PENYELESAIAN KREDIT BERMASALAH DALAM PRAKTIK DI INDONESIA
Banking is categorized as one of the very risky industries. The collapse of the banking industry can cause an economic crisis in a country. To maintain the health of the industry, it is necessary for all parties involved to run banks based on principle ...
djunyanto Thriyana
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).
Stefanelli, Valeria, Matteo, Cotugno
core
Loan Portfolio Swaps and Optimal Lending
Theories on loan portfolio swap hedging are based on a portfolio-choice approach. This paper presents an alternative: a firm-theoretic model for bank behavior with loan portfolio swaps.
Jyh-Horng Lin +2 more
core +1 more source
Supply Chain Network, ESG Scores and Financial Performance
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
GROWTH IN AGRICULTURAL LOAN MARKET SHARE FOR ARKANSAS COMMERCIAL BANKS [PDF]
Changes in commercial bank market shares of farm debt are decomposed into portfolio decisions loanable funds availability and loan market size for 64 counties in Arkansas from 1986 through 1990.
Dixon, Bruce L. +2 more
core
Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios
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
Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model [PDF]
We propose a fast algorithm for computing the expected tranche loss in the Gaussian factor model with arbitrary accuracy using Hermite expansions. No assumptions about homogeneity of the portfolio are made.
Pavel Okunev
core
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
A Proposed Model for Determinants of Financial Solvency in Egyptian Banks (An Analytical Study)
Purpose: This study aims to examine the impact of loan portfolio diversification on the financial stability of Egyptian commercial banks. It focuses on CAMELS indicators to measure the financial stability, HHI to measure Loan Portfolio Diversification ...
Dr. Rabieaa Mohamed Yassien +2 more
doaj +1 more source
Designing Portfolio Management System for Banking Loans By Using Data Mining Technology [PDF]
Lending is one of the main services of the banks. It is notable that the process of funding money and lending it to the customers has a cost of capital, so, the lending condition should be economical for both bank and customers. Hence, in this article we’
Ali Divandari +3 more
doaj

