Narrow search
Showing 1 - 10 of 378
Cover Image
Chinese bank's credit risk assessment
Mu, Yuan - 2007
banking is the large amount of Non-Performing Loans (NPLs) and this research aims to address the NPLs through improving credit … risk-assessing mechanism contributed to the accumulation of NPLs. Informed by Western models and experience, we have made …) which are used to dispose of the NPLs. …
Persistent link: https://www.econbiz.de/10009465998
Cover Image
Recent developments in financing and bank lending to the non-financial private sector
Alves, Pana; Arrizabalaga Uriarte, Fabián; Delgado …
Artículo de revista ; This is the first of a series of analytical articles that will examine, on a half-yearly basis, recent developments in funds raised by the Spanish non-financial private sector and resident deposit institutions’ credit exposure to the sector. In the early months of 2019,...
Persistent link: https://www.econbiz.de/10012523897
Cover Image
Recent developments in financing and bank lending to the non-financial private sector 2019 H2
Alves Álvarez, Pana Alejandro; Arrizabalaga Uriarte, …
Artículo de revista ; In the final stretch of 2019, the funds raised by households and non-financial corporations grew at very moderate rates, somewhat below those recorded in the first half of the year. This occurred against a setting of weak demand for funds, in which credit standards for...
Persistent link: https://www.econbiz.de/10012524472
Cover Image
Directiva (UE) 2021/2167, de 24 de noviembre de 2021, sobre los administradores y los compradores de créditos
Estrada García, Ángel
utilizar las entidades de crédito para transmitir información sobre las carteras de NPLs que desean vender a los compradores …. La nueva ITS se basa en la experiencia obtenida con las plantillas de datos de NPLs que la EBA desarrolló en 2017 2018 …
Persistent link: https://www.econbiz.de/10013458115
Cover Image
The efficiency of early warning indicators for financial crises
Rabe, Jens Michael - 2000
The banking and currency crises of the last two decades inflictedsubstantial financial, economic, and social damage on thecountries in which they originated. In this work, the efficiencyof early warning indicators for these disastrous economic eventsis evaluated. An analysis of the traditional...
Persistent link: https://www.econbiz.de/10009471830
Cover Image
Demand and supply determinants of loan contract terms in small business lending
Kirschenmann, Karolin - 2010
verbessern.Kapitel 5 beschäftigt sich schließlich mit dem Einfluss der jüngsten Finanzkrise auf die Kreditverfügbarkeit für KKMU …
Persistent link: https://www.econbiz.de/10009476202
Cover Image
Deutsche Kapitalbeteiligungsgesellschaften im Umfeld der globalen Finanzkrise 2008/2009
Hummel, Detlev - 2011
Situation auf dem formellen Beteiligungsmarkt in Deutschland nach dem Ausbruch der Finanzkrise. Neben den allgemeinen …
Persistent link: https://www.econbiz.de/10009449026
Cover Image
Pricing models for inflation linked derivatives in an illiquid market
Takadong, Thibaut Zafack - 2009
Recent nancial crises have highlighted the sensitivity and vulnerability of nancial marketsto ination, which reduces the value of money and a ects the net returns of nancial instruments.In response to this, investors who are concerned with maintaining their investment'spurchasing power rather...
Persistent link: https://www.econbiz.de/10009447677
Cover Image
Term Structure Dynamics with Macroeconomic Factors
Kim, Hwagyun (contributor) - 2009
Affine term structure models (ATSMs) are known to have a trade-off in predicting future Treasury yields and fitting the time-varying volatility of interest rates. First, I empirically study the role of macroeconomic variables in simultaneously achieving these two goals under affine models. To...
Persistent link: https://www.econbiz.de/10009464960
Cover Image
Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates
McElroy, M. B; Burmeister, E. - 1988
By replacing the unknown random factors of factor analysis with observed macroeconomic variables, the arbitrage pricing theory (APT) is recast as a multivariate nonlinear regression model with across-equation restrictions. An explicit theoretical justification for the inclusion of an arbitrary,...
Persistent link: https://www.econbiz.de/10009475494