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Loss given default determinants in a commercial bank lending : an emerging market case study
Košak, Marko; Poljšak, Jure - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 28 (2010) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10003995039
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Bank's dilemma to restructure a credit exposure or to exit?
Lohana, Sarika; Gupta, Karan - In: South Asian journal of management : SAJM 28 (2021) 2, pp. 192-210
Persistent link: https://www.econbiz.de/10012628039
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Comparison of different methods of credit risk management of the commercial bank to accelerate lending activities for SME segment
Cipovova, Eva; Dlaskova, Gabriela - In: European research studies 19 (2016) 4, pp. 17-26
Persistent link: https://www.econbiz.de/10012009577
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Impact of bank capital regulation and GDP growth on profitability in commercial small and medium banks : empirical study
Butt, Shazaib; Strtak, Stéphane - In: International journal of entrepreneurship and small … 39 (2020) 3, pp. 383-394
Persistent link: https://www.econbiz.de/10012176803
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High and low credit risk in SME portfolios : evidence from regulatory risk grade dissemination
Nokkala, Jan - In: International journal of business and economic sciences … 15 (2022) 2, pp. 25-34
Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME … sector's funding is mainly supplied by financial institutions and SME sector is both diversified and large sector in both … well developed and less developed economies. Specific research on assessing SME as Financial Institution's (FI …
Persistent link: https://www.econbiz.de/10013489519
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A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation
Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632
The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...
Persistent link: https://www.econbiz.de/10012175768
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Credit risk management : basic concepts ; financial risk components, rating analysis, models, economic and regulatory capital
Van Gestel, Tony; Baesens, Bart - 2009
Persistent link: https://www.econbiz.de/10003688827
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The impact of credit risk assessment on credit activity of commercial banks
Ljubić, Marijana; Pavlović, Vladan; Milančić, Srećko - In: Megatrend revija 12 (2015) 3, pp. 141-152
Persistent link: https://www.econbiz.de/10011428349
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Managing portfolio credit risk in banks
Bandyopadhyay, Arindam - 2016
Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of...
Persistent link: https://www.econbiz.de/10011456052