Results 211 to 220 of about 1,001 (262)

Research on systemic risk of China's bank-asset bipartite network. [PDF]

Heliyon
Fan H, Hu C.
europepmc   +1 more source

Investigating SME‐Inclusive Public‐Private AI Innovation Network: Evidence From U.S. Small Business Administration (1991–2023)

Thunderbird International Business Review, EarlyView.
ABSTRACT Understanding innovation policy is pivotal to enhancing national competitiveness for global value chain. This research investigates an SME‐Inclusive public‐private AI innovation network over time in the U.S. context (1991–2023), revealing how a government's demand‐based innovation policy bolsters technological prowess through isomorphism and ...
Jiyoon An
wiley   +1 more source

Lower margins are tied to companies' climate performance rather than to low-carbon assets.

Cell Rep Sustain
Fricaudet M, Parker S, Ameli N, Smith T.
europepmc   +1 more source

Evaluating the process of introducing crossbred chickens by "The African chicken genetic gains project": Implications for livestock uptake in Moshi district, Tanzania. [PDF]

Poult Sci
Shayo JD, Shausi GL, Ahmad AK.
europepmc   +1 more source

Beyond Brick and Mortar: The Rise of Street Medicine. [PDF]

J Gen Intern Med
Narayan A, Shah N, Hochman M.
europepmc   +1 more source

From theory to practice: Monetary policy transmission and bank risk dynamics. [PDF]

PLoS One
Zhang Z, Clovis J, Moffatt P, Wang W.
europepmc   +1 more source

The role of big data in financial technology toward financial inclusion. [PDF]

Front Big Data
Mhlanga D.
europepmc   +1 more source

Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio

openaire   +1 more source

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VaR for Loan Portfolio in Uncertain Environment

2014 Seventh International Joint Conference on Computational Sciences and Optimization, 2014
As a risk measure method, VaR (value at risk) has been applied widely in many domains. This paper researches the VaR measure way in uncertain environment, and applies it in loan portfolio. When all the return rates are the special uncertain variables, we can solve the crisp equivalents of VaR for loan portfolio.
Yufu Ning, Dongjing Pan, Xiao Wang 0008
openaire   +1 more source

Modelling credit risk of portfolio of consumer loans

Journal of the Operational Research Society, 2007
One of the issues that the Basel Accord highlighted was that though techniques for estimating the probability of default and hence the credit risk of loans to individual consumers are well established, there were no models for the credit risk of portfolios of such loans. Motivated by the reduced form models for credit risk in corporate lending, we will
M. Malik, Lyn C. Thomas
openaire   +2 more sources