Similar Search Results

A framework to analyse the sovereign credit risk exposure of financial institutions

Lewis, Jide - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 130-146

Persistent link: https://www.econbiz.de/10011306356

Predicting credit losses : loan fair values versus historical costs

Cantrell, Brett W.; McInnis, John; Yust, Christopher G. - In: The accounting review : a publication of the American … 89 (2014) 1, pp. 147-176

Persistent link: https://www.econbiz.de/10010256779

Credit default swaps as indicators of bank financial distress

Avino, Davide; Conlon, Thomas; Cotter, John - 2016

Persistent link: https://www.econbiz.de/10011502511

The expected rate of credit losses on banks' loan portfolios

Harris, Trevor S.; Khan, Urooj; Nissim, Doron - In: The accounting review : a publication of the American … 93 (2018) 5, pp. 245-271

Persistent link: https://www.econbiz.de/10011933703

Effects of informal institutions on the relationship between accounting measures of risk and bank distress

Kanagaretnam, Kiridaran; Lee, Jimmy; Lim, Chee Yeow; … - In: Journal of international accounting research 16 (2017) 2, pp. 37-66

Persistent link: https://www.econbiz.de/10011781248

On the relationship between borrower and bank risk

Mitkov, Yuliyan; Schüwer, Ulrich - 2024

We use tools from survival analysis to study the equilibrium probability of bank failure in a model with imperfect correlation in loan defaults where a systematic risk factor and idiosyncratic frailty factors govern borrower credit worth. We derive several surprising results: in equilibrium, a...

Persistent link: https://www.econbiz.de/10014520854