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Purpose - to analyse the main borrowing alternatives available to Lithuanian households and the credit market as a … macroeconomic environment for all the credit market segments is the same, the P2P segment is developing significantly faster. If … this trend remains unchanged, the whole credit market is likely to face challenges, such as the growth of overdue loans …
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Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector …. The impact of credit supply on the financial and real sectors may vary across different economies, and the …
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Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We … for banks to systematically identify regional and industrial credit concentrations and reduce the detected concentrations … through diversification. In recent years, the development of markets for credit securitization and credit derivatives has …
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We estimate a Pareto distribution for loan losses, as an alternative to the commonly used Vasicek distribution, using simulated data. A key assumption in the construction of Vasicek distribution is that firm-level risk is idiosyncratic. It also assumes that firm exposure to systemic risk is...
Persistent link: https://www.econbiz.de/10013128402
consumption, saving and investing. Credit management on the other hand, is necessary in real estate organizations to ensure … financial stability and business continuity. This study sought to examine the association between attitude to risk of credit … managers and the efficiency of credit management in real estate investment trusts operating in Kenya. The study found out that …
Persistent link: https://www.econbiz.de/10012896000
The features of credit risk management under rapid growth of a bank are investigated. The growth rate of loan portfolio … is shown to be needed to take into account for effective credit risk management. It is developed a dynamic model of … profitability and covering credit risk …
Persistent link: https://www.econbiz.de/10013054467