Search Results - subject:"risk of default"

Monetary and macroprudential policy and welfare in an estimated four-agent new Keynesian model

Bratsiotis, George; Pathirage, Kasun D. - 2023 - This version: November 16, 2022

Persistent link: https://www.econbiz.de/10014316255

Fuzzy structural risk of default for banks in Southern Africa

Matanda, Ephraim; Chikodza, Eriyoti; Kwenda, Farai - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-32

This paper proposes and examines a new structural risk of default model for banks in frictional and fuzzy financial … here specifically proposes a new Kealhofer-Merton-Vasicek (KMV)-type model for estimation of the risk of default for banks … extended for both market friction represented by transaction costs and uncertainty modelled by fuzziness. The novel risk of …

Persistent link: https://www.econbiz.de/10015074191

Contingent convertible lease modeling and credit risk management

Triki, Ons; Abid, Fathi - In: Financial innovation : FIN 8 (2022), pp. 1-29

The main objective of this study is to determine a lease agreement to finance an investment project and a solution for managing credit risk. This study investigates three types of contingent leases to reduce the costs associated with bankruptcy and compensate for the lessor's position. A leasing...

Persistent link: https://www.econbiz.de/10013413113

Fuzzy structural risk of default for banks in Southern Africa

Matanda, Ephraim; Chikodza, Eriyoti; Kwenda, Farai - In: Cogent economics & finance 10 (2022) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10014500369

The value of personal credit history in risk screening of entrepreneurs : evidence from marketplace lending

Andreeva, Galina; Altman, Edward I. - In: Journal of financial management, markets and institutions 9 (2021) 1, pp. 2150004-1-2150004-25

Persistent link: https://www.econbiz.de/10012663782

Dolarização financeira e liquidez internacional na abordagem pós-keynesiana

Vieira, Fabrício de Assis C.; Resende, Marco Flávio … - In: Economia e sociedade : revista do Instituto de Economia … 25 (2016) 2, pp. 315-339

Persistent link: https://www.econbiz.de/10011762561

Financial regulation, credit and liquidity policy and the business cycle

Bratsiotis, George; Tayler, William J.; Zilberman, Roy - 2014

Persistent link: https://www.econbiz.de/10011311404

Risk of Defaulting

VOINEAGU, Vergil; DEATCU, Catalin; CULETU, Danut; … - In: Romanian Statistical Review Supplement 61 (2013) 3, pp. 40-46

There are numerous studies which have examined risk of default on the capital market. Over time have appeared many … models for the determination of the risk of default. All these models have shown that the risk of default may be dependent on …

Persistent link: https://www.econbiz.de/10010859971

Aspects of microfinance system of Grameen Bank of Bangladesh

Islam, Jamal; Mohajan, Haradhan; Datta, Rajib - Volkswirtschaftliche Fakultät, … - 2012

loan distribution has risk of default and sometimes the loans are used even dowry which is crime against women right. The …

Persistent link: https://www.econbiz.de/10011108394

Monetary Policy, Bank Leverage, and Financial Stability

Valencia, Fabian - International Monetary Fund (IMF) - 2011

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the surplus the monopolistic bank extracts from borrowers. Under limited liability,...

Persistent link: https://www.econbiz.de/10009369452