-performing loans in banks’ credit portfolio highlighted the importance of the banks’ credit risk management and the need to spread the risk culture across the bank organization. This chapter provides an overview of the state-of-art of the credit risk management of a sample of Italian banks ...
Cucinelli D, Patarnello A
openaire   +2 more sources

Managing Credit Risk

1997
In repressed financial markets, banks generated surplus profits in part because market entry restrictions enabled them to overcompensate themselves for the credit risk they took while paying low rates of interest on deposits and borrowing. Deregulation of these markets and the accompanying increased competition between banks and non-bank entities ...
openaire   +1 more source

Examining the Determinants of Credit Risk Management and Their Relationship with the Performance of Commercial Banks in Nepal

Journal of Risk and Financial Management, 2023
Tribhuwan Kumar Bhatt, Naveed Ahmed, Muhammad Babar Iqbal   +2 more
exaly  

The impact of real earnings management on corporate credit risk

Journal of Financial Reporting and Accounting, 2023
Ahmed Imran Hunjra
exaly  

Credit Risk and Risk Management

AIMR Conference Proceedings, 1999
openaire   +1 more source

Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments

Finance Research Letters, 2023
André Hock
exaly  

Explainable Machine Learning in Credit Risk Management

Computational Economics, 2020
Paolo Giudici, Jochen Papenbrock, Giudici Paolo   +2 more
exaly  

Family firms' credit rating, idiosyncratic risk, and earnings management

Journal of Business Research, 2015
Yi-Mien Lin
exaly