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Empirics of Korean shipping companies' default predictions

Park, Sunghwa; Kim, Hyunsok; Kwon, Janghan; Kim, Taeil - In: Risks : open access journal 9 (2021) 9, pp. 1-18

In this paper, we use a logit model to predict the probability of default for Korean shipping companies. We explore numerous financial ratios to find predictors of a shipping firm’s failure and construct four default prediction models. The results suggest that a model with industry specific...

Persistent link: https://www.econbiz.de/10012612618

Scoring models and credit risk : the case of cooperative banks in Poland

Kil, Krzysztof; Ciukaj, Radoslaw; Chrzanowska, Justyna - In: Risks : open access journal 9 (2021) 7, pp. 1-15

The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish cooperative banks on the example of banks...

Persistent link: https://www.econbiz.de/10012599592

Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis

Tian, Weidong (ed.) - 2017

This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures...

Persistent link: https://www.econbiz.de/10012397374

Financial Risk Management : Identification, Measurement and Management

Población García, Francisco Javier - 2017

This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk,...

Persistent link: https://www.econbiz.de/10012397491

Modern Credit Risk Management : Theory and Practice

Koulafetis, Panayiota - 2017

Modern Credit Risk Management: From Theory to Practice is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit...

Persistent link: https://www.econbiz.de/10012397509

The Validation of Risk Models : A Handbook for Practitioners

Scandizzo, Sergio - 2016

The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...

Persistent link: https://www.econbiz.de/10012398025

Contingent convertible debt : the impact on equity holders

Boursicot, Delphine; Gauthier, Geneviève; … - In: Risks : open access journal 7 (2019) 2/47, pp. 1-35

Contingent Convertible (CoCo) is a hybrid debt issued by banks with a specific feature forcing its conversion to equity in the event of the bank’s financial distress. CoCo carries two major risks: the risk of default, which threatens any type of debt instrument, plus the exclusive risk of...

Persistent link: https://www.econbiz.de/10012019230

The role of information in assessing the risk of conducting bankruptcy proceedings

Baran, Michał; Bauer, Kinga - In: Risks : open access journal 9 (2021) 4, pp. 1-18

Modern management means making managerial decisions in many situations-including the administrative ordering of matters of a bankrupt enterprise. The situation in which the court approves the opening of bankruptcy proceedings is strictly regulated by law. This does not mean, however, that such a...

Persistent link: https://www.econbiz.de/10012508636

Messung und Steuerung von Kreditrisiken : Empirischer Befund und Handlungsempfehlungen

Kroon, Gerhard - 2009

Anforderungen an die vermögensorientierte Messung und Steuerung von Kreditrisiken im variabel verzinslichen Kundengeschäft von Kreditgenossenschaften -- Empirischer Befund zur Handhabung variabel verzinslicher Kundengeschäfte im Rahmen der Messung und Steuerung von Kreditrisiken in...

Persistent link: https://www.econbiz.de/10014014992

Risk Performance Management : Chancen für ein besseres Rating

Hilz-Ward, Reavis Mary - 2009

-- Instrumente -- Chancenorientierte Einzelfallbewertung und effizientes Portfolio Risikomanagement -- Rolle der BWA im Risk … Risikomanagement in der Rückversicherung -- Integriertes Risiko-/Chancenmanagement als Instrument der Unternehmenssteuerung … -- Risikomanagement in mittelständischen Unternehmen am Beispiel der LIMO Lissotschenko Mikrooptik GmbH. …

Persistent link: https://www.econbiz.de/10014015154