Results 81 to 90 of about 10,825 (309)

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

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

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  

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  

Patents as Green Signals: Capital Market Responses to Corporate Green Innovation in Carbon‐ and Energy‐Intensive Firms

Business Strategy and the Environment, EarlyView.
ABSTRACT Adopting a signaling perspective, this study examines whether corporate green patenting reduces the cost of equity by mitigating information asymmetry in capital markets. Using longitudinal panel data from South Korea, we find that green patenting—encapsulating technological innovation related to energy, environmental protection, and climate ...
Jeongdae Yim, Su‐Yol Lee
wiley   +1 more source

Building a Scoring Model for Small and Medium Enterprises [PDF]

Theoretical and Applied Economics, 2010
The purpose of the paper is to produce a scoring model for small and medium enterprises seeking financing through a bank loan. To analyze the loan application, scoring system developed for companies is as follows: scoring quantitative factors and scoring
Răzvan Constantin CARACOTA, Maria DIMITRIU, Maria-Ramona DINU   +2 more
doaj   +1 more source

Identification of Loss-Given-Default (LGD) Effective Factors by Using Tobit Regression Model (Case Study: Bank of Industry and Mine Corporate Clients) [PDF]

مطالعات مالی و بانکداری اسلامی, 2017
This research aims to identify the influential components on LGD by using Tobit regression on institutional customers of the bank of Industry and Mine. In order to achieve this goal, LGD can be used to calculate the probability of default on the basis of
Mohsen Khoshtinat, Seyedeh Nasim Alavi
doaj  

Loan default prediction of Chinese P2P market: a machine learning methodology. [PDF]

Sci Rep, 2021
Xu J, Lu Z, Xie Y.
europepmc   +1 more source