Results 31 to 40 of about 76,624 (158)
International Journal of Financial StudiesThis research explores the impact of financial indicators on the credit ratings of companies listed on the S&P 500, employing a Sys-GMM model to address endogeneity concerns.
Nazário Augusto de Oliveira +1 more
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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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The process approach to the management of loan portfolios
Journal of Economic and Financial Sciences, 2009 Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
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REGULATION OF A BANK’S CREDIT RISK IN THE CONTEXT OF ECONOMIC INSTABILITY: A CASE STUDY OF UKRAINE
Фінансово-кредитна діяльність: проблеми теорії та практикиThe article is devoted to the issue of regulating the bank's credit risk in the context of economic instability. The relevance of the study is due to the high level of influence of the volatile environment on the credit risk and the efficiency of the ...
Лариса Гриценко +5 more
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New Values in Credit Risk Management [PDF]
Theoretical and Applied Economics, 2006 Taking into account the high importance of the banking activity for the economic system of any country - due to its functions as a payment mechanism, credit allocation or transmission vehicle of the monetary policy - its supervision on a prudential basis
Ioan Trenca
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METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 Regulating the risk of credit portfolio is a major direction of efficient management of the bank's credit work. The principle goal of the process of credit portfolio management is ensuring maximum profitability at a certain level of risk. Qualitative and
Bahrom A. Tursunov
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Evaluating applicants’ credit capability for banking facilities by qualitative and operational indicators [PDF]
Accounting, 2016 Consumer credit risk assessment involves the implementation of risk assessment techniques to manage a borrower’s account from the event of pre-screening a potential application through to the management of the account during its life-cycle and possible ...
Somayeh Yarifard, Sahar Ojaghi
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Assessment of associated credit risk in the supply chain based on trade credit risk contagion.
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
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Risk management and the credit risk premium [PDF]
Journal of Banking & Finance, 2001 Abstract This paper shows how the credit risk premium affects firms' optimal hedging strategies. The model predicts that if the credit risk premium is relatively small, firms use convex hedging strategies. If the credit risk premium is relatively large, firms use concave hedging strategies.
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Análise do Modelo CreditRisk+ em uma amostra de portfólio de crédito
Contextus, 2013 The paper analyzes CreditRisk+ Model theoretical foundations and fulfillment in a credit portfolio sample. In this analysis, CreditRisk+ Model, one of the risk assessment models created by banks, was applied in an US portfolio sample with default events ...
Rafael Mileo +2 more
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