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Credit risk model of the example of the commercial Banks of the Kyrgyz Republic
Ishmahametov, Namazbai Kumarbaevich (ed.);  … - 2016
Persistent link: https://www.econbiz.de/10012019406
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Are banks different? : evidence form the CDS market
Raunig, Burkhard; Scheicher, Martin - 2009
Persistent link: https://www.econbiz.de/10003810904
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Financial networks, cross holdings, and limited liability
Elsinger, Helmut - 2009
Persistent link: https://www.econbiz.de/10003847079
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Credit risk in general equilibrium
Eichberger, Jürgen; Rheinberger, Klaus; Summer, Martin - 2011
Credit risk models used in quantitative risk management treat credit risk analysis conceptually like a single person decision problem. From this perspective an exogenous source of risk drives the fundamental parameters of credit risk: probability of default, exposure at default and the recovery...
Persistent link: https://www.econbiz.de/10009385153
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Judicial efficiency and lending quality
D'Apice, Vincenzo; Fiordelisi, Franco; Puopolo, Giovanni W. - 2020
Persistent link: https://www.econbiz.de/10012503284
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The bank vulnerability index : a health check on ASEAN+3 banks and banking sectors
Wong, Siang Leng; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014329183
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Psychometrics as a tool to improve screening and access to credit
Arráiz, Irani; Bruhn, Miriam; Stucchi, Rodolfo - 2015
This paper studies the use of psychometric tests, designed by the Entrepreneurial Finance Lab (EFL), as a tool to screen out high credit risk and potentially increase access to credit for small business owners in Peru. We use administrative data covering the period from June 2011 to April 2014...
Persistent link: https://www.econbiz.de/10011485359
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Loan guarantees, bank lending and credit risk reallocation
Altavilla, Carlo; Ellul, Andrew; Pagano, Marco; Polo, Andrea - 2021
Persistent link: https://www.econbiz.de/10012805506
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What drives credit risk? : empirical evidence from Southeast Europe
Nikola, Fabris; Vujanović, Nina - 2022
Bank stability is an important aspect of financial stability, especially in bank-centric systems such as those in … banking sectors in the respective countries. The empirical evidence has shown that both macroeconomic and bank … affecting credit risk are business cycle and sovereign debt. On the other hand, bank size, capital levels, credit activity and …
Persistent link: https://www.econbiz.de/10013197452