Results 81 to 90 of about 73,760 (304)

Credit risk in European banks: The bright side of the internal ratings based approach [PDF]

, 2018
This paper investigates the accuracy of internal rating based (IRB) models in measuring credit risk. We contribute to the growing debate on the current prudential regulatory framework by investigating the use of validated IRB models in promoting ...
Arellano, Arroyo, Barakova, Beck, Behn, Behn, Beltratti, Berg, Berger, Bikker, Bofondi, Bruno, Chaibi, Chaibi, Colliard, Danielsson, Danielsson, De Haas, Dimitrios, Doriana Cucinelli, Erdinc, Farhan, Ferri, Foos, Ghosh, Glen, Han, Heckman, Hess, Jimenez, Keeton, Keeton, Kyriazidou, Kyriazidou, Laeven, Laura Nieri, Ledo, Louzis, Lucchetti, Macit, Makri, Malvina Marchese, Marcucci, Maria Luisa Di Battista, Mariathasan, Mascia, Perèz Montes, Plosser, Podpiera, Resti, Salas, Semykina, Wooldridge, Zhang   +53 more
core   +1 more source

Automatic Card Shufflers and Antitrust Litigation: An Arbitration Perspective

Conflict Resolution Quarterly, EarlyView.
ABSTRACT This paper examines an American Arbitration Association (AAA) class action proceeding in which Mohawk Gaming Enterprises LLC alleges that Light & Wonder Inc. and L&W Gaming Inc. fraudulently obtained and enforced patents, thereby monopolizing the market for automatic card shufflers and violating Sections 2 and 3 of the Sherman Act.
Tariq K. Alhasan
wiley   +1 more source

A Markov Chain Model for the Cure Rate of Non-Performing Loans

, 2018
A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment.
Boutchaktchiev, Vilislav
core   +1 more source

Optimal portfolios with a loan dependent credit spread [PDF]

, 2002
If an investor borrows money he generally has to pay higher interest rates than he would have received, if he had put his funds on a savings account. The classical model of continuous time portfolio optimisation ignores this effect. Since there is obviously a connection between the default probability and the total percentage of wealth, which the ...
openaire   +2 more sources

Does Institutional Ownership Structure Reduce Greenhouse Gas Emissions? An In‐Depth Study of Corporations Social Responsibility of European‐Listed Firms

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Motivated by the growing attention and concerns surrounding climate change and the potential role of institutional investors' ownership concentration (OC) in reducing corporations' greenhouse gas (GHG) emissions, this article explores the relationship between various forms of institutional ownership and firms' GHG emission intensity. To do so,
Daniele Giordino, Elisa Ballesio, Aradhana Galgotia, Laura Broccardo   +3 more
wiley   +1 more source

Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel [PDF]

Using the theoretical predictions of the Bernanke-Blinder (1988) model, we seek to examine the existence of a bank lending channel through the empirical identification of a loan supply function and to assess the impact of differential bank ...
Matthaios D. Delis, Sophocles N. Brissimis   +1 more
core  

ESG Performance Evolution in Retail: A Systematic Review and Meta‐Analysis

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Environmental, social, and governance (ESG) practices have transformed from peripheral corporate social responsibility initiatives into core strategic imperatives in retail. Despite growing interest, the literature remains fragmented across disciplines and geographic contexts, with no comprehensive sector‐specific analysis examining the ...
Jiyeon Kim, Wooyoung Yang
wiley   +1 more source

Applying in machine learning and deep learning in finance industry: A case study on repayment prediction

Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh
In the current era marked by the proliferation of peer-to-peer lending platforms, the imperative of ascertaining borrowers’ capacity to honor their financial obligations has assumed paramount significance.
Nguyễn Phát Đạt, Hồ Mai Minh Nhật, Trương Công Vinh, Lê Quang Chấn Phong, Lê Hoành Sử   +4 more
doaj   +1 more source

Improving the provision of financial services to micro-entrepreneurs, emerging farmers and agribusiness: Lessons from Kwazulu-Natal [PDF]

Three development finance institutions (DFIs) which operate in KwaZulu-Natal (KZN) province were assessed in 1996/97 to see how they could improve financial viability and outreach to emerging farmers, agribusiness and micro-entrepreneurs.
Darroch, Mark A.G., Graham, Douglas H., Kuhn, M.E., Ortmann, Gerald F.   +3 more
core   +1 more source

Corporate Social Responsibility and Financial Performance in Europe: The Moderating Effects of Industry, Culture, and Governance

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This paper investigates the relationship between corporate social responsibility (CSR) and financial performance for European firms, and the moderating roles of industry and country‐specific factors in this relationship. Studying a sample of 2340 companies across 18 countries, we find Environmental, Social and Governance (ESG) scores to ...
Veda Fatmy, Venla Haavisto, Janne Äijö
wiley   +1 more source