Results 61 to 70 of about 159,319 (353)
THE MEASUREMENT OF CONCENTRATION RISK IN LOAN PORTFOLIOS
Economics & Sociology, 2012 The current financial and economic situation, as well as requirements of consumers changes very quickly. For this reason, banks have to update their portfolio of the services all the time. Nevertheless, lending remains one of the most important and most profit-generating activities for the banks.
Skridulytė, Rita, Freitakas, Eduardas
openaire +3 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT Environmentally oriented ventures pursue a dual mission: to create both environmental and financial value. This dual mission adds complexity and can influence ventures' funding prospects, as investors mostly pursue financial motivations.
David Flore +2 more
wiley +1 more source
FINANCIAL CRISIS AND SECTORAL DIVERSIFICATION OF ARGENTINE BANKS, 1999-2004 [PDF]
We explore the impact and evolution of loan portfolio diversification during the 2001-2002 Argentine financial crisis. Using a novel dataset that combines public information on the main activity of the largest 930 Argentine firms with their borrowing ...
Arturo Galindo, Ricardo Bebczuk
core +3 more sources
Assessing the risk-return trade-off in loan portfolios [PDF]
Journal of Banking & Finance, 2009 This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the distribution of loans returns. I use this model to describe the investment opportunity set of lenders using mean-variance analysis with a Value at Risk constraint. I also obtain closed form expressions for the interest rates that banks should
openaire +2 more sources
Risk developments on the retail mortgage loan market [PDF]
In this study, using three commercial banks’ retail mortgage loan portfolios (consisting of approximately 200,000 clients with housing and home equity loans), we analyse the risk characteristics of the portfolio, identify customer-specific and product ...
Dániel Holló
core
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Effects of lending rates and financial development on loan portfolio in sub-Saharan Africa
Future Business JournalThis study investigates the complex dynamics between lending interest rates, loan portfolio structures, and financial sector development in Sub-Saharan Africa (SSA).
David Aboagye Danquah, Kofi Osei Adu
doaj +1 more source
Journal of Business Economics and Management, 2019 The traditional loans pricing methods are usually based on risk measures of individual loan’s characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan ...
Chang Liu +4 more
doaj +1 more source
An Empirical Analysis on Board Monitoring Role and Loan Portfolio Quality Measurement in Banks [PDF]
This paper aims to analyze the effectiveness of the board monitoring role on specific loan portfolio quality measures in banks (default rate, recovery rate and provisioning rate).
Matteo, Cotugno, Stefanelli, Valeria
core +1 more source
Automatic Card Shufflers and Antitrust Litigation: An Arbitration Perspective
Conflict Resolution Quarterly, EarlyView.ABSTRACT This paper examines an American Arbitration Association (AAA) class action proceeding in which Mohawk Gaming Enterprises LLC alleges that Light & Wonder Inc. and L&W Gaming Inc. fraudulently obtained and enforced patents, thereby monopolizing the market for automatic card shufflers and violating Sections 2 and 3 of the Sherman Act.
Tariq K. Alhasan
wiley +1 more source