Results 71 to 80 of about 195,173 (169)

Sovereign default risk and depositor behavior

Revista de Economía Política de Buenos Aires, 2014
This paper studies the effect of the Greek macroeconomic crisis on depositors’ behavior. It tests the main hypothesis during that period depositors react more to sovereign risk than to the idiosyncratic indicators of bank health. Using a quarterly panel
Julieta Picorelli
doaj  

A Real Estate Development Risk Rating Model Using Machine Learning and Multidimensional Data (RED RM)

Real Estate Management and Valuation
The real estate sector is a cornerstone of economic development, significantly contributing to GDP and employment. For financial institutions, assessing the creditworthiness of developers and buyers is crucial to mitigate credit risks and maintain ...
Berrada Imane Rhzioual, Barramou Fatimazahra, Alami Omar Bachir   +2 more
doaj   +1 more source

"Migration and sovereign default risk" a comment. [PDF]

J Monet Econ, 2020
Guerron-Quintana PA.
europepmc   +1 more source

A logistic regression model for consumer default risk. [PDF]

J Appl Stat, 2020
Costa E Silva E, Lopes IC, Correia A, Faria S.   +3 more
europepmc   +1 more source

Modeling Default Risk

, 2007
In the first part of this thesis, we study some optimal stopping time problems of the form : $ sup_{\tau\in \Delta, \tau\geq 0} \esp_v\left[g(V_{\tau})\right] \hbox{~or}~ sup_{\tau\in \Delta, \tau\geq 0} \esp_v\left[e^{-r\tau}\bar{g}(V_{\tau})\right],$ where $V$ is a stochastic process, $g$ and $\bar{g}$ two Borelian functions, $r>0$ and $\Delta$ is ...
openaire   +1 more source

Econometrics of default risk

, 2014
This thesis is the result of a project aimed at the study of a crucial topic in finance: default risk, whose measurement and modelling have achieved increasing relevance in recent years. We investigate the main issues related to the default phenomenon, under both a methodological and empirical perspective.
openaire   +2 more sources

Two retailer-supplier supply chain models with default risk under trade credit policy. [PDF]

Springerplus, 2016
Wu C, Zhao Q.
europepmc   +1 more source

Impact of regulatory capital on bank interest margins: Moderating role of default risk. [PDF]

Heliyon
Begum M, Rahman MM, Faruq MO.
europepmc   +1 more source

The inverted U-shaped relationship between corporate social responsibility and default risk: The role of financing constraints. [PDF]

Heliyon
Wang W, Yang J.
europepmc   +1 more source