Results 121 to 130 of about 391,471 (255)
Efficient Mortgage Default Option Exercise: Evidence from Loss Severity [PDF]
This paper extends options-based mortgage default theory to include transaction costs. When transaction costs are considered, the rational borrower will default only when the value of the collateral falls below the mortage value by an amount equal to the
Gordon W. Crawford, Eric Rosenblatt
core
Default risk sharing between banks and markets : the contribution of collateralized debt obligations [PDF]
, 2005 This paper contributes to the economics of financial institutions risk management by exploring how loan securitization a.ects their default risk, their systematic risk, and their stock prices.
Franke, Günter, Krahnen, Jan Pieter
core
Culture Matters: Board Gender Diversity and ESG Disclosure in Family Firms
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study analyses how board gender diversity (BGD) affects ESG disclosure in family businesses, focusing on the moderating role of national cultural dimensions. It analyzes a sample of listed non‐financial firms operating in European Union countries.
Anna Maria Moisello +2 more
wiley +1 more source
Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136) [PDF]
: We compare default rates on conventional and Islamic loans using a comprehensive monthly dataset from Pakistan that follows more than 150,000 loans over the period 2006:04 to 2008:12.
Farooq, M., Baele, L., Ongena, S.
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Behavioural sustainability has emerged as a strategically significant construct for understanding how sustainability becomes embedded in organisational routines, decisions, and governance systems rather than remaining at the level of symbolic commitment.
Cedric Marvin Nkiko
wiley +1 more source
What have we learned about mortgage default? [PDF]
By the end of 2009, one out of every 11 mortgages was seriously delinquent or in foreclosure. Economists have devoted considerable energy over the past several years to understanding the underlying causes of this increase in defaults.
Ronel Elul
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite mounting regulatory pressure and growing scientific consensus on biodiversity loss, most corporate action remains reactive, fragmented, and strategically peripheral. Existing frameworks address what firms should report rather than how they can build the organizational capabilities required to act strategically.
Jacopo Cricchio +4 more
wiley +1 more source
The Fluctuating Default Risk of Australian Banks [PDF]
Australian banks are widely considered to have fared far better during the Global Financial Crisis (GFC) than their global counterparts, continuing to display solid earnings, good capitalisation and strong credit ratings.
David E Allen, Robert Powell
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines how macroeconomic and firm‐level financial factors shape environmental, social and governance (ESG) disclosures across different institutional environments. The study utilises 41,060 firm‐year observations from 14 developed and emerging economies covering the period 2015–2024.
Okan Garip, Talha Gezgin
wiley +1 more source
, 2012 The purpose of this thesis is to determine and to better inform industry practitioners to the most appropriate classification and regression techniques for modelling the three key credit risk components of the Basel II minimum capital requirement ...
Brown, Iain L.J. +1 more
core +1 more source