Results 41 to 50 of about 195,173 (169)
Default Probability Prediction with Static Merton-D-Vine Copula Model
European Journal of Business Science and Technology, 2015 We apply standard Merton and enhanced Merton-D-Vine copula model for the measurement of credit risk on the basis of accounting and stock market data for 4 companies from Prague Stock Exchange, in the midterm horizon of 4 years.
Václav Klepáč
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Analyzing the profit-loss sharing contracts with Markov model
Communications in Science and Technology, 2016 The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS) as the mode of financing contracts in Islamic bank with censored continuous-time ...
Imam Wahyudi, Ali Sakti
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Business Tax Policy Under Default Risk [PDF]
SSRN Electronic Journal, 2019 In this article we use a stochastic model with one representative firm to study business tax policy under default risk. We will show that, for a given tax rate, the government has an incentive to reduce (increase) financial instability and default costs if its objective function is welfare (tax revenue).
Comincioli, Nicola +2 more
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Determinants of Borrowers’ Default in P2P Lending under Consideration of the Loan Risk Class
Games, 2018 We study the determinants of borrowers’ default in P2P lending with a new data set consisting of 70,673 loan observations from the Lending Club. Previous research identified a number of default determining variables but did not distinguish between ...
Michal Polena, Tobias Regner
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Impaired bank health and default risk [PDF]
Pacific-Basin Finance Journal, 2009 Abstract Empirical studies in corporate finance have long been focused on the role of banks in reducing the costs of financial distress. The environment and events in Japan provide a “natural experiment” that allows such empirical studies. The number of bankruptcies steadily increased throughout the 1990s, and peaked in 2000.
Shin-ichi Fukuda +2 more
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Economic and Business Review, 2017 A distance to default indicates the distance measured in standard deviations of the market value of assets from the default point. The hypothesis that distance to default is indicative of changes in the levels of risk of the banking system since it ...
Božo Jašovič
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Default risk and fiscal sustainability in PIIGS countries
Вісник Харківського національного університету імені В.Н. Каразіна: Серія Міжнародні відносини, економіка, країнознавство, туризм, 2023 During the entire period of existence and expansion of the European Union, the integration of the economies of the new countries of the union was strengthened.
Nadiya Kazakova, Heorhii Petrov
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JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 Bonds are known as one of low-risk investments and worth to be considered as a part of an investor's portfolio, however there are still underlying risks that could affect its price.
Felivia Kusnadi +1 more
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The nexus of institutional quality and default risk in a dual banking system: Cross-country evidence [PDF]
Banks and Bank SystemsType of the article: Research Article Abstract Institutional quality is a cornerstone for developing a financial system at the country level, including financial soundness in the banking sector.
Faaza Fakhrunnas +3 more
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Feasibility Study of Managing Default Risk Caused by Adverse Selection in Participatory Contracts Using Web 3 Technology [PDF]
تحقیقات مالی اسلامی (پیوسته)1. Introduction and ObjectiveInformation asymmetry has long been recognized as a critical challenge within financial markets, where unequal access to information between contracting parties can lead to inefficient outcomes.
Mohammad Hadi Andalib, Ahmad Shabani
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