Results 61 to 70 of about 1,001 (262)

Survival Analysis for Credit Risk: A Dynamic Approach for Basel IRB Compliance

Risks
This 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, Manuel L. Esquível, Raquel M. Gaspar   +2 more
doaj   +1 more source

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
doaj   +1 more source

Artificial Intelligence–Driven and Digital Practices for Circular Business and Finance: Insights for Advancing Hubs for Circularity

Business Strategy and the Environment, EarlyView.
ABSTRACT The emerging concept of Hubs for Circularity (H4Cs) presents an opportunity to create collaborative, self‐sustaining regional industrial ecosystems that drive circular economy transitions at scale. However, the operationalisation of H4Cs faces financial, organisational and data‐driven challenges.
Aditya Tripathi, Marcos R. Machado, Laura Spierdijk, Devrim Murat Yazan   +3 more
wiley   +1 more source

Bank Diversification, Competition and Earnings Opacity

Organizations and Markets in Emerging Economies
The 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
doaj   +1 more source

Corporate Environmental Responsibility and Cost of Equity Capital: A Meta‐Analytical Review

Business Strategy and the Environment, EarlyView.
ABSTRACT Despite extensive research on the relationship between corporate environmental responsibility (CER) and cost of equity capital (COEC), empirical evidence remains inconsistent. This study addresses these inconsistencies through a comprehensive meta‐analysis of 1139 effect sizes from 75 studies.
Robert Witte, Ewald Aschauer, Helmut Pernsteiner   +2 more
wiley   +1 more source

A Comparative Study of Prudential Regulation on Loan Classification and Provisioning of the South East European Countries

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018
This paper has been prepared to describe the regulatory measures regarding Loan classification and provisioning of South East Europe countries like Albania, Bosnia and Herzegovina, Bulgaria, Croatia, Kosovo, Macedonia, Montenegro, Serbia, and Slovenia. A
Albulena Shala, Hysen Ismajli, Rezearta Perri   +2 more
doaj   +1 more source

Assessing the risk-return trade-off in loan portfolios [PDF]

Journal of Banking & Finance, 2009
This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the distribution of loans returns. I use this model to describe the investment opportunity set of lenders using mean-variance analysis with a Value at Risk constraint. I also obtain closed form expressions for the interest rates that banks should
openaire   +2 more sources

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

Comparative Analysis of Credit Risk Models for Loan Portfolios [PDF]

SSRN Electronic Journal, 2014
This study is distinct from previous studies in its inclusion of new models, consideration of sector correlation and performance of comprehensive sensitivity analysis. CreditRisk++, CreditMetrics, the Basel II internal-ratings-based method and the Mercer Oliver Wyman model are considered.
openaire   +1 more source

Low‐Carbon Energy Transition and Corporate Carbon Emissions: The Critical Role of Climate Change Mitigation Policies and Institutional Context

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, Mushtaq Hussain Khan, Ambreen Gul, Inam Ul Haq, Muhammad Umer Azeem   +4 more
wiley   +1 more source