Results 61 to 70 of about 391,471 (255)

Loan portfolio performance evaluation by using stochastic recovery rate [PDF]

Journal of Applied Research on Industrial Engineering
One of the most critical aspects of credit risk management is determining the capital requirement to cover the credit risk in a bank loan portfolio. This paper discusses how the credit risk of a loan portfolio can be obtained by the stochastic recovery ...
Shokouh Shahbeyk, Shokoofe Banihashemi
doaj   +1 more source

Factors Driving Demand and Default Risk in Residential Housing Loans: Indian Evidence [PDF]

This paper empirically examines the functional role of various micro and macro economic as well as situational factors that determine residential housing demand and risk of borrower default.
Saha, Asish, Bandyopadhyay, Arindam
core  

Green Finance, Digitalization, and Banks' Sustainable Business Model Innovations Toward Net‐Zero Transitions

Business Strategy and the Environment, EarlyView.
ABSTRACT Financial capital is widely recognized as having the potential to provide investments needed for net‐zero transitions. While recent empirical studies reveal that financial digitalization and fintech have changed Chinese banks' loan portfolios and business models, they stem from credit restrictions on heavily polluting enterprises and from ...
Akihisa Mori
wiley   +1 more source

Informationally advantaged lenders and the credit derivative market: Evidence from Loan only Credit Default Swap (LCDX)

Applied Finance Letters
This paper explores the informational role of the Loan Only Credit Default Index (LCDX) on the pricing of syndicated loans. Despite an extensive body of research on credit indices and loan pricing, limited studies have comprehensively assessed the ...
Zagdbazar Davaadorj, Jorge Brusa
doaj   +1 more source

Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [PDF]

Mathematics and Modeling in Finance
This study assesses a new simulation-optimization method for credit scoring and bank loan parameter optimization. The proposed approach encompasses data preparation, credit scoring, and simulation-optimization stages. Initially, data regarding bank loans
Amir Khorrami, Mahmoud Dehghan Nayeri, Ali Rajabzadeh   +2 more
doaj   +1 more source

Retracted: Online Loan Default Prediction Model Based on Deep Learning Neural Network. [PDF]

Comput Intell Neurosci, 2023
Intelligence And Neuroscience C.
europepmc   +1 more source

Forecasting bank loans loss-given-default [PDF]

With the advent of the new Basel Capital Accord, banking organizations are invited to estimate credit risk capital requirements using an internal ratings based approach. In order to be compliant with this approach, institutions must estimate the expected
Joao A. Bastos
core  

The pricing puzzle : the default term structure of collateralised loan obligations [PDF]

, 2002
Ambivalence in the regulatory definition of capital adequacy for credit risk has recently stirred the financial services industry to collateral loan obligations (CLOs) as an important balance sheet management tool.
Jobst, Andreas A.
core  

Asset Redeployability and Biodiversity Risk

Business Strategy and the Environment, EarlyView.
ABSTRACT We examine how asset redeployability influences a firm's exposure to biodiversity risk. Our empirical analysis provides robust evidence that firms possessing greater levels of redeployable assets exhibit significantly lower biodiversity risk.
Mostafa Monzur Hasan, Stewart Jones, Md Enayet Hossain   +2 more
wiley   +1 more source

Screening Mortgage Default Risk: A Unified Theoretical Framework [PDF]

This study developed a unified framework for theoretically analyzing a set of mortgage attributes that screens borrower types according to their unobservable default risk.
Danny Ben-Shahar
core