Similar Search Results

Modelling recovery rates for non-performing loans

Ye, Hui; Bellotti, Anthony - In: Risks : open access journal 7 (2019) 1/19, pp. 1-17

Based on a rich dataset of recoveries donated by a debt collection business, recovery rates for non-performing loans taken from a single European country are modelled using linear regression, linear regression with Lasso, beta regression and inflated beta regression. We also propose a two-stage...

Persistent link: https://www.econbiz.de/10012016013

Corporate loan recovery rates under downturn conditions in a developing economy : evidence from Zimbabwe

Matenda, Frank Ranganai; Sibanda, Mabutho; Chikodza, Eriyoti - In: Risks : open access journal 10 (2022) 10, pp. 1-24

In this study, we design stepwise ordinary least squares regression models using various amalgamations of firm features, loan characteristics and macroeconomic variables to forecast workout recovery rates for defaulted bank loans for private non-financial corporates under downturn conditions in...

Persistent link: https://www.econbiz.de/10013556740

Research trends in going concern assessment and financial distress in last two decades : a bibliometric analysis

Chiosea, Dorotheea-Beatrice-Ruxandra; Hategan, … - In: Risks : open access journal 12 (2024) 12, pp. 1-23

Over time, companies have faced many crises that have impacted their capacity to remain operational in the market. When going through periods of financial distress, companies must find solutions to face the risks and to fulfill the going concern assumption, which is an essential principle in...

Persistent link: https://www.econbiz.de/10015325254

Short-term price reaction to filing for bankruptcy and restructuring proceedings : the case of Poland

Prusak, Błażej; Potrykus, Marcin - In: Risks : open access journal 9 (2021) 3, pp. 1-14

This study aims to check market reaction to filing for bankruptcy and restructuring proceedings and to verify the short … companies according to the procedure (bankruptcy and restructuring) and market (the main market and the NewConnect market). The … share market react quickly to public information about filing an application for bankruptcy or restructuring. For all …

Persistent link: https://www.econbiz.de/10012508551

How do financial distress risk and related party transactions affect financial reporting quality? : empirical evidence from Iran

Tarighi, Hossein; Hosseiny, Zeynab Nourbakhsh; … - In: Risks : open access journal 10 (2022) 3, pp. 1-23

The paper aims to investigate the effects of financial distress risk (FDR) and related party transactions (RPT) on financial reporting quality (FRQ) in an emerging market called Iran. In this study, the ordinary least squares regression (OLS) method is employed to test the hypotheses; moreover,...

Persistent link: https://www.econbiz.de/10013093083

Financing cooperative supply chain members : the bank's perspective

Juhász, Péter; Felföldi-Szűcs, Nóra - In: Risks : open access journal 10 (2022) 7, pp. 1-17

, the SC members may cooperate, reducing their bankruptcy risk considerably; thus, the chance for and extent of inter …-entity financial aid are critical to consider when assessing bankruptcy risk. A cooperative SC member cannot just be financed from debt … our results, bankruptcy risk is SC-specific, rather than a characteristic of an individual firm. Therefore, to finance an …

Persistent link: https://www.econbiz.de/10013364873

The economic and financial health of Lithuanian logistics companies

Bužinskienė, Rita; Gelashvili, Vera - In: Risks : open access journal 12 (2024) 6, pp. 1-19

risk, probability of bankruptcy, and level of solvency. To achieve these results, 416 companies were analysed based on …-score model to predict bankruptcy, and, finally, logistic regression analysis to answer the hypotheses. The results show that the …

Persistent link: https://www.econbiz.de/10014636704

Bankruptcy risk, its financial determinants and reporting delays : do managers have anything to hide?

Lukason, Oliver; Camacho-Miñano, María-del-Mar - In: Risks : open access journal 7 (2019) 3/77, pp. 1-15

The aim of this study was to investigate whether firms’ reporting delays are interconnected with bankruptcy risk and … delay, either in a binary or ordinal form, was used as the dependent variable, while bankruptcy risk based on an … a higher risk of bankruptcy were more likely to delay the submission of their annual reports. Firms with different ages …

Persistent link: https://www.econbiz.de/10012127585

An urn-based nonparametric modeling of the dependence between PD and LGD with an application to mortgages

Cheng, Dan; Cirillo, Pasquale - In: Risks : open access journal 7 (2019) 3, pp. 76

We propose an alternative approach to the modeling of the positive dependence between the probability of default and the loss given default in a portfolio of exposures, using a bivariate urn process. The model combines the power of Bayesian nonparametrics and statistical learning, allowing for...

Persistent link: https://www.econbiz.de/10012127587

Aggregation of incidence and intensity risk variables to achieve reconciliation

Hunt, Clive; Taplin, Ross - In: Risks : open access journal 7 (2019) 4/107, pp. 1-14

The aggregation of individual risks into total risk using a weighting variable multiplied by two ratio variables representing incidence and intensity is an important task for risk professionals. For example, expected loss (EL) of a loan is the product of exposure at default (EAD), probability of...

Persistent link: https://www.econbiz.de/10012127917