Results 61 to 70 of about 1,161,301 (335)

Scope for Credit Risk Diversification [PDF]

, 2005
This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic risk and the nature of exposure or firm heterogeneity.
Anthony Saunders, Bernard W Silverman, Clive Lennox, Darrell Duffie, Darrell Duffie, Darrell Duffie, Darrell Duffie, Darrell Duffie, David Lando, David Lando, David X Li, Edward C Lawrence, Edward I Altman, Edward I Altman, Embrechts, Fischer Black, Gregory M Gupton, H Koyluoglu, Hayne E Leland, Jon Frye, Jushan Bai, Kai Giesecke, Kenneth Garbade, M Pesaran, M. Hashem Pesaran, Mark Davis, Michael B Gordy, Michael B Gordy, Michel Crouhy, Oldrich Vasicek, Oldrich Vasicek, Oldrich Vasicek, Philipp J Sch�nbucher, Philipp J Sch�nbucher, Pierre Mella-Barral, Robert C Merton, Robert F Engle, Robert Fernholz, R�diger Frey, Samuel Gregory Hanson, Stephen A Hillegeist, Thomas Wilson, Thomas Wilson, Til Schuermann, Tyler Shumway, Y-T Hu, Yusuf Jafry   +46 more
core   +2 more sources

Designing Cost‐Effective Carbon Payments to Induce Cellulosic Feedstock Production for Sustainable Aviation Fuel

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Perennial bioenergy crops, such as miscanthus and switchgrass, and crop residues have the potential to scale up sustainable aviation fuel (SAF) production and mitigate carbon emissions. However, high establishment costs, delayed returns, and risk–return profiles that diverge from those of conventional crops can hinder incentives to adopt ...
Fahd Majeed, Madhu Khanna, Ruiqing Miao
wiley   +1 more source

Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich, Tim Ölkers, Vanessa Bonke, Oliver Musshoff   +3 more
wiley   +1 more source

Internal model for IFRS 9 - expected credit losses calculation

Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 2018
This article explores and analyzes the implementation problem of International Financial Reporting Standard 9 (IFRS 9) which is in use from 1 January 2018. IFRS 9 is most relevant for financial institutions, but also for all business subjects with a significant share of financial assets in their Balance sheet.
Volarević, Hrvoje, Varović, Mario
openaire   +4 more sources

Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes, Amanda M. Countryman, Dustin L. Pendell   +2 more
wiley   +1 more source

Credit Scoring – General Approach in the IFRS 9 Context

Audit Financiar, 2021
With the coming into force of the standard IFRS 9 – Financial Instruments, in January 2018, financial institutions passed from an incurred loss model to a forward-looking model for the computation of impairment losses.
doaj   +1 more source

Temperature and Farm Labor in Nigeria

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT We estimate the impact of temperature shocks on the composition of farm labor in rural Nigeria using a nationally representative household panel survey. Leveraging plausibly exogenous year‐to‐year variation in growing season temperatures, we find that warmer temperatures significantly alter farm labor composition, prompting a substantial shift
Andu Berha
wiley   +1 more source

Hybridization of Homogeneous and Heterogeneous Catalysis to Develop a Novel Biocatalyst via Immobilization of Lipase on Surface Modified Mesoporous Silica Towards Biodiesel Synthesis Application

Advanced Energy and Sustainability Research, EarlyView.
The 3‐(methacryloyloxy)propyltrimethoxysilane surface functionalized SBA‐15 (MP‐SBA‐15) is used for the first time as a lipase carrier. The immobilized CAL‐B exhibits high thermal stability and superior catalytic activity. CAL‐B/SBA‐15 suggests that optimum hydrophobicity gives better catalytic activity.
Murugappan N., Ayumi Sato, Jiachen Ge, Arisa Yamada, Makoto Onaka, Yuki Nakamura, Masaru Ogura   +6 more
wiley   +1 more source

PERAMALAN EXPECTED CREDIT LOSS (ECL) MENGGUNAKAN MODEL ARIMA: STUDI KASUS PADA BANK BRI DAN BANK BCA

Equilibrium: Jurnal Ilmiah Ekonomi, Manajemen dan Akuntansi
ABSTRAK Implementasi PSAK 109 menuntut lembaga perbankan untuk menerapkan pendekatan forward-looking dalam pengukuran cadangan kerugian kredit melalui estimasi expected credit loss (ECL).
Suci Dwilianti Tolla, Vicky Vendy
doaj   +1 more source

Do outgrower schemes enhance technology adoption and productivity? Evidence from maize farmers in Northern Ghana

Agribusiness, EarlyView.
Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley   +1 more source