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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

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

An analysis of the financial liquidity management strategy in construction companies operating in the Podkarpackie Province

Zimon, Grzegorz; Nakonieczny, Joanna; Chudy-Laskowska, … - In: Risks : open access journal 10 (2022) 1, pp. 1-15

make it difficult to maintain high financial liquidity. In order to provide the continuity of ongoing economic processes …, which imply the availability of funds. The purpose of this paper is to analyze the financial liquidity management strategy … financial liquidity and individual liquidity management strategies are discussed. The issues and the goal set determined the …

Persistent link: https://www.econbiz.de/10012804942

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

lower values of liquidity and annual and accumulated profitability were more likely to delay the submission of an annual …

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

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

Liquidity risk drivers and bank business models

Galletta, Simona; Mazzù, Sebastiano - In: Risks : open access journal 7 (2019) 3/89, pp. 1-18

This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm … exposed to liquidity risk. The financial crisis in 2007–2009 highlighted the importance of liquidity to the functioning of … business model, are related to liquidity risk, while using a sample of European banks in the period after the financial crisis …

Persistent link: https://www.econbiz.de/10012126481

Insolvency risk and value maximization : a convergence between financial management and risk management

Gennaro, Alessandro - In: Risks : open access journal 9 (2021) 6, pp. 1-36

This conceptual paper focuses on the relationship between insolvency, capital structure, and value creation. The aim is twofold: to define risk-based capital measures able to absorb the effects of financial distress and avoid corporate default; and to verify conditions and limits of use of these...

Persistent link: https://www.econbiz.de/10012597149

Maximum market price of longevity risk under solvency regimes : the case of Solvency II

Levantesi, Susanna; Menzietti, Massimiliano - In: Risks : open access journal 5 (2017) 2, pp. 1-21

Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a unique pricing measure. We propose a method to...

Persistent link: https://www.econbiz.de/10011687316

On the diversification effect in solvency II for extremely dependent risks

Chen, Yongzhao; Cheung, Ka Chun; Yam, Sheung Chi Phillip; … - In: Risks : open access journal 11 (2023) 8, pp. 1-22

In this article, we investigate the validity of diversification effect under extreme-value copulas, when the marginal risks of the portfolio are identically distributed, which can be any one having a finite endpoint or belonging to one of the three maximum domains of attraction. We show that...

Persistent link: https://www.econbiz.de/10014370410

Estimating the acceptance probabilities of consumer loan offers in an online loan comparison and brokerage platform

Špicas, Renatas; Neifaltas, Airidas; Kanapickienė, Rasa; … - In: Risks : open access journal 11 (2023) 7, pp. 1-30

It is widely recognised that the ability of e-commerce businesses to predict conversion probability, i.e., acceptance probability, is critically important in today's business environment. While the issue of conversion prediction based on browsing data in various e-commerce websites is broadly...

Persistent link: https://www.econbiz.de/10014391589

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