Results 61 to 70 of about 195,173 (169)

Adjustable-rate mortgages in the era of global reflation: How to model additional default risk? [PDF]

PLoS One, 2022
Banai Á, Berlinger E, Dömötör B.
europepmc   +1 more source

Evaluating borrowers' default risk with a spatial probit model reflecting the distance in their relational network. [PDF]

PLoS One, 2021
Lee JW, Sohn SY.
europepmc   +1 more source

Insider ownership and default risk: What does the data reveal about Japanese firms?

China Accounting and Finance Review
The ownership structure in Japanese firms has experienced a significant change recently, fueled primarily by regulatory changes. This has important repercussions on corporate performance and risk.
Humaira Haque, Md. Nurul Kabir, Syeda Humayra Abedin, Mohammad Dulal Miah, Parmendra Sharma   +4 more
doaj   +1 more source

A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]

Comput Econ, 2022
Choi SY, Veng S, Kim JH, Yoon JH.
europepmc   +1 more source

Short-Term Impact of ESG Performance on Default Risk Under the Green Transition of Energy Sector: Evidence in China

Administrative Sciences
The prevailing view is that ESG performance contributes to corporate financial stability, particularly regarding long-term sustainability objectives.
Yun Gao, Chinonyerem Matilda Omenihu, Sanjukta Brahma, Chioma Nwafor   +3 more
doaj   +1 more source

Delving into the Determinants of Default Risk in Savings Groups: Empirical Evidence from Ecuador. [PDF]

Eur J Dev Res, 2022
López-Sánchez P, Urquía-Grande E, Del Campo C, Cancer AL.   +3 more
europepmc   +1 more source

Spread the foreign redenomination risk to default premia: dynamic frequency connectedness analysis

Financial Innovation
We investigate how a correct decomposition of the credit default swap (CDS) quote into redenomination and default risks allows us to explore effectively the dynamic interconnections between such noteworthy events in four countries in the Euro area.
Tarek Chebbi, Bruno S. Sergi, Salem Hamad Aldawsari   +2 more
doaj   +1 more source

An ETD Method for Vulnerable American Options

Mathematics
This paper introduces the exponential time differencing (ETD) technique as a numerical method to efficiently solve vulnerable American options pricing.
Rafael Company, Vera N. Egorova, Lucas Jódar   +2 more
doaj   +1 more source

The impact of environmental, social, and governance disclosure on credit risk: Evidence from South African firms

South African Journal of Economic and Management Sciences
Background: Environmental, social, and governance (ESG) disclosure can influence a firm’s credit risk by improving transparency, strengthening risk management, and signalling stability to lenders and rating agencies.
Delane D. Naidu
doaj   +1 more source