of the events of fulfilling, delinquency and default of each individual payment on the loan. The proposed model has …

This article designs what it calls a Credit-Risk Balance Sheet (the risk being that of default by customers), a tool … commercial credit, whose amount can represent a significant proportion of both its current and total assets. To construct it, we … start from the duality observed in any credit transaction of this nature, whose basic identity can be summed up as Credit …

to mortgage default. Under Michigan's system of property tax limitations, rational homeowners should readily anticipate …

This paper shows that currency arrangements impact on credit available through default incentives. To this end we build … a symmetric two-country model with money and imperfect credit market integration. With the Euro Area context in mind, we … capture differences in credit market integration by variations in the cost for banks to grant credit for cross …

With the Euro Area context in mind, we show that currency arrangements impact on credit available through default … incentives. To this end we build a symmetric two-country model with money and imperfect credit market integration. Differences in … credit market integration are captured by variations in the cost for banks to grant credit for cross-border purchases. We …

objective of this program was to create some income source for these Ultra-poor through credit support. But diversion of loan … time causes a threat to the MFIs as some of them become default. We observe that among these Ultra-poor households who have …

Purpose – The purpose of this paper is to investigate the relationship between loan default and loss given default (LGD … agricultural credit association using historical data. The simulation model is used to evaluate the mark-up to economic capital … that is implied by increasing credit risks due to cyclical changes in farm real estate values. Findings – The paper …