Sovereign risk and the pricing of corporate credit default swaps
, 2015 Investigation about the impact of sovereign risk on the pricing of corporate credit ...
Westerfeld, Simone +2 more
core +1 more source
The Contagion of Debt Default Risk in Energy Enterprises Considering Carbon Price Fluctuations
MathematicsUnder the constraints of low-carbon transformation goals, energy enterprises have significantly increased their debt default risk levels due to carbon price fluctuations.
Lei Wang +3 more
doaj +1 more source
Overcoming barriers to the development of clean and digital energy start-ups: access to credit and protection of minority investors' rights [PDF]
Financial Markets, Institutions and RisksThe global transition to sustainable energy is critical to mitigating climate change and achieving environmental and economic resilience. Clean and digital energy start-ups play a pivotal role in this transformation by fostering innovation, driving ...
Artyukhov Artem +3 more
doaj +1 more source
China Journal of Accounting Studies, 2022 Based on the risk hedging perspective, this paper examines the impact of directors’ and officers’ liability insurance (hereafter referred to as D&O liability insurance) on the pricing of corporate bonds.
Yu Wang, Jiawei Lu, Xun Zhao
doaj +1 more source
AIG Credit Risk Committee Approval Form [PDF]
, 2005 Accompanying the completed Credit Risk Approval Form is an executive summary from the Credit Risk Committee to the Chief Credit Office, Kevin McGinn, describing the potential CDO ...
AIG: Credit Risk Committee
core +1 more source
Jurisma: Jurnal Riset Bisnis & ManajemenThis study examines the effect of Green Credit and Credit Risk on Firm Value with Profitability as a mediating variable in 11 IKBI member banks during the 2019–2024 period (66 observations). The research employs panel data regression, path analysis, and
Reva Novianti +2 more
doaj +1 more source
Credit Risk Factor Modeling and the Basel II IRB Approach [PDF]
, 2003 Default probabilities (PDs) and correlations play a crucial role in the New Basel Capital Accord. In commercial credit risk models they are an important constituent.
Rösch, Daniel +2 more
core +1 more source
The Legal and Credit Status of the Project Products’ Sale Contract in the Chain of Project-Oriented Financing Contracts: the Role of Sale’s Contract Terms in Project Bankability [PDF]
پژوهش های حقوق تطبیقی, 2022 Project-oriented financing as a method of attracting capital - unlike other methods of financing - does not rely on the credit and guarantee of the investor and requires the bankability of the project, and this bankability itself is affected by the ...
Shadi Kasnavi, Mahmud Bagheri
doaj
Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps [PDF]
Journal of Financial Stability, 2013 In standard public finance theory a government’s cost of borrowing depends on the common beliefs held by rational investors regarding default risk. We advance understanding of the effects of diverse beliefs and overconfidence among investors in their ability to assess the sovereign’s creditworthiness.
Janus, Thorsten +2 more
openaire +1 more source
Time will tell: behavioural scoring and the dynamics of consumer credit assessment [PDF]
, 2001 This paper discusses the use of dynamic modelling in consumer credit risk assessment. It surveys the approaches and objectives of behavioural scoring, customer scoring and profit scoring.
Scherer, W.T. +6 more
core +1 more source