Results 61 to 70 of about 99,099 (258)
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
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Australian Journal of Social Issues, EarlyView.ABSTRACT In this paper, we trace the journey to create the Strong Roots for our Futures Program, a government program to resource and support Traditional Owners to undertake a range of activities in areas where no state recognition existed. We provide a background to state recognition in Victoria before considering the program design, leading to an ...
Nell Reidy +2 more
wiley +1 more source
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets [PDF]
Credit and interest rate risk in the banking book are the two most important risks faced by commercial banks. In this paper we derive a consistent and general framework to measure the riskiness of a bank which is subject to correlated interest rate and ...
Mathias Drehmann +2 more
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Australian Journal of Social Issues, EarlyView.ABSTRACT Migrant healthcare workers in Australia find themselves at the centre of three intersecting concerns, often presented as ‘crises’ in contemporary discourse: the ‘care crisis’, the ‘housing crisis’ and the ‘migration crisis.’ Yet their own perspectives on these issues are rarely foregrounded. This paper explores the role of homeownership in the
Leah Williams Veazey
wiley +1 more source
CREDIT RISK MANAGEMENT IN SME FINANCING IDLC Finance Limited
, 2019 Financing in SME is a pleasure for leasing companies and at the same time this is an advantage for entrepreneurs. In this report many things related to credit risk management and SME financing has been described.
Tiptee, Rahat
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Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
Australian Journal of Social Issues, EarlyView.ABSTRACT Housing asset‐based welfare has long been a key component of Australia's social policy. This resonates with a parallel literature identifying a trade‐off between homeownership and the size of nations' welfare states, wherein owner‐occupiers in smaller welfare states tend to come to rely on housing wealth to meet many of their welfare needs ...
Gavin A. Wood +3 more
wiley +1 more source
THE MANAGEMENT OF CREDIT RISK ACCORDING TO INTERNAL RATINGS- BASED APPROACH [PDF]
The internal ratings based approach (IRB Approach) was created as part of Basel II replacing the original Basle Accord of 1988 (Basle I) in an effort to create a better framework for regulating bank capital.
Balogh Peter, BOLOCAN DRAGOS-MIHAIL
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Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Healthcare derived polystyrene waste represents a growing and under addressed fraction of plastic waste streams due to contamination risks and limited recyclability. This study aims to investigate the valorization of waste polystyrene foam through catalytic and noncatalytic pyrolysis pathways to evaluate product yield distribution and identify
Salman Khan +4 more
wiley +1 more source
CREDIT RISK MIGRATION EXPERIENCED BY AGRICULTURAL LENDERS
Loan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers.
Gloy, Brent A. +2 more
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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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