Results 21 to 30 of about 1,001 (262)

Housing, Housing Finance and Credit Risk

International Journal of Financial Studies, 2018
This paper investigates the determinants of credit risk from a broad perspective. Particular attention is given to the role of housing affordability and household indebtedness.
Alessandra Canepa, Fawaz Khaled
doaj   +1 more source

Interconnectedness, systemic crises, and recessions

Latin American Journal of Central Banking, 2020
In this paper, we construct a simple model designed to capture four widely held views about financial crises: [1] Interconnectedness among financial institutions (banks) can play a major role in precipitating systemic financial crises.
Marco A. Espinosa-Vega, Steven Russell
doaj   +1 more source

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, Octavia Reniar Putri, Aulia Claraning Sukmawati   +2 more
doaj   +1 more source

Portfolio performance manipulation in collateralized loan obligations [PDF]

Journal of Accounting and Economics, 2016
We examine the discretionary activities that CLO managers engage in to pass monthly overcollateralization (OC) tests. These tests require a CLO’s loan portfolio value, scaled by the CLO notes’ principal balance, to be above a certain threshold. Using CLOs’ granular disclosures, we develop model-free estimates for discretionary loan fair valuation and ...
Maria Loumioti, Florin P. Vasvari
openaire   +1 more source

COMPARATIVE ANALYSIS OF STATE-OWNED BANKS’ ROLE IN THE ECONOMY OF EASTERN EUROPE COUNTRIES AND UKRAINE

Фінансово-кредитна діяльність: проблеми теорії та практики, 2021
The state-owned banks (SOB) hold a prominent position in the national banking systems of most Eastern European countries. In this region, the BUDCs are specialized and mainly represented by national development banks and export-import banks. There is no
O. O. Lyubich, G. P. Bortnikov, A. O. Drobyazko   +2 more
doaj   +1 more source

Green Loans and Bank Intermediary Costs:

The International Journal of Financial Systems
Employing a unique dataset of green and non-green loans in Indonesia, we show that banks’ loan allocation in environmentally and non-environmentally friendly activities are associated with bank intermediary costs.
Indra Tumbelaka, Heru Setyo Handogo
doaj   +1 more source

Sector Concentration in Loan Portfolios and Economic Capital [PDF]

SSRN Electronic Journal, 2006
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for portfolios with increasing sector concentration.
Klaus Düllmann, Nancy Masschelein
openaire   +5 more sources

The Impact of Loan Portfolio Concentration on Financial Stability of Iraqi Commercial Banks [PDF]

تنمیة الرافدین
The current study aimed to measure the concentration level in the loan portfolio across economic sectors in Iraqi commercial banks and its impact on financial stability. The study analyzed data from nine banks for the period 2016 - 2022.
Saja Younis, Abdul Nafea Al-Zararee
doaj   +1 more source

Labeling Quality or Quantity? The Differential Impact of Geographical Indications on Export Performance in Turkish Agri‐Food Products

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley   +1 more source

Methodological Aspects of Valuation of Credit Institutions under External Uncertainty

Финансы: теория и практика, 2022
The article is devoted to the research of the issues of commercial bank business valuation under the conditions of uncertainty. The study aims to develop a model for forecasting the value of total assets and loan portfolio of a commercial bank within the
A. A. Pomulev, N. S. Pomuleva
doaj   +1 more source