Results 111 to 120 of about 260,668 (259)
Backtesting Analysis. How to Assess the Quality of PD Models in a Retail Banking
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2019 The paper refers to the probability of default model validation procedure in retail banking. The author presents the idea of backtesting analysis focusing on sensitivity analysis of capital requirements under stress scenarios.
Paweł Siarka
doaj
Bank Diversification Strategies Under Market Competition
SAGE OpenThis paper explores the impact of market competition on banks’ diversification strategies. Through a unique sample of Vietnamese commercial banks during 2007 to 2021, our most important finding is that the bank competition impact may depend on the ...
Japan Huynh
doaj +1 more source
مجلة الغري للعلوم الاقتصادية والاداريةThis study examines the effect of banking liquidity on profitability in five commercial banks listed on the Iraq Stock Exchange over the period 2016–2023. Profitability is measured using Return on Assets (ROA) and Return on Equity (ROE), while liquidity
Rondk Shahin Saifadin
doaj +1 more source
Modeling Bank Loan LGD of Corporate and SME Segments: A Case Study [PDF]
Loss given default (LGD) is one of key parameters to estimate credit risk in an internal rating based approach considered in The New Basel Capital Accord.
Radovan Chalupka, Juraj Kopecsni
core
Determinants of Microfinance Institutions Loan Portfolios Quality: Empirical Evidence from Ethiopia [PDF]
, 2019 This study examines determinants of loan portfolios quality, using panel data of 15 microfinance institutions from the period 2003 to 2009. The study employed three dependent variables as proxies for loan portfolios quality, namely: provision for loan ...
Teferi, Obsa
core
Business Strategy and the Environment, EarlyView.ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini +3 more
wiley +1 more source
Journal for Perspectives of Economic Political and Social IntegrationThe aim of this article is to examine the impact of the Court of Justice of the European Union’s rulings on managerial decisions in selected commercial banks in Poland, with particular emphasis on changes in provisioning policies, legal risk management ...
Robert Pankiewicz, Anna Krawczyk-Sawicka
doaj +1 more source
Multi-bank loan pool contracts [PDF]
, 2004 EFM classification: 330, 350We show that multi-bank loan pools improve the risk-return profile of banks’ loan business. Banks write simple contracts on the proceeds from pooled loan portfolios, taking into account the free-rider problems in joint loan ...
Gintschel, Andreas, Hackethal, Andreas
core
Renewable Energy, Climate Risk, and the Cost of External Assurance: International Evidence
Business Strategy and the Environment, EarlyView.ABSTRACT Corporate shifts from fossil fuels to renewable energy are central to climate‐transition strategies, but their effects on external assurance have not been well understood. This study examines whether, how and where corporate renewable energy consumption affects the cost of external assurance, proxied by statutory audit fees.
Rashid Zaman +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This scoping review provides an industry‐comparative synthesis of greenwashing and disclosure‐action decoupling in sustainability‐related reporting. Guided by PRISMA, it reviews 73 peer‐reviewed articles published between 2016 and 2025 and organizes them into three streams: variable‐based explanatory, report analysis, and disclosure‐action ...
Zhang Yiping +3 more
wiley +1 more source