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Lease and service for product life-cycle management: an accounting perspective
Qian, Wei; Burritt, Roger - In: International Journal of Accounting and Information … 19 (2011) September, pp. 214-230
Purpose – Previous research in lease finance and evaluation has given little consideration to environmental factors …. The purpose of this paper is to add to the literature by analysing how leasing provides a more attractive option than … asset depreciation, residual value and cost of leasing and proposes methods to incorporate these concepts into the “closed …
Persistent link: https://www.econbiz.de/10009320939
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El Nuevo Acuerdo de Capital de Basilea: Efectos en los sistemas financieros de America Latina y el Caribe
Giorgio, Luis Alberto; Rivas, Carlos Gabriel - Inter-American Development Bank - 2003
El presente documento presenta algunos de los aspectos más destacados referentes a los efectos del Nuevo acuerdo de capital de Basilea (NACB) sobre los sistemas financieros de América Latina y el Caribe. Se discuten las implicancias de los cambios propuestos sobre los niveles de capital, la...
Persistent link: https://www.econbiz.de/10009246501
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Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International Journal of Forecasting 28 (2012) 1, pp. 183-195
With the implementation of the Basel II regulatory framework, it became increasingly important for financial institutions to develop accurate loss models. This work investigates the loss given default (LGD) of mortgage loans using a large set of recovery data of residential mortgage defaults...
Persistent link: https://www.econbiz.de/10010796137
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El Nuevo Acuerdo de Capital de Basilea: Efectos en los sistemas financieros de America Latina y el Caribe
Giorgio, Luis Alberto; Rivas, Carlos Gabriel - Inter-American Development Bank - 2003
El presente documento presenta algunos de los aspectos más destacados referentes a los efectos del Nuevo acuerdo de capital de Basilea (NACB) sobre los sistemas financieros de América Latina y el Caribe. Se discuten las implicancias de los cambios propuestos sobre los niveles de capital, la...
Persistent link: https://www.econbiz.de/10010654593
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A zero-adjusted gamma model for mortgage loan loss given default
Tong, Edward N.C.; Mues, Christophe; Thomas, Lyn - In: International Journal of Forecasting 29 (2013) 4, pp. 548-562
The Internal Ratings Based (IRB) approach introduced in the Basel II Accord requires financial institutions to estimate not just the probability of default, but also the Loss Given Default (LGD), i.e., the proportion of the outstanding loan that will be lost in the event of a default. However,...
Persistent link: https://www.econbiz.de/10010709413
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The new Basel capital accord: Rationale, design and tentative implications for India
Nachane, D M; Ray, Partha; Ghosh, Saibal - Volkswirtschaftliche Fakultät, … - 2005
The article surveys the literature pertaining to the Basel II and concludes with the concerns germane to India in this regard
Persistent link: https://www.econbiz.de/10005015597
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Basel II and bank lending behavior: Some likely implications for monetary policy in India
Nachane, Dilip; Ghosh, Saibal; Ray, Partha - Volkswirtschaftliche Fakultät, … - 2006
The new Basel accord is slated to come into effect in India around 2007 raising the question of how the revised standards will influence bank behaviour. Using a simple theoretical model, it is shown that the revised accord will result in asymmetric differences in the efficacy of monetary policy...
Persistent link: https://www.econbiz.de/10005015608
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The volatility of realized volatility
Corsi, Fulvio; Kretschmer, Uta; Mittnik, Stefan; … - Center for Financial Studies - 2005
models, have traditionally been dominating the empirical finance literature. In recent years, with the availability of …
Persistent link: https://www.econbiz.de/10010986437
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Finance and welfare states in globalizing markets
Bertola, Giuseppe - Center for Financial Studies - 2007
It is theoretically clear and may be verified empirically that efficient financial markets can make it less necessary for policy to try and offset the welfare effects of labour income risk and unequal consumption dynamics. The literature has also pointed out that, since international competition...
Persistent link: https://www.econbiz.de/10010986463
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Drivers of Socially Responsible Investing: A Case Study of Four Nordic Countries
Scholtens, Bert; Sievänen, Riikka - In: Journal of Business Ethics 115 (2013) 3, pp. 605-616
Sweden can be associated with key characteristics in economics, finance, culture, and institutions. We find that in …
Persistent link: https://www.econbiz.de/10010989904