Results 11 to 20 of about 29,293 (294)
Bank Behavior with Access to Credit Risk Transfer Markets [PDF]
SSRN Electronic Journal, 2006 One of the most important recent innovations in financial markets has been the development of credit derivative products that allow banks to more actively manage their credit portfolios than ever before.We analyze the effect that access to these markets has had on the lending behavior of a sample of banks, using a sample of banks that have not accessed
Goderis, B.V.G. +3 more
core +9 more sources
Credit Risk Transfer: To Sell or to Insure [PDF]
SSRN Electronic Journal, 2007 This paper analyzes credit risk transfer in banking. Specifically, we model loan sales and loan insurance (e.g. credit default swaps) as the two instruments of risk transfer. Recent empirical evidence suggests that the adverse selection problem is as relevant in loan insurance as it is in loan sales.
Thompson, James R., Thompson, James R.
core +6 more sources
Credit Risk Transfer and Bank Insolvency Risk [PDF]
SSRN Electronic Journal, 2017 The present paper shows that, everything else equal, some transactions to transfer portfolio credit risk to third-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a sufficiently large first-loss position.
Maarten R.C. van Oordt +3 more
openaire +4 more sources
Credit Risk Transfer, Hedge Funds, and the Supply of Liquidity [PDF]
SSRN Electronic Journal, 2007 This paper provides a discussion about some recent issues related to the transfer of credit risk (CRT) from the perspective of global liquidity. The CRT market is enormously growing and exhibits major structural shifts in terms of buyers and sellers of protection.
Heinz Zimmermann
openaire +4 more sources
The role of the guarantee industry in strengthening MSMEs in indonesia during pandemic Covid 19
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 Credit guarantees carried out by banks with the Credit Guarantee Agency in this case are the Indonesian Credit Guarantee Corporation (PT Jamkrindo) and PT (Persero) Indonesian Credit Insurance (PT Askrindo) such as a guarantee mechanism so that if there ...
Resista Vikaliana +3 more
doaj +1 more source
Agriculture, 2022 This paper investigates how grain subsidy policy (GSP) in farmland transfer affects farmers’ green production behavior (FGPB) for promoting green agricultural development and improving grain subsidy policy.
Shilei Pan +4 more
doaj +1 more source
Credit Risk Transfers and the Macroeconomy [PDF]
SSRN Electronic Journal, 2010 The recent financial crisis has highlighted the limits of the 'originate to distribute' model of banking, but its nexus with the macroeconomy and monetary policy remains unexplored. I build a DSGE model with banks (along the lines of Holmström and Tirole [28] and Parlour and Plantin [39]) and examine its properties with and without active secondary ...
openaire +7 more sources
An Entropy Model of Credit Risk Contagion in the CRT Market
Discrete Dynamics in Nature and Society, 2015 This paper reports the effect of the change in the credit status of debtors on investors as a result of the banks’ transferring of credit risk to investors in the credit risk transfer (CRT) market.
Tingqiang Chen +3 more
doaj +1 more source
Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS
Review of Economic Perspectives, 2022 This article examines the procyclicality of banks’ credit losses and provisions in the Czech Republic using pre-2018 data and then discusses the implications of the findings for provisioning in stage 3 under IFRS 9.
Malovaná Simona, Tesařová Žaneta
doaj +1 more source
THE EFFECT OF CREDIT DERIVATIVES USAGE ON THE RISK OF EUROPEAN BANKS
Revista de Economía Mundial, 2015 Banks are the major participants in the derivatives credit markets. It was generally believed by top regulators that credit derivatives make banks sounder.
Luís Ignacio Rodríguez Gil +3 more
doaj +1 more source