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Our article consists of the following 4 parts: - In the first part: documented the importance of credit risk with the presentation - analysis of the growth of 6 Greek major financial institutions loan portfolio, for the period 2001 to 2008 and comparison of the loan amount with their own funds...
Persistent link: https://www.econbiz.de/10011539455
African swine fever (ASF) is a disease with a devastating impact on economy, affecting seriously the pig industry production and trade, discouraging farmers to restock their farms and continuing their business, overall changing policies and markets. In the last five years the ASF has badly...
Persistent link: https://www.econbiz.de/10012518674
Purpose: Transport infrastructures form the backbone of today's interconnected real economy. Interruptions in the availability of these critical infrastructures occur, among other things, due to maintenance operations. Since companies and Supply Chains are dependent on planning security, an...
Persistent link: https://www.econbiz.de/10012387386
Purpose: Urban critical infrastructures are highly interdependent not only due to their vicinity but also due to the increasing digitalization. In case of a security incident, both the dynamics inside each infrastructure and interdependencies between them need to be considered to estimate the...
Persistent link: https://www.econbiz.de/10012388098
Persistent link: https://www.econbiz.de/10011660851
Persistent link: https://www.econbiz.de/10011781597
Using variance decompositions in vector auto-regressions (VARs) we model a high-dimensional network of European CDS spreads to assess the transmission of credit risk to the non-financial corporate sector. Our findings suggest a sectoral clustering in the CDS network, where financial institutions...
Persistent link: https://www.econbiz.de/10012317318