Showing 1 - 10 of 7,763
Persistent link: https://www.econbiz.de/10014327898
The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...
Persistent link: https://www.econbiz.de/10012920146
minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …
Persistent link: https://www.econbiz.de/10011541056
Persistent link: https://www.econbiz.de/10011907728
This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria. The main … ratio and non-performing loan ratio) and the profitability ratio (return on average asset, in particular) of five big … the data analysis shows that there is a strong relationship between credit risk parameters and returns of the bank …
Persistent link: https://www.econbiz.de/10012887677
industry's behavior toward recently bankrupt families reveals about its internal profit models and the likely causes of …
Persistent link: https://www.econbiz.de/10014225114
India is becoming an important segment of bank credit. It holds the key to the inclusive, comprehensive and pervasive growth … of India. India's retail-banking assets size is expected to grow at the rate of 18% a year over the next four years (2006 … borrowers about the two types of banks in India i.e. the private sector banks and public sector banks. It has revealed that all …
Persistent link: https://www.econbiz.de/10013101489
In this study, we examine quality of the lending decisions of public sector banks (PSBs) in India with a novel dataset … prediction model where the bank type is determined by observable risk proxies such as ex-ante credit ratings, which influence the …
Persistent link: https://www.econbiz.de/10012932135
Persistent link: https://www.econbiz.de/10012599668
Persistent link: https://www.econbiz.de/10011925014