Survival Analysis for Credit Risk: A Dynamic Approach for Basel IRB Compliance
RisksThis paper uses survival analysis as a tool to assess credit risk in loan portfolios within the framework of the Basel Internal Ratings-Based (IRB) approach.
Fernando L. Dala +2 more
doaj +1 more source
Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source
Effects of lending rates and financial development on loan portfolio in sub-Saharan Africa
Future Business JournalThis study investigates the complex dynamics between lending interest rates, loan portfolio structures, and financial sector development in Sub-Saharan Africa (SSA).
David Aboagye Danquah, Kofi Osei Adu
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The Effect of Credit Collection Policy on Portfolio at Risk of Microfinance Institutions in Tanzania
Studies in Business and Economics, 2019 This paper presents the results of the study on the effect of credit collection policy on portfolio at risk of microfinance institutions in Tanzania.
Danstun Ngonyani, Harun Mapesa
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source
Bank Diversification, Competition and Earnings Opacity
Organizations and Markets in Emerging EconomiesThe paper explores the impact of bank diversification on earnings opacity. We aim at offering a comprehensive analysis by focusing on four dimensions of diversification: income, assets, funding, and loan portfolios.
Japan Huynh
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Credit risk and loan default among Ghanaian banks: An exploratory study [PDF]
Management Science Letters, 2013 Banks are principally in the interest earning business. The interest earning nature of banks comes with the amount of loans that banks are able to advance to their customers.
Matthew Ntow-Gyamfi +1 more
doaj
Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios [PDF]
Theory of financial intermediation gives contradicting answers to the question whether banks should diversify or focus their loan portfolios. Our aim is to find out which of the two strategies is predominant in the German banking market.
Porath, Daniel +2 more
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Supply Chain Network, ESG Scores and Financial Performance
Business Strategy and the Environment, EarlyView.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
Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios [PDF]
Should banks be diversified or focused? Does diversification indeed lead to enhanced performance and, therefore, greater safety for banks, as traditional portfolio and banking theory would suggest?
Porath, Daniel +2 more
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