Banking segment is one of the ultimate key segments that support the sustainable economic progress in Jordan. Hence, banks in Jordan are considered as tremendously significant financial establishments that pursue profit by providing various financial services to various customers through dealing...

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...

Credit risk is the major challenge for risk managers and market regulators. Banks, regulators and central banks do not agree on how to measure credit risk and, more particularly, on how to compute the optimal capital that is necessary for protecting the different partners that share this risk....