Results 131 to 140 of about 39,407 (293)
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
In this paper a Markov chain Monte Carlo (MCMC) technique is developed for the Bayesian analysis of structural credit risk models with microstructure noises. The technique is based on the general Bayesian approach with posterior computations performed by
Jun Yu, Shirley J. Huang
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Takeover Vulnerability and the Discipline of ESG Overinvestment
Business Strategy and the Environment, EarlyView.ABSTRACT While takeovers serve a disciplinary role by replacing inefficient managers, the threat of takeovers may compel firms to divert attention from Environmental, Social and Governance (ESG) efforts as a strategic response to external pressure, especially when such firms are already overinvesting in ESG.
Abongeh Tunyi +2 more
wiley +1 more source
Corporate Decarbonization via Technology and Management
Business Strategy and the Environment, EarlyView.ABSTRACT This study provides a comprehensive overview of key findings on decarbonization, advanced technologies, and management strategies, highlighting emerging themes shaping the field. Advanced technologies enhance carbon reduction through efficiency, real‐time monitoring, and optimizing resource optimization.
Heidy Montero‐Teran +2 more
wiley +1 more source
Estimasi Expected Credit Loss Berbasis PSAK 109 Menggunakan Model Autoregressive Integrated Moving Average Pada Perbankan Di Indonesia [PDF]
This study aims to estimate the Expected Credit Loss (ECL) in accordance with PSAK 109 by employing the ARIMA model on the five largest banks in Indonesia, Bank Mandiri, BRI, BCA, BNI, and BTN over the period 2004–2024.
Tolla, Suci Dwilianti
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Elaborating the Motivations and Attitudes Driving Interest in Voluntary Biodiversity Credits
Business Strategy and the Environment, EarlyView.ABSTRACT Global biodiversity loss has prompted the search for new sources of conservation finance, such as voluntary biodiversity credits (VBCs). However, despite optimistic market projections, current uptake of VBCs is limited. Adopting an interpretive approach, we analyse 21 semistructured interviews with early market actors (buyers, sellers ...
Gamze Yakar‐Pritchard +5 more
wiley +1 more source
Stressing rating criteria allowing for default clustering: the CPDO case
After a brief review of the literature on rating arbitrage for corporate and structured nance, we introduce the standard criteria adopted by rating agencies to assess riskiness of Constant Proportion Debt Obligations (CPDO). Then, we propose a new rating
Torresetti, Roberto, Pallavicini, Andrea
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Credit derivatives: an overview [PDF]
Arising from financial institutions' need to hedge and diversify credit risk, credit derivatives have now become a major investment tool. Almost all credit derivatives take the form of the credit default swap, which transfers default risk from one party ...
David Mengle
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Business Strategy and the Environment, EarlyView.ABSTRACT Digital transformation (DT) is increasingly recognised as essential for improving environmental performance in process‐intensive and hazardous sectors; however, the mechanisms by which digitalisation translates into green operational performance (GOP) and environmental accountability remain insufficiently investigated, particularly in ...
Amila Kasun Sampath Udage Kankanamge +2 more
wiley +1 more source
"Credit Crunches and Household Welfare: The Case of the Korean Financial Crisis" [PDF]
The financial crisis in 1997 caused serious deterioration of the Korean economy. We examined the credit crunch in Korea and how it affected household welfare.
Yasuyuki Sawada, Sun Jin Kang
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ESTIMATING INDONESIA DEPOSIT INSURANCE’S EXPECTED LOSS USING ADJUSTED-CREDIT PORTFOLIO APPROACH [PDF]
, 2009 Deposit insurance is one of the key elements of the financial safety net arrangement established to maintain public confidence in the national banking system. Referring to the banking system model of Diamond & Dybvig (1983), deposit insurance can avoid
ROBERTO, AKYUWE
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