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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 …
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difficult for many debtors to fulfil their credit obligations that led the government to issue a countercyclical policy to … provide a stimulus to the national economy. This study aims to determine the impact of OJK Regulation No.48 of 2020 on credit … quality and control of banking credit risk in Indonesia. The research method used is descriptive qualitative with a literature …
Persistent link: https://www.econbiz.de/10013238768
This paper investigates how reputational risk arising from traditional and online media coverage of Corporate Social Irresponsibility (CSI) conducts affects the cost of borrowing. It reports that negative media attention has a significant and positive effect on bank loan costs. The result is...
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