investigated risk aversion in the context of standardised assessments procedures used to reduce exposure to credit risk.  …

irreversiblen Investitionen unter Risikoneutralität und Risikoaversion. Durch Integration der Besteuerung in realoptionsbasierte … Risikoneutralität zu identischen Investitionsentscheidungen führen. Unter Risikoaversion dagegen benötigt contingent claims analysis ein … Programmierung als Individualkalkül auch unter Risikoaversion zumindest im steuerfreien Fall explizite Lösungen. Nach Steuern liefern …

the accuracy of ratings issued by credit ratings agencies in US financial markets. Design/methodology/approach – The paper … identifies unconscious bias as a source of inaccuracy in the credit ratings process. It examines prior behavioral research on … unconscious bias, and uses this research to identify structural issues within the credit ratings industry that give rise to biased …

Purpose – This paper examines the activities carried out in the UK by credit refer agencies, current business practices …, and the legal standing of credit reporting. Design/methodology/approach – Legal analysis that aims to demonstrate that the … privacy rights, discrimination concerns, and the needs of the credit industry. Originality/value – Little or no research has …

in India and elaborate its implications for credit risk capital estimation for a bank. Design/methodology/approach – The … market like India and demonstrate its implications on the estimation of credit risk capital.  …

supply of credit as well as the influence of such policies on the aggregate investment through the credit channel in Brazil … through the bank lending channel. With regards to elasticities, the findings indicate that the credit is very sensitive to … variations in economic activity and, in turn, prudential regulation presents a stronger influence on credit than the basic …

Purpose The purpose of this paper is, first, to show how certain bank capitalists in an Asian country (AC) make credit …

Purpose – Achieving equal treatment of credit applicants has been a legitimate concern of legislators and the credit … most effective use of credit scoring models, and could run counter‐intuitive to the intention of legislation through … legislation and also retains the integrity and effectiveness of credit scoring models. Design/methodology/approach – The paper …

introducing calibration methods for short rate models, the author quantifies interest rate and credit risk for corporate and … considerable underestimation of credit risk in the Solvency II model. Originality/value – The aim of this paper is to assess model …