Search Results - subject:"Credit Risk"

Efficient credit portfolios under IFRS 9

Brito, Rui Pedro; Júdice, Pedro - In: International transactions in operational research : a … 30 (2023) 5, pp. 2453-2484

Persistent link: https://www.econbiz.de/10014259209

A dynamic performance evaluation of distress prediction models

Mousavi, Mohammad Mahdi; Ouenniche, Jamal; Tone, Kaoru - In: Journal of forecasting 42 (2023) 4, pp. 756-784

Persistent link: https://www.econbiz.de/10014292806

Application of machine learning to a credit rating classification model : techniques for improving the explainability of machine learning

Hashimoto, Ryuichiro; Miura, Kakeru; Yoshizaki, Yasunori - 2023

Persistent link: https://www.econbiz.de/10014305584

House price markups and mortgage defaults

Carrillo, Paul E.; Doerner, William M.; Larson, William - In: Journal of money, credit and banking : JMCB 55 (2023) 4, pp. 747-782

Persistent link: https://www.econbiz.de/10014306110

Risk management and rate in growing of profit-sharing financing

Junaini, Irawati; Iqbal, Muhammad; Masili, Sabrina Amanda; … - In: International journal of finance & banking studies : JJFBS 12 (2023) 1, pp. 21-31

Persistent link: https://www.econbiz.de/10014308010

The demand for long-term mortgage contracts and the role of collateral

Liu, Lu - 2023

fixation length tracks the life-cycle decline of credit risk in the mortgage market: the loan-to-value (LTV) ratio decreases …

Persistent link: https://www.econbiz.de/10014309040

Is climate transition risk priced into corporate credit risk? : evidence from credit default swaps

Ugolini, Andrea; Reboredo, Juan Carlos; Ojea-Ferreiro, … - 2023

that they have asymmetric and significant economic impacts on the credit risk of more vulnerable firms, and negligible …

Persistent link: https://www.econbiz.de/10014230422

Prioritizing real estate enterprises based on credit risk assessment : an integrated multi-criteria group decision support framework

Chen, Zhen-Song; Zhou, Jia; Zhu, Chen-Ye; Wang, Zhu-Jun; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-53

Credit risk assessment involves conducting a fair review and evaluation of an assessed subject's solvency and … creditworthiness. In the context of real estate enterprises, credit risk assessment provides a basis for banks and other fnancial … approaches inevitable, occupying important roles in accomplishing Chinese real estate enterprise credit risk assessment tasks. To …

Persistent link: https://www.econbiz.de/10014525033

Floods and financial stability : scenario-based evidence from below sea level

Caloia, Francesco; Ginkel, Kees C. H. van; Jansen, David-Jan - 2023 - This version: 20 December 2023

Persistent link: https://www.econbiz.de/10014443643

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

credit risk on the efficiency of Islamic banks (IBs) operating in Bangladesh. This paper uses IB's data from 2007 to 2018 and … regression models to assess the impact of both liquidity and credit risk on the efficiency of the IBs. Efficiency scores confirm … also confirm that both liquidity risk (LR) and credit risk (CR) have a significant impact on the efficiency of the IBs in …

Persistent link: https://www.econbiz.de/10014500849