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to the management of bank credit, to provide the most popular credit risk management techniques, to assess the credit … service analysis methods. In detail by the AB DnB NORD bank credit analysis services, and forecasts for the credit. Confirmed … by the authors formulated the research hypothesis, that of AB DnB NORD bank credit risk management should be improved …
Persistent link: https://www.econbiz.de/10009479110
This thesis aims at analyzing the impact of model specification on credit rating models as used by banks to forecast … credit default probabilities. The well-established logit model is extended in various directions. Implications are discussed … models offer well interpretable credit rating models with high forecasting power. …
Persistent link: https://www.econbiz.de/10009433704
participant credit behavior. The motivation of the research is derived from previous studies which indicate that conditional cash … remain uninvestigated. My research specifically focuses on the impacts of the program on credit behavior. I compute estimates … on the percent change in loan balance outstanding and credit participation over the four-year evaluation period by …
Persistent link: https://www.econbiz.de/10009468745
associated with loans and deposits of households and non-financial corporations, or fee and commission income. Breaking down net … at odds with the pass-through assumption, such as a differential effect for consumer credit that is also negative for its … rates but positive for its flow of credit. The conclusions of the supplementary analysis of the differences between European …
Persistent link: https://www.econbiz.de/10014516895
This research titled "Analysis of Influence of Credit and Interest Rate Increase Economic Growth in Disability Sumatera … Utara Pada PT. Bank Sumut Year 1989-2008. " This research uses a sample of 20 years. The purpose of this research is to … determine the influence of credit and interest rate of economic growth in 1989-2008 of North Sumatra. This research uses …
Persistent link: https://www.econbiz.de/10009464536
short-term interest rate set by the central bank. His framework acknowledges the critical role of the central bank in … sector in terms of an exogenously determined interest rate set by the central bank, the model unpacks financial markets by … with the loan market. That makes transparent the macroeconomic significance of the loan market and bank behavior, and …
Persistent link: https://www.econbiz.de/10009467791
ofloans and points out how correlations of bank loans can be determinedfrom correlations of asset returns and how correlations …Kreditrisiken haben den größten Anteil am Gesamtrisiko einer Bank.Dennoch spielen Portfoliobetrachtungen bei der … problems with losses on credits. Thecrucial ingredients for any portfolio consideration are the correlationsof returns on loans …
Persistent link: https://www.econbiz.de/10009476196
. Studying special literature about crediting of business companies in Lithuanian banks, regulation the credit specific of …
Persistent link: https://www.econbiz.de/10009478174
Theoretically analysing macroeconomic environment influence on credit risk, especially in the period of economic … downturn, the object of this paper is to evaluate the credit risk dependence on macroeconomic factors in banking system of … Lithuania. The first part of the paper describes the conception and evaluation of credit risk, the influence of particularly …
Persistent link: https://www.econbiz.de/10009478383
Commercial bank credit risk evaluation and management problems, the necessity of loan portfolio analysis and its goals … risk evaluation and management, central bank role in commercial banks credit risk valuation and management improvement. In … the results of the whole bank sector in Lithuania that shows how efficient credit risk is managed in the bank. Also …
Persistent link: https://www.econbiz.de/10009478712