Results 71 to 80 of about 10,825 (309)
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
Business Strategy and the Environment, EarlyView.ABSTRACT The socio‐emotional wealth (SEW) perspective suggests that the specific priorities of a family business may make it more or less inclined to engage in sustainable practices. This paper examines how family business heterogeneity regarding family ownership, financial performance, and family board members affects the sustainability commitment of ...
Sonia Sánchez‐Andújar +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The emerging concept of Hubs for Circularity (H4Cs) presents an opportunity to create collaborative, self‐sustaining regional industrial ecosystems that drive circular economy transitions at scale. However, the operationalisation of H4Cs faces financial, organisational and data‐driven challenges.
Aditya Tripathi +3 more
wiley +1 more source
Default, Credit Scoring, and Loan-to-Value: a Theoretical Analysis under Competitive and Non-Competitive Mortgage Markets [PDF]
Consistent with existing literature, we first show that when borrowers?default probability on the mortgage loan is unobservable to the lender, the latter can screen borrowers by their combined choice of loan-to-value (LTV) ratio and interest rate.
Danny Ben-Shahar
core
Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source
Analyzing the impact of loan features on bank loan prediction using Random Forest algorithm
Engineering ReportsLoans are a crucial source of income for the financial sector, but they also come with significant financial risks. The interest on loans constitutes a significant portion of a bank's assets.
Debabrata Dansana +5 more
doaj +1 more source
Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [PDF]
Mathematics and Modeling in FinanceThis 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 +2 more
doaj +1 more source
Determinants of automobile loan default and prepayment [PDF]
The authors examine whether a borrower’s choice of automobile reveals information about future loan performance. They find that loans on most luxury automobiles have a higher probability of prepayment, while loans on most economy automobiles have a lower
Sumit Agarwal +2 more
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Supply Chain Network, ESG Scores and Financial Performance
Business Strategy and the Environment, EarlyView.ABSTRACT This paper provides novel evidence on the role of supply chain networks in influencing firms' environmental, social and governance (ESG) scores and financial performance. Our analysis employs financial, board, ESG and supply chain data, resulting in an unbalanced panel of over 16,000 firm‐year observations from 3028 publicly traded US firms ...
Michail Filippidis +2 more
wiley +1 more source
Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios
Business Strategy and the Environment, EarlyView.ABSTRACT Assessing the future impact of climate risks on the probability of default (PD) of small and medium enterprises (SMEs) is challenging due to limited disclosure, policy uncertainty and exposure to physical risks. This paper addresses this gap by integrating macroeconomic variables from the Network for Greening the Financial System (NGFS ...
Luca Zanin, Raffaella Calabrese
wiley +1 more source