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The evolution of arrears among US households 1995-2013

Grant, Charles B. - In: Journal of risk and financial management : JRFM 14 (2021) 2/43, pp. 1-40

This paper looks at arrears among US households between 1995 and 2013. It uses household data from the Survey of Consumer Finances (SCF) where arrears occur when a household reports it “sometimes got behind or missed a payment”. The key contribution is that it decomposes the change in...

Persistent link: https://www.econbiz.de/10012417803

A system to support the transparency of consumer credit offers

Frączek, Bożena - In: Journal of risk and financial management : JRFM 13 (2020) 12/317, pp. 1-13

The development of financial markets and the low level of financial literacy does not facilitate consumer protection. A significant problem is the lack of information or unclear information regarding financial offers, including consumer credit. Financial protection for consumers can be increased...

Persistent link: https://www.econbiz.de/10012392618

Model of optimizing correspondence risk-return marketing for short-term lending

Kaminskyi, Andrii; Nehrey, Maryna; Babenko, Vitalina; … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-13

The modern credit market is actively changing under the influence of digitalization processes. Some of the drivers of these changes are financial companies that carry out, among other things, online lending. Online lending is objectively focused on short-term small loans, both payday loans (PDL)...

Persistent link: https://www.econbiz.de/10014284372

Economic education and household financial outcomes during the financial crisis

Grimes, Paul W.; Rogers, Kevin E.; Bosshardt, William - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-12

Using cross-sectional data from a nation-wide survey of American head-of-households conducted in the spring of 2010, we examined the ameliorating effects of economic literacy on the probability of specific household financial outcomes resulting from the 2008 financial crisis and the associated...

Persistent link: https://www.econbiz.de/10012626081

Australians' financial wellbeing and household debt : a panel analysis

Tahir, Muhammad S.; Ahmed, Abdullahi Dahir - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-14

“An excess of everything is bad”. This famous old proverb fits well with the current condition of Australian household debt that is continuously rising. Research in Australia’s household indebtedness is scarce and strategies to control the rising household debt remain contentious. The...

Persistent link: https://www.econbiz.de/10012794836

Predicting insolvency of the construction companies in the creditworthiness assessment process : empirical evidence from Poland

Balina, Rafał; Idasz-Balina, Marta; Achsani, Noer Azam - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-16

Prediction insolvency is one of the most important issues during creditworthiness assessment, especially in the turmoil … environment. That is why the problem of insolvency and bankruptcy prediction has been the subject of numerous studies focused on … effectively used in practice to analyze and signal the risk of insolvency and bankruptcy of a construction firms. Also, the …

Persistent link: https://www.econbiz.de/10012628749

Determinants of the economic vulnerability of businesses to pandemics and similar events

Tisdell, Clement A. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13

After providing a general overview of factors that make businesses economically vulnerable to pandemics (such as COVID-19), this article identifies specific elements that increase the vulnerability of businesses to pandemics. These specifics include the extent to which the demand for their...

Persistent link: https://www.econbiz.de/10012795378

Corporate bankruptcy prediction model, a special focus on listed companies in Kenya

Ogachi, Daniel; Ndege, Richard; Gaturu, Peter; Zoltan, Zeman - In: Journal of risk and financial management : JRFM 13 (2020) 3/47, pp. 1-14

Predicting bankruptcy of companies has been a hot subject of focus for many economists. The rationale for developing and predicting the financial distress of a company is to develop a predictive model used to forecast the financial condition of a company by combining several econometric...

Persistent link: https://www.econbiz.de/10012174130

Probability of default and default correlations

Li, Weiping - In: Journal of risk and financial management : JRFM 9 (2016) 3, pp. 1-19

We consider a system where the asset values of firms are correlated with the default thresholds. We first evaluate the probability of default of a single firm under the correlated assets assumptions. This extends Merton’s probability of default of a single firm under the independent asset...

Persistent link: https://www.econbiz.de/10011543135

The two defaults scenario for stressing credit portfolio loss distributions

Tasche, Dirk - In: Journal of risk and financial management : JRFM 9 (2016) 1, pp. 1-18

The impact of a stress scenario of default events on the loss distribution of a credit portfolio can be assessed by determining the loss distribution conditional on these events. While it is conceptually easy to estimate loss distributions conditional on default events by means of Monte Carlo...

Persistent link: https://www.econbiz.de/10011544020