Results 11 to 20 of about 159,319 (353)
Risk Overhang and Loan Portfolio Decisions [PDF]
SSRN Electronic Journal, 2005 Despite operating under substantial regulatory constraints, we find that commercial banks manage their investments largely consistent with the predictions of portfolio choice models with capital market imperfections. Based on 1990-2002 data for small (assets less than $1 billion) U.S.
Robert DeYoung, Anne Gron, Andrew Winton
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Do Banks Diversify Loan Portfolios? A Tentative Answer Based on Individual Bank Loan Portfolios [PDF]
SSRN Electronic Journal, 2005 Theory of financial intermediation gives contradicting answers to the question whether banks should diversify or focus their loan portfolios. Our aim is to find out which of the two strategies is predominant in the German banking market. To this end we measure diversification for all German banks in the period from 1993 to 2002.
Kamp, Andreas +2 more
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Loan portfolio diversification and bank returns: Do business models and market power matter?
Cogent Economics & Finance, 2021 The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of business models and market power in this nexus.
Japan Huynh, Van Dan Dang
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The Interaction between Non-Performing Loans and Macroeconomic Conditions:A Panel Vector Autoregressive Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2016 In this paper we assess the interaction between different macroeconomic variables and the quality of loan portfolio of banks in Iran by using a panel vector autoregressive (PVAR) method that controls for bank-level characteristics.
Esmaeil Mirza’i +2 more
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Portfolio performance manipulation in collateralized loan obligations [PDF]
Journal of Accounting and Economics, 2016 We examine the discretionary activities that CLO managers engage in to pass monthly overcollateralization (OC) tests. These tests require a CLO’s loan portfolio value, scaled by the CLO notes’ principal balance, to be above a certain threshold. Using CLOs’ granular disclosures, we develop model-free estimates for discretionary loan fair valuation and ...
Maria Loumioti, Florin P. Vasvari
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Zanco Journal of Humanity Sciences, 2023 The aim of the study is to identify the theoretical aspects and via practical side from which the preparation of the statement of cash flows stems from in order to enable banks to know the financial banking position in the right time and analyze the ...
Lovan Akram Saeed +1 more
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Optimalisasi Portofolio Kredit untuk Perencanaan Ekspansi Kredit pada Perbankan Nasional
Jurnal Aplikasi Bisnis dan Manajemen, 2020 The aim of this study is to determine the portfolio performance in each economic sector based on return and risk of portfolio credit at 3 Sentra Kredit Menengah (SKM) under BNI WJS supervision and to find out the optimal combination or composition of the
Rini Siswati Asnel +2 more
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Using Discrete Markov Chain Model for Predicting the Behavior of Banks Loan Portfolios [PDF]
مجله مدل سازی در مهندسی, 2017 The main goal of total commercial banks is collect the saving of real and natural persons and allocate them in the form of facilities to industry, service and manufacturing companies. with the Non repayment of facilities from side of customers, the banks
Kazem Ebrahimi, Raheleh Lalee
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Large-Scale Loan Portfolio Selection
Operations Research, 2015 We consider the problem of optimally selecting a large portfolio of risky loans, such as mortgages, credit cards, auto loans, student loans, or business loans. Examples include loan portfolios held by financial institutions and fixed-income investors as well as pools of loans backing mortgage- and asset-backed securities.
Srignano, Justin A +2 more
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Complexity, 2020 With a view to develop a more realistic model for credit risk analysis in consumer loan, our paper addresses the problem of how to incorporate business cycles into a repayment behavior model of consumer loan in portfolio.
Shou Chen, Xiangqian Jiang
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