Geographically Weighted Logistic Regression Applied to Credit Scoring Models
Revista Contabilidade & FinançasThis study used real data from a Brazilian financial institution on transactions involving Consumer Direct Credit (CDC), granted to clients residing in the Distrito Federal (DF), to construct credit scoring models via Logistic Regression and ...
Pedro Henrique Melo Albuquerque +2 more
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On the mathematical form of CVA in Basel III. [PDF]
Credit valuation adjustment in Basel III is studied from the perspective of the mathematics involved. A bank covers mark-to-market losses for expected counterparty risk with a CVA capital charge. The CVA is known as credit valuation adjustments.
Geurdes, Han / J. F.
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The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model [PDF]
, 2018 We develop a macroeconomic agent-based model that consists of firms, banks, unions and households who interact on labour, goods, credit and interbank markets.
Gurgone, A., Iori, G., Jafarey, S.
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The Role of Certifications in Improving Household Food Security Among Peruvian Farmers
Agribusiness, EarlyView.ABSTRACT Achieving global food security requires sustainable transformations in agri‐food systems. Voluntary Sustainability Standards (VSS) such as Organic and Fairtrade aim to internalize certain social and environmental costs while promoting more equitable value distribution, improved market access, and sustainable production practices.
Lisa‐Marie Schulte, Awudu Abdulai
wiley +1 more source
Study of Factors Affecting the Agricultural Credit Repayment A Case Study of Fars Province [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2004 The aim of this study was to investigate factors affecting repayment of agricultural loan in FarsProvince, using the data collected from the Agricultural Bank and 163 questionnaires filled out in the Province of Fars.
Mehrdad Bagheri, Bahaedin Najafi
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Effect of internal controls on credit risk among listed Spanish banks
Intangible Capital, 2016 Purpose: The paper examines the effectiveness of internal control systems, explores the exposure of Spanish banks to the dangers of default as a result of internal control systems and establishes a relationship between internal controls and credit risk ...
Ellis Kofi Akwaa-Sekyi +1 more
doaj +1 more source
Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data [PDF]
Employing a resampling-based Monte Carlo simulation developed in Carey (2000, 1998) and Majnoni, Miller and Powell (2004), in this paper we estimate conditional and unconditional loss distributions for loan portfolios of argentine banks in the period ...
Gutierrez Girault, Matias
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Alternative Policy Designs to Help Farmers Select Profitable Conservation Practices
Agribusiness, EarlyView.ABSTRACT Voluntary private carbon initiatives (VPCIs) promote the implementation of agricultural conservation practices that mitigate emissions of greenhouse gases (GHGs) via financial incentives to participating farmers. Simultaneously, an array of public policies supports the adoption of conservation practices through technical and financial ...
Oranuch Wongpiyabovorn +1 more
wiley +1 more source
IFRS 9 AND THE INTERACTION WITH BASEL III REGULATION PILLARS [PDF]
Annals of the University of Oradea: Economic Science, 2020 IFRS 9, standard focusing on the accounting for financial instruments, once implemented, led to significant improvements in the world of accounting. The transition from the old standard (IAS 39) in order to apply IFRS 9 has been a major challenge for the
MITOI Elena +3 more
doaj
Dynamic provisioning: rationale, functioning, and prudential treatment [PDF]
Current policy debate has renewed interest in countercyclical provisioning policies; dynamic provisions are regarded as a valuable device for pursuing this goal.
Emiliano Sabatini +3 more
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