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Implementation of the stress test methods in the retail portfolio

Siarka, Pawel - In: Journal of applied finance & banking 2 (2012) 6, pp. 15-29

Article refers to the issue of credit risk management in commercial banks. Particular attention is paid to the problem … extreme values theory, the conditional loss distribution function and the profitability analysis of the loan portfolio. The …. -- credit risk ; probability of default ; stress test ; profitability …

Persistent link: https://www.econbiz.de/10010118427

Financial failure prediction using financial ratios : an empirical application on Istanbul Stock Exchange

Zeytınoglu, Emin; Akarım, Yasemin Deniz - In: Journal of applied finance & banking 3 (2013) 3, pp. 107-116

Risk of financial failure is defined as the inability of a firm to pay its current liabilities. Financial failure may … risk of the firms listed on Istanbul Stock Exchange National-All Share Index. In line with this goal, we calculate 20 …

Persistent link: https://www.econbiz.de/10010148089

The rebuilding of the Cyprus economy

Savvides, Savvakis C. - In: Journal of finance and investment analysis 2 (2013) 2, pp. 107-123

capability ; project evaluation ; corporate lending ; credit risk …

Persistent link: https://www.econbiz.de/10010148292

La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación

García-Gallego, Ana; Mures-Quintana, María-Jesús - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 131-150

This paper focuses on the development of both failure prediction models on a paired sample and a random sample of small and medium-sized firms with head offices located in the region of Castilla y León (Spain), in order to prove if the predictive power of the developed models is affected by the...

Persistent link: https://www.econbiz.de/10010160658

Financial markets, bloated governments and the misallocation of capital

Savvides, Savvakis C. - In: Journal of finance and investment analysis 1 (2012) 2, pp. 201-219

, hedge funds and Credit Rating Agencies in managing investment risk and the expanded role of banks in investment and private … intermediaries and hedge funds. -- repayment capability ; project evaluation ; corporate lending, credit risk …

Persistent link: https://www.econbiz.de/10010079549

Default forecasting considering correlation between business and credit cycles

Kanno, Masayasu - In: Journal of applied finance & banking 2 (2012) 5, pp. 275-305

. Firstly we model a corporate’s credit variable by the credit cycle index and her idiosyncratic risk factor, and consider the …

Persistent link: https://www.econbiz.de/10010058683

Factoring perspective : Croatia vs European Union

Baresa, Suzana; Bogdan, Sinisa; Ivanovic, Zoran - In: UTMS journal of economics / University of Tourism and … 3 (2012) 2, pp. 141-166

This paper points out the problems of liquidity, disposal and obtaining funds, inability to collect receivables, delayed payments in times of economic and financial instability and dynamic business upheavals and uncertainty. As a contribution to resolve these issues new alternative methods of...

Persistent link: https://www.econbiz.de/10010058714

Is bankruptcy costly? : recent evidence on the magnitude and determinants of indirect bankruptcy costs

Singh, Bhabra Gurmeet; Yao, Yuan - In: Journal of applied finance & banking 1 (2011) 2, pp. 39-68

In this study we estimate indirect bankruptcy costs for a recent sample of large corporate bankruptcies in the United States over the period, 1997 to 2004. We find indirect bankruptcy costs of approximately 2%, 6.2% and 14.9% of firm value in years -3, -2 and -1 relative to the year of...

Persistent link: https://www.econbiz.de/10010009077

Medición del riesgo de renta variable mediante modelos internos en Solvencia II

Durán Sontomil, Pablo; Otero González, Luis A.; … - In: Investigaciones europeas de Dirección y Economía de … 18 (2012) 1, pp. 53-68

This work focuses on developing an internal model for equity risk under Solvency II. We have used monthly data for the … results showed that the funds needed to take the equity risk are dependent on the specification used. -- internal models … ; equity risk ; Solvency II …

Persistent link: https://www.econbiz.de/10009958357

The use of capital market instruments in investment of European insurance companies

Wolski, Rafał - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 4, pp. 92-99

The financial and the insurance markets are increasingly penetrating each other, accounting for the fact that insurers are more and more often seen as major institutional investors of capital markets. The capital market offers a range of new opportunities, although it is not devoid of faults,...

Persistent link: https://www.econbiz.de/10009959726