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Year of publication
Subject
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Credit risk 21,646 Kreditrisiko 21,343 Theorie 6,803 Theory 6,779 Kreditgeschäft 5,001 Bank lending 4,884 Risikomanagement 3,662 Risk management 3,593 Bank 3,106 Bankrisiko 2,927 Bank risk 2,922 Kreditwürdigkeit 2,703 Credit rating 2,689 Insolvenz 2,674 Insolvency 2,661 Basler Akkord 2,355 Basel Accord 2,352 Financial crisis 2,309 Finanzkrise 2,299 Kreditderivat 2,222 Credit derivative 2,194 Portfolio-Management 1,912 Portfolio selection 1,904 credit risk 1,808 Risk 1,735 Risiko 1,705 Welt 1,597 Zinsstruktur 1,592 World 1,587 Yield curve 1,587 Derivat 1,336 Derivative 1,336 Risk premium 1,303 Risikoprämie 1,299 USA 1,258 Credit 1,247 United States 1,243 Schätzung 1,232 Kredit 1,218 Estimation 1,213
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Online availability
All
Free 9,795 Undetermined 5,601 CC license 471
Type of publication
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Article 11,870 Book / Working Paper 11,323 Other 27 Journal 23 Database 1
Type of publication (narrower categories)
All
Article in journal 9,955 Aufsatz in Zeitschrift 9,955 Graue Literatur 3,942 Non-commercial literature 3,942 Working Paper 3,812 Arbeitspapier 3,581 Aufsatz im Buch 1,070 Book section 1,070 Hochschulschrift 608 Thesis 474 Collection of articles of several authors 240 Sammelwerk 240 Article 141 Aufsatzsammlung 135 Conference paper 102 Konferenzbeitrag 102 Collection of articles written by one author 96 Sammlung 96 Dissertation u.a. Prüfungsschriften 76 Konferenzschrift 71 Lehrbuch 54 Textbook 52 Handbook 47 Handbuch 47 Conference proceedings 42 Bibliografie enthalten 36 Bibliography included 36 research-article 32 Case study 27 Fallstudie 27 Amtsdruckschrift 24 Government document 24 Glossar enthalten 18 Glossary included 18 Systematic review 15 Übersichtsarbeit 15 Ratgeber 14 Research Report 13 Bibliografie 11 Guidebook 10
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Language
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English 20,472 German 1,390 Undetermined 1,144 Spanish 72 French 62 Italian 35 Polish 23 Russian 16 Lithuanian 14 Norwegian 14 Portuguese 7 Czech 3 Romanian 3 Finnish 2 Serbian 2 Ukrainian 2 Bulgarian 1 Danish 1 Dutch 1 Slovenian 1 Swedish 1 Vietnamese 1
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Author
All
Ongena, Steven 89 Lucas, André 85 Rösch, Daniel 76 Acharya, Viral V. 67 Altman, Edward I. 60 Koopman, Siem Jan 56 Chan-Lau, Jorge A. 49 Saunders, Anthony 49 Jokivuolle, Esa 48 Schuermann, Til 47 Brigo, Damiano 44 Giesecke, Kay 44 Agarwal, Sumit 43 Fabozzi, Frank J. 42 Gouriéroux, Christian 42 Peydró, José-Luis 42 Jarrow, Robert A. 41 Scheule, Harald 41 Capponi, Agostino 40 Düllmann, Klaus 40 Pelizzon, Loriana 40 Schwaab, Bernd 39 Monfort, Alain 38 Caporale, Guglielmo Maria 37 Hamerle, Alfred 37 Krahnen, Jan Pieter 37 Gilchrist, Simon 36 Subrahmanyam, Marti G. 36 Welzel, Peter 36 Witzany, Jiří 36 Hasan, Iftekhar 35 Härdle, Wolfgang 35 Jiménez, Gabriel 35 Memmel, Christoph 35 Tang, Dragon Yongjun 35 Duffie, Darrell 34 Gambacorta, Leonardo 32 McAleer, Michael 32 Renne, Jean-Paul 32 Roszbach, Kasper 32
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Institution
All
International Monetary Fund (IMF) 365 International Monetary Fund 205 National Bureau of Economic Research 129 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 68 Basel Committee on Banking Supervision 60 European Central Bank 24 Deutsche Bundesbank 19 C.E.P.R. Discussion Papers 15 Institut ekonomických studií, Univerzita Karlova v Praze 15 EconWPA 13 HAL 12 Suomen Pankki 12 Banco de España 11 Tinbergen Instituut 11 Henley Business School, University of Reading 10 International Organization of Securities Commissions 10 The Wharton Financial Institutions Center 10 Banca d'Italia 9 Oesterreichische Nationalbank 9 European Banking Authority 8 European Systemic Risk Board 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 7 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 7 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 7 Finanz Colloquium Heidelberg 7 Institut für Volkswirschaftlehre, Fakultät für Wirtschaftswissenschaften 7 Česká Národní Banka 7 Banque de France 6 Center for Financial Studies 6 European Investment Bank 6 Internationaler Währungsfonds 6 Magyar Nemzeti Bank (MNB) 6 OECD 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Springer Fachmedien Wiesbaden 6 Tilburg University, Center for Economic Research 6 Universität Augsburg / Institut für Volkswirtschaftslehre 6 Banco de la Republica de Colombia 5 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 5
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Published in...
All
Journal of banking & finance 477 Finance research letters 232 IMF Working Papers 193 IMF Staff Country Reports 188 Journal of financial stability 187 The journal of credit risk : published quarterly by Incisive Media 176 The journal of fixed income 131 NBER working paper series 128 International review of financial analysis 127 Journal of risk management in financial institutions 124 International review of economics & finance : IREF 117 Working paper series / European Central Bank 115 European journal of operational research : EJOR 114 International journal of theoretical and applied finance 114 Journal of financial economics 113 Finance and economics discussion series 103 Risks : open access journal 101 Working paper / National Bureau of Economic Research, Inc. 101 IMF working papers 99 Discussion papers / CEPR 98 NBER Working Paper 98 The journal of risk model validation 98 Research in international business and finance 93 Journal of international financial markets, institutions & money 92 Discussion paper 90 ECB Working Paper 87 Discussion paper / Centre for Economic Policy Research 84 Research paper series / Swiss Finance Institute 81 Management science : journal of the Institute for Operations Research and the Management Sciences 79 The European journal of finance 79 Economic modelling 78 Applied economics letters 76 Review of quantitative finance and accounting 73 Applied economics 72 Journal of international money and finance 72 Pacific-Basin finance journal 71 Journal of financial intermediation 69 Journal of financial services research : JFSR 69 The North American journal of economics and finance : a journal of financial economics studies 69 Working paper 69
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Source
All
ECONIS (ZBW) 21,110 RePEc 1,429 EconStor 391 USB Cologne (EcoSocSci) 206 BASE 56 Other ZBW resources 45 ArchiDok 7
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Showing 1 - 50 of 23,244
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The low-carbon transition, climate commitments and firm credit risk
Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; … - 2025
This paper explores how the low-carbon transition affects firms' credit ratings and market-implied distance-to-default. We develop a novel dataset covering firms' greenhouse gas emissions alongside climate disclosure and forward-looking emission reduction targets. Panel regression analysis...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015272774
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Audit Program on Artificial Intelligence (AI)-driven credit risk
De Palma, Valeria Anna; Di Maria, Alessandro; Foschini, … - In: Risk management magazine 20 (2025) 1, pp. 4-29
From an Internal Audit perspective, the integration of Artificial Intelligence (AI) into credit risk modelling through Machine Learning (ML) algorithms presents significant challenges due to the complexity and multidimensional nature of these models. While AI enhances predictive performance and...
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Data mining for the adjustment of credit scoring models in solidarity economy entities : a methodology for addressing class imbalances
Bermudez Vera, Ivan Mauricio; Restrepo, Jaime Mosquera; … - In: Risks : open access journal 13 (2025) 2, pp. 1-16
This study addresses the quantification of credit risk in solidarity economy entities, proposing a new methodology to redefine the concept of a "default" in the frequent situations of extreme class imbalances. The objective is to develop and evaluate credit scoring models that enhance risk...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333680
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The pricing of asset-backed securities and households' pecking order of debt
Füss, Roland; Meyland, Dominik; Morkoetter, Stefan - 2024 - This version: October 2024
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Bank beliefs and firm lending : evidence from Italian loan-level data
Farroni, Paolo; Tozzo, Jacopo - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193175
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A top-down loan-level stress test for banks' corporate credit risk : application to risks from commercial real estate markets
Herbst, Tobias; Roling, Christoph - 2024
We study the credit risk of banks in Germany from lending to non-financial firms. We model changes in Expected Credit Loss, which is derived from the guidelines in the IFRS 9 accounting standard. We map the accounting model to a dataset with individual loans as the unit of observation...
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Consumer credit risk analysis through artificial intelligence : a comparative study between the classical approach of logistic regression and advanced machine learning techniques
El Khair Ghoujdam, Mousaab; Chaâbita, Rachid; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-14
This research article presents a comparative analysis between logistic regression as a traditional method, artificial neural networks (ANNs), and decision tree as machine learning techniques for predicting credit risk. It meticulously examines and evaluates these three methods, elucidating their...
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Environmental, social, and governance (ESG) outcomes and municipal credit risk
Bruno, Christopher C.; Henisz, Witold J. - In: Business & society 63 (2024) 8, pp. 1709-1756
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Credit risk prediction using machine learning and deep learning : a study on credit card customers
Chang, Victor; Sivakulasingam, Sharuga; Wang, Hai; … - In: Risks : open access journal 12 (2024) 11, pp. 1-33
The increasing population and emerging business opportunities have led to a rise in consumer spending. Consequently, global credit card companies, including banks and financial institutions, face the challenge of managing the associated credit risks. It is crucial for these institutions to...
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Climate-related default probabilities
Blanc-Blocquel, Augusto; Ortiz-Gracia, Luis; Sanfelici, … - In: Risks : open access journal 12 (2024) 11, pp. 1-19
Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector. The probability of default is estimated...
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The allocation of public guaranteed loans to firms during Covid-19 : credit risk and relationship lending
Bonaccorsi di Patti, Emilia; Felici, Roberto; Moretti, … - 2024
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European Non-Performing Exposures (NPEs) and climate-related risks : country dimensions
Di Febo, Elisa; Angelini, Eliana; Le, Tu D. Q. - In: Risks : open access journal 12 (2024) 8, pp. 1-15
The EU faces two economic challenges: managing non-performing exposures (NPEs) and climate change. This paper analyzes the relationship between the NPEs of domestic banking groups and climate risks, including macroeconomic variables such as the GDP growth rate, unemployment rate (UnEmp), and the...
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A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Kurth, Patrick; Nendel, Max; Streicher, Jan - In: Risks : open access journal 12 (2024) 8, pp. 1-28
We present a statistical test for the long-term calibration in rating systems that can deal with overlapping time windows as required by the guidelines of the European Banking Authority (EBA), which apply to major financial institutions in the European System. In accordance with regulation,...
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Greening the economy : how public-guaranteed loans influence firm-level resource allocation
Buchetti, Bruno; Miquel-Flores, Ixart; Perdichizzi, … - 2024
This study investigates the underlying reasons for banks' continued support of fossil fuel-based firms and examines the role of public guaranteed loans (PGLs) in redirecting resources towards greener economic activities, thereby facilitating the climate transition process. Using a unique...
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A credit spread decomposition : a resolution of the credit spread puzzle
Jarrow, Robert A. - 2024
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Firm support measures, credit payment behavior, and credit risk
Gómez, Camilo; Rodríguez-Novoa, Daniela - 2024
This paper examines the relationship between three government support measures (debt moratorium, credit guarantee programs, and payroll subsidies) and the firm's payment behavior on loans in Colombia. To do so, we take advantage of the COVID-19 pandemic and use it as a case study. Using highly...
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Greening the economy: how public-guaranteed loans influence firm-level resource allocation
Reghezza, Alessio - 2024
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The impact of green credit distribution on bank performance and influencing factors : a case study of Indonesian banks
Fata, Fikri Ali; Arifin, Zaenal - 2024
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Discrete-time survival models with neural networks for age-period-cohort analysis of credit risk
Wang, Hao; Bellotti, Anthony; Qu, Rong; Bai, Ruibin - In: Risks : open access journal 12 (2024) 2, pp. 1-26
Survival models have become popular for credit risk estimation. Most current credit risk survival models use an underlying linear model. This is beneficial in terms of interpretability but is restrictive for real-life applications since it cannot discover hidden nonlinearities and interactions...
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Assessing the impact of macroprudential policies on housing credit dynamics : evidence from India
Yadav, Amar Nath; Kumar, Vivek; Chakrawal, Alok Kumar; … - 2024
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Asymmetric sovereign risk : implications for climate change preparation
Gómez González, José Eduardo; Uribe, Jorge; … - 2024
Climate change adaptation efforts are heavily dependent on a country's fiscal capacity and the associated costs of undertaking adaptation policies. The current accumulation of high debt levels in emerging and low-income developing countries, which are disproportionately affected by climate...
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The Bank of Italy's statistical model for the credit assessment of non-financial firms
Narizzano, Simone; Orlandi, Marco; Scalia, Antonio - 2024
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An empirical investigation on the determinants of interest rate spread of commercial banks in Bangladesh
Hossain, Akash; Lalon, Raad Mozib - In: International journal of economics and financial issues … 14 (2024) 6, pp. 97-103
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Is climate transition risk priced into corporate credit risk? : evidence from credit default swaps
Ugolini, Andrea; Reboredo, Juan Carlos; Ojea-Ferreiro, … - In: Research in international business and finance 70 (2024) 2, pp. 1-18
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The impact of sovereign debt purchase programmes : a case study ; the Spanish-to-Portuguese bond yield spread
Cerezo, Fernando; Girón, Pablo; González-Pérez, María T. - 2024
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The impact of risk management on banks' profitability : a South African perspective
Razermera, Tsitohaina; Brijlal, Pradeep; Jwara, Nomthandazo - In: International journal of economics and financial issues … 14 (2024) 4, pp. 56-65
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CRR II and IFR : are changes noticeable for Italian banks and investment firms? ; some evidence from supervisory reporting data
Capone, Vincenzo; Arcuti, Simona; Ardini, Danilo; … - 2024
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The impact of value creation (Tobin's Q), total shareholder return (TSR), and survival (Altman's Z) on credit ratings
Oliveira, Nazário Augusto de; Basso, Leonardo Fernando Cruz - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-17
This research explores the impact of financial indicators on the credit ratings of companies listed on the S&P 500, employing a Sys-GMM model to address endogeneity concerns. Three independent variables categorized as market and survival factors alongside seven control variables sourced from...
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Firm support measures, credit payment behavior, and credit risk
Gómez, Camilo; Rodríguez-Novoa, Daniela - 2024
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Microcredit pricing model for microfinance institutions under Basel III banking regulations
Durango-Gutiérrez, Patricia; Lara-Rubio, Juan; Navarro … - In: International Journal of Financial Studies : open … 12 (2024) 3, pp. 1-21
Purpose. The purpose of this research is to propose a tool for designing a microcredit risk pricing strategy for borrowers of microfinance institutions (MFIs). Design/methodology/approach. Considering the specific characteristics of microcredit borrowers, we first estimate and measure...
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Credit risk, debt overhang, and the life cycle of callable bonds
Becker, Bo; Campello, Murillo; Thell, Viktor; Yan, Dong - In: Review of finance : journal of the European Finance … 28 (2024) 3, pp. 945-985
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Liquidity and credit risks : evidence from commercial banks in Vietnam
Dang, Thuy T.; Truyen, Pham Thanh; Gam, To Thi Hong; … - In: Montenegrin journal of economics 20 (2024) 1, pp. 7-16
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Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; … - 2024
The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After switching to IRB, banks' risk-weighted asset (RWA) densities are thus expected to diverge, especially across countries with different supervisory strictness and risk levels....
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Analyzing the impact of carbon risk on firms' creditworthiness in the context of rising interest rates
Batoon, Aimee Jean; Rroji, Edit - In: Risks : open access journal 12 (2024) 1, pp. 1-21
Carbon risk, a type of climate risk, is expected to have a crucial impact, especially on high-carbon-emitting, "polluting" firms as opposed to less carbon-intensive, "clean" ones. With a rising number of actions and policies being continuously proposed to mitigate these concerns and an...
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What drives banks' credit standards? : an analysis based on a large bank-firm panel
Faccia, Donata; Hünnekes, Franziska; Köhler-Ulbrich, Petra - 2024
In this paper we build a unique dataset to study how banks decide which firms to lend to and how this decision depends on their own situation and the characteristics of their borrowers. We find that weaker capitalised banks adjust their credit standards more than healthier banks, especially for...
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Restrictive clauses in loan contracts : a sequential Stackelberg game interpretation
Breton, Michèle; Nabassaga, Tiguéné - 2024
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Impacts of digital transformation and Basel III implementation on the credit risk level of Vietnamese commercial banks
Ngan Bich Nguyen; Nguyen Duc Hien - 2024
For a bank-based economy like Vietnam, the commercial banking sector's conduct greatly influences Vietnamese economic and social prosperity. In Vietnam, net income from credit activities hold the largest portion of the total revenue of Vietnamese commercial banks. Therefore, in the context of...
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Does credit risk across different sizes of banking industry matter for the stability of banks in Iran : a panel threshold regression approach
Mahmoudinia, Davoud - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 1050-1085
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Same same but different : credit risk provisioning under IFRS 9
Behn, Markus; Couaillier, Cyril - 2023
We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...
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Intermediary-based loan pricing : price and non-price terms across markets
Mabille, Pierre; Wang, Olivier - 2023 - Revised version of 2022/57/FIN
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Qualitative disclosure and credit analysts' soft rating adjustments
Bozanic, Zahn; Kraft, Pepa; Tillet, Andrea - In: The European accounting review 32 (2023) 4, pp. 779-807
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The calibration of the IRB supervisory formula : a case study
Casellina, Simone; Salis, Fabio; Tessiore, Giovanni; … - 2023
The level of capital requirement generated by the IRB approach depends crucially on the asset correlation, a parameter that enters the regulatory risk weight formula and is determined by the Regulators. Several studies have estimated the asset correlations and found that the empirical values are...
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The nexus of banks' competition, ownership structure, and economic growth on credit risk and financial stability
Halim, Md Abdul; Moudud-Ul-Huq, Syed; Sobhani, Farid Ahammad - In: Economies : open access journal 11 (2023) 8, pp. 1-18
The main object of this research is to find out the nexus of banks' competition, ownership structure, and economic growth on credit risk and financial stability. In addition, it examines the level of financial stability, economic growth, and ownership structure in the Middle East and North...
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Assessing the impact of credit risk on equity options via information contents and compound options
Maglione, Federico; Mancino, Maria Elvira - In: Risks : open access journal 11 (2023) 10, pp. 1-25
This work aims to develop a measure of how much credit risk is priced into equity options. Such a measure appears particularly appealing when applied to a portfolio of equity options, as it allows for the factoring in of firm-specific default dynamics, thus producing a comparable statistic...
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The effect of bank employees with a postgraduate education level on credit risk and financial performance
Pilatin, Abdulmuttalip - In: Istanbul business research 52 (2023) 2, pp. 407-436
The aim of this study is to examine the effect of the educational qualifications of bank personnel on Turkish banks. Within the scope of the study, based on the annual data of 21 banks operating in Turkey during the 2004-2019 period. The factors affecting the non-performing loans of banks have...
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Russia's banking sector and its EU-owned significant banks, against the backdrop of war and sanctions
Barisitz, Stephan; Deswel, Philippe - In: Focus on European economic integration (2023) 1, pp. 23-41
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Mean-variance hedging of contingent claims with random maturity
Kladívko, Kamil; Zervos, Mihail - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1213-1247
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Assessing credit risk sensitivity to climate and energy shocks
Di Virgilio, Stefano; Faiella, Ivan; Mistretta, Alessandro - 2023
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Impact of the loan guarantees program reactiva on the performance of Peruvian companies
Ceron, Marcos; Cisneros, Gerald; Nivin, Rafael - 2023
Amid the global COVID-19 crisis, governments worldwide introduced measures to support private enterprises. This study utilizes a newly curated panel database, encompassing the financial records of firms in Peru, to investigate the impact of a substantial governmentbacked loan guarantee program,...
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Potential risks of liquidity and credit affecting the efficiency of Islamic banks in Bangladesh
Chowdhury, Md. Asad Iqbal; Uddin, Mohammad S.; Ahmmed, Monir - In: Cogent economics & finance 11 (2023) 1, pp. 1-23
Recently worldwide Islamic finance has gained considerable attention. However, Islamic financial institutions face multiple risks to sustaining and growing further. Against this backdrop, the paper examines the impact of both liquidity and credit risk on the efficiency of Islamic banks (IBs)...
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