the credit is crucial for banks. Banks classify the risk through quantitative and qualitative indicators. Quantitative … indicators are much used by banks, but qualitative indicators are also considered in credit risk evaluation. Taken together, they … contribute to increase efficiency and decrease doubtful credit. Several issues arise in order to understand if risk evaluation …

, granting loans to these companies is not at the same level as the importance they have in the economic sector, the banks being …

The rating-sensitive capital charges on credit risks under the new Basel Accord are likely to increase the volatility … of minimum capital requirements, which may force banks to hold larger capital cushions in excess of minimum requirements … of capital cushion is assumed to satisfy a value-at-risk-type constraint. …

risk drivers. The choice of the credit risk drivers is inspired by the Merton (1974) model. Individual CDS liquidity and … different signals from liquidity based CDS spread changes than from business cycle or credit risk based changes. For the recent … financial crisis, we confirm that the steeply rising CDS spreads are due to increased credit risk. However, individual CDS …

2008 were associated with banks being significantly more likely to escape TARP. In addition, we find that larger publicly … traded banks with better accounting performance, the stronger capital ratios, and fewer troubled loans and other assets … exited early. Banks that raised private capital in 2009 were significantly more likely to return the taxpayers’ money early …

This paper finds that banks that offered lower opening bids were rewarded with significantly lower warrant repurchase … bias in negotiations, these are real transactions involving large sums of money. This paper finds that larger banks paid …

Claiming that the implicit cost of deposit insurance is an alternative proxy for risk-taking behavior, we examine the … management on the risk of Thai financial institutions. Our empirical results suggest that, during 1994-1996, the largest … shareholders engage in low risk-taking activities when they hold large cash flow rights and have low deviation of cash flow from …

near-frictionless refinancing opportunities-led to vastly increased systemic risk in the financial system. Individually …

developing a better understanding of credit and its mechanisms. A rapidly growing strand of the literature views banks as facing …. This work explores the way banks in Colombia manage their balance sheet and sheds light into the dynamics of credit and … funding restrictions that condition their borrowing to a risk-based capital constraint which, in turn, affects bank lending …

system of our country. One of its effects was the Romanian banks' lending policies. Changes in lending policy content of … Romanian credit institutions can be seen by analyzing the structure and dynamics of domestic credit. …