Showing 1 - 10 of 12
Purpose – This paper aims to investigate the efficiency and effectiveness of alternative credit-scoring models for consumer loans in the banking sector. In particular, the focus is upon the financial risks associated with both the efficiency of alternative models in terms of correct...
Persistent link: https://www.econbiz.de/10009450416
The mutual funds industry grew successfully and brought about substantial returns to the investors and the public sector. The main aim of this paper is to evaluate the performance of Indian equity diversified mutual funds. A subsidiary aim is to analyse the relationship between risk and return...
Persistent link: https://www.econbiz.de/10009450458
Credit scoring has been widely investigated in the area of finance, in general, and banking sectors, in particular. Recently, genetic programming (GP) has attracted attention in both academic and empirical fields, especially for credit problems. The primary aim of this paper is to investigate...
Persistent link: https://www.econbiz.de/10009450485
Purpose: Compliance competence is key to the operation and reputation of the financial services sector and is now completely embedded in the way financial services organisations carry on investment business. It is also fundamental to the Financial Services Authority (FSA) in seeking to achieve...
Persistent link: https://www.econbiz.de/10009457905
Applicants for credit have to provide information for the risk assessment process. In the current conditions of a saturated consumer lending market, and hence falling “take” rates, can such information be used to assess the probability of a customer accepting the offer?With the advent of...
Persistent link: https://www.econbiz.de/10009457940
This article reviews some of the applications of mathematical programming infinance. Of course mathematical programming has long been recognised as a vitalmodelling approach to solve optimization problems in finance. Markowitz’s NobelPrize winning work on portfolio optimization showed how...
Persistent link: https://www.econbiz.de/10009457941
Are there significant benefits of revenue diversification for banks in emerging economies? This paper investigates the impact of revenue diversification on insolvency risk in emerging economies as measured by the distance to default. Using a panel dataset of 322 listed banks across 22 countries...
Persistent link: https://www.econbiz.de/10009457970
This paper investigates the abnormal share return dispersion occurring when companies announce their interim or final earnings. Whereas, prior research has focused on abnormal returns, little attention has been given to investigating the dispersion of the abnormal returns. We find strong...
Persistent link: https://www.econbiz.de/10009457971
Credit scoring is used by lenders to minimise the chance of taking an unprofitable account with the overall objective of maximising profit. Profit is generated when a good customer accepts an offer from the organisation. So it is also necessary to get the customers to accept the offer. A lender...
Persistent link: https://www.econbiz.de/10009458171
We investigate whether a relationship exists between ownership structure, revenue diversification and insolvency risk. Using a panel dataset of 158 listed banks across 15 European countries over the period 1995-2006, we provide the first empirical evidence of the impact of (i) ownership...
Persistent link: https://www.econbiz.de/10009458267