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A detailed analysis of fulfilling and delinquency of payments on loan
Voloshyn, Ihor - Volkswirtschaftliche Fakultät, … - 2014
of the events of fulfilling, delinquency and default of each individual payment on the loan. The proposed model has …
Persistent link: https://www.econbiz.de/10011111290
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A Primer for Risk Measurement of Bonded Debt From the Perspective of a Sovereign Debt Manager
Papaioannou, Michael G. - International Monetary Fund (IMF) - 2006
probability of default as the most promising measure of credit risk exposure; and an elasticity approach and a VaR statistic to …
Persistent link: https://www.econbiz.de/10005825661
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ACCOUNTING OF LEASE CONTRACTS ACCORDING TO IAS 17 “LEASING CONTRACTS”
Străoanu, Boni - In: Romanian Economic Business Review 4 (2009) 2, pp. 73-82
of a rent, which can include, as the case may be: amortization of the asset; remuneration of the invested capital (based …
Persistent link: https://www.econbiz.de/10008513144
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ACCOUNTING OF LEASE CONTRACTS ACCORDING TO IAS 17 “LEASING CONTRACTS”
Străoanu, Boni; Iov, Daniela - In: Romanian Economic Business Review 5 (2010) 4, pp. 132-142
of a rent, which can include, as the case may be: amortization of the asset; remuneration of the invested capital (based …
Persistent link: https://www.econbiz.de/10008838454
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Pricing of cap-interest rates based on renewal processes
Beran, Jan; Ocker, Dirk - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2002
Pricing of cap insurance contracts is considered for political mortgage rates. A simple stochastic process for mortgage rates is proposed. The process is based on renewal processes for modelling the length of periods with downward and upward trend respectively. Prices are calculated by...
Persistent link: https://www.econbiz.de/10005357898
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Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications
Santos, Andre; Chan-Lau, Jorge A. - International Monetary Fund (IMF) - 2006
recent financial crises. We propose several structural models for measuring default risk for firms with currency mismatches …
Persistent link: https://www.econbiz.de/10005826571
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Interest rates in the German forest valuation literature of the early nineteenth century
Moog, Martin; Bösch, Matthias - In: Forest Policy and Economics 30 (2013) C, pp. 1-5
Valuation with the help of the present value method can be traced back to at least medieval times. In forest literature the scientific achievement of calculating the present value of forestland is predominantly attributed to Martin Faustmann, whose 1849 publication is truly considered...
Persistent link: https://www.econbiz.de/10011048024
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Sweden; Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector
International Monetary Fund (IMF); International … - 2011
, a risk-adjusted balance sheet relating bank asset values to equity value, default risk, and bank funding costs. Even …
Persistent link: https://www.econbiz.de/10011245016
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Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
Gray, Dale F.; Walsh, James P - International Monetary Fund (IMF) - 2008
Black-Scholes-Merton option-pricing theory. These risk indicators are clearly tied to macroeconomic and financial …
Persistent link: https://www.econbiz.de/10005264053
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Recourse and residential mortgages: the case of Nevada
Li, Wenli; Oswald, Florian - Federal Reserve Bank of Philadelphia - 2014
affected lenders’ decisions to grant mortgages and borrowers’ decisions to apply for them and subsequently default. Using … change. Furthermore, the law change did not appear to have affected borrowers’ default decisions. These results cast a …
Persistent link: https://www.econbiz.de/10011124400