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Stress test for risk assessment under Basel framework applied in banking industry
Maheswaran, M.; Rao, D. N. - In: Risk governance & control : financial markets & institutions 4 (2014) 3, pp. 25-29
Persistent link: https://www.econbiz.de/10011452488
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Bank credit risk analysis with k-nearestneighbor classifier : case of Tunisian banks
Krichene Abdelmoula, Aida - In: Journal of accounting & management information systems … 14 (2015) 1, pp. 79-106
number of banks have developed sophisticated systems and models to help bankers in quantifying, aggregating and managing risk …. The outputs of these models also play increasingly important roles in banks’ risk management and performance measurement …
Persistent link: https://www.econbiz.de/10011311149
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Using a naive Bayesian classifier methodology for loan risk assessment : evidence from a Tunisian commercial bank
Krichene, Aida - In: Journal of economics, finance & administrative science 22 (2017) 42, pp. 3-24
Loan default risk or credit risk evaluation is important to financial institutions which provide loans to businesses and individuals. Loans carry the risk of being defaulted. To understand the risk levels of credit users (corporations and individuals), credit providers (bankers) normally collect...
Persistent link: https://www.econbiz.de/10011875208
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Establishing a credit risk evaluation system for SMEs using the soft voting fusion model
Gao, Ge; Wang, Hongxin; Gao, Pengbin - In: Risks : open access journal 9 (2021) 11, pp. 1-12
In China, SMEs are facing financing difficulties, and commercial banks and financial institutions are the main … control credit risk in the future and offers important references for banks to make credit decisions. …
Persistent link: https://www.econbiz.de/10012704059
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Clues from networks : quantifying relational risk for credit risk evaluation of SMEs
Long, Jingjing; Jiang, Cuiqing; Dimitrov, Stanko; Wang, Zhao - In: Financial innovation : FIN 8 (2022), pp. 1-41
Owing to information asymmetry, evaluating the credit risk of small- and medium-sized enterprises (SMEs) is difficult. While previous studies evaluating the credit risk of SMEs have mostly focused on intrinsic risk generated by SMEs, our study considers both intrinsic and relational risks...
Persistent link: https://www.econbiz.de/10013413115
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Key indicators for the credit risk evaluation of clients and their changing characteristics
Shang, Tiancheng; Wang, Yajun; Liu, Peihong; Li, Hua; … - In: The journal of energy markets 17 (2024) 1, pp. 41-74
Persistent link: https://www.econbiz.de/10014556518
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Recovery Determinants of Distressed Banks; Regulators, Market Discipline, or the Environment?
Koetter, Michael; Poghosyan, Tigran; Kick, Thomas - International Monetary Fund (IMF) - 2010
Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures … and its duration while weak measures are insignificant. With the benefit of hindsight, we exclude banks that eventually …
Persistent link: https://www.econbiz.de/10008519496
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The impact of regulatory stress testing on bank's equity and CDS performance
Ahnert, Lukas; Vogt, Pascal; Vonhoff, Volker; Weigert, … - 2018 - This version: May, 2018
banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors …
Persistent link: https://www.econbiz.de/10011906487
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Financial crises, concentration and efficiency : effects on performance and risk of banks
Sanfilippo Azofra, Sergio; Cantero Saiz, María; Torre … - In: Finance a úvěr 63 (2013) 6, pp. 537-558
Persistent link: https://www.econbiz.de/10010244899
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Bank expectations and prudential outcomes
Suss, Joel; Hughes, Adam - 2023
Persistent link: https://www.econbiz.de/10014373729