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Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default
Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22
main risk components, the Probability of Default (PD) and the Loss Given Default (LGD) have been the subject of greater …
Persistent link: https://www.econbiz.de/10012321142
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Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of Sure Specification
Olszak, Małgorzata - 2014
integration on the transmission of economic shocks from one country to another and consequently on the sensitivity of loan loss …
Persistent link: https://www.econbiz.de/10013061097
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Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
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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
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Loan loss provisioning by Italian banks : managerial discretion, relationship banking, functional distance and bank risk
Aristei, David; Gallo, Manuela - In: International review of economics & finance : IREF 60 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012204366
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The procyclicality of banking : evidence from the euro area
Huizinga, Harry; Laeven, Luc - 2019
Persistent link: https://www.econbiz.de/10011997973
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Loan loss provision decisions : an empirical analysis of the Spanish depository institutions
Anandarajan, Asokan; Hasan, Iftekhar; Lozano Vivas, Ana - In: Journal of international accounting auditing & taxation 14 (2005) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10002829042
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Loan loss provision decisions : a stochastic frontier approach
Anandarajan, Asokan; Hasan, Iftekhar; Lozano Vivas, Ana - 2000
Persistent link: https://www.econbiz.de/10001471230
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Multiple lenders and corporate distress : evidence on debt restructuring
Brunner, Antje; Krahnen, Jan Pieter - 2006 - This version: June 2006
In the recent theoretical literature on lending risk, the coordination problem in multi-creditor relationships have been analyzed extensively. We address this topic empirically, relying on a unique panel data set that includes detailed credit-file information on distressed lending relationships...
Persistent link: https://www.econbiz.de/10009767665
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Owe a bank millions, the bank has a problem : credit concentration in bad times
Agarwal, Sumit; Correa, Ricardo; Morais, Bernardo; … - 2020
Persistent link: https://www.econbiz.de/10012437873