Results 11 to 20 of about 73,760 (304)
Econometric Research in Finance, 2016 This research is the first attempt to calibrate default rates of loan portfolios using raw data on nonperforming loans and some additional information on the maturity structure of the loan portfolios.
Dobromił Serwa
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Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 In the last decade, the quality of loan portfolios has deteriorated significantly in most countries around the world. This is result of the financial crisis, that hit the global economy in 2007—2009.
K. Kil +3 more
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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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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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Portfolio of Loans, Guarantees and Provisions [PDF]
International Journal of Academic Research in Accounting, Finance and Management Sciences, 2018 Economic development is realized on the resources of the society. In addition to work and capital accumulation, financial resources play an important role in economic evolution and growth. Economic agents that do not currently have the necessary financial resources use the bank loans.
Constantin ANGHELACHE +2 more
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The International Journal of Banking and Finance, 2023 In recent years, banks in Nigeria have experienced a significant increase in delinquent loan portfolios, which has contributed immensely to the financial difficulties in this sector.
Isah Shittu, Hannafi Abdulkadir
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Interbank network and bank bailouts: Insurance mechanism for non-insured creditors? : [Version 20 Februar 2013] [PDF]
, 2013 This paper presents a theory that explains why it is beneficial for banks to engage in circular lending activities on the interbank market. Using a simple network structure, it shows that if there is a non-zero bailout probability, banks can ...
Eisert, Tim, Eufinger, Christian
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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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The process approach to the management of loan portfolios
Journal of Economic and Financial Sciences, 2009 Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
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Diversifikasi Portofolio Kredit, Risiko dan Return Bank
Jurnal Akuntansi, 2023 Banks as financial intermediaries, can diversify their credit portfolios into different sectors. This study aims to determine the effect of credit portfolio diversification on risks borne and returns earned by banks.
Rahmat Setiawan +2 more
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