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Country risk : measurement approaches and ECAIs rating
Porretta, Pasqualina; Vento, Gianfranco A.; Santoboni, … - In: Bank performance, risk and securitisation, (pp. 183-222). 2013
Persistent link: https://www.econbiz.de/10010240284
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A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
the main challenges for regulators in terms of bank risk measurement. The study shows that substantial challenges for … discussion concerning proper risk measurement in regulatory frameworks, such as the Basel Accord or the European Banking …
Persistent link: https://www.econbiz.de/10011452984
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New perspectives on bank risk in Malaysia
Powell, R. J. - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
Stable banks in individual ASEAN countries are essential to the economic stability of the ASEAN region as these countries move towards the goal of greater financial integration in the region. This study comprehensively explores bank risk in Malaysia as compared to the ASEAN region over an...
Persistent link: https://www.econbiz.de/10011881093
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Modelling the US sovereign credit rating
Polito, Vito; Wickens, Michael R. - In: Journal of banking & finance 46 (2014), pp. 202-218
Persistent link: https://www.econbiz.de/10010467823
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Credit risk signals in CDS market vs agency ratings
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; Layish, … - In: Journal of risk finance : the convergence of financial … 17 (2016) 2, pp. 194-217
Persistent link: https://www.econbiz.de/10011628302
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A continuous-time inequality measure applied to financial risk : the case of the European Union
D'Amico, Guglielmo; Regnault, Philippe; Scocchera, Stefania - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-16
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the …
Persistent link: https://www.econbiz.de/10011884177
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Signalling creditworthiness with fiscal austerity
Gibert, Anna - In: European economic review : EER 144 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013348881
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Modelling financial variables using neural networking to access creditworthiness
Ubarhande, Prashant; Chandani, Arti; Pathak, Mohit; … - In: Financial internet quarterly 20 (2024) 2, pp. 62-76
This study examines the existing credit rating methodology proposed in the literature to explore the development of a new credit rating model based on the financial variables of the enterprise. The focus is on the period after the financial crisis of 2018. This study aims to develop a credit...
Persistent link: https://www.econbiz.de/10014636638
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Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
Juan Pablo Domínguez H. - In: Economía 32 (2007) 23, pp. 63-90
-MGARCH models and asset pricing theory to model the expected rate of return in Brazil, Colombia, Mexico and Peru for late 2006. The …
Persistent link: https://www.econbiz.de/10004994430
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Information asymmetry, capital structure and equity value of firms listed on the WSE
Gralewska, Milena; Białek-Jaworska, Anna - In: Journal of banking and financial economics 17 (2022) 1, pp. 17-41
The paper investigates the impact of capital structure and information asymmetry on the value of companies listed on the Warsaw Stock Exchange. The study was conducted using the ordinary least squares (OLS) method on a sample of 273 companies in 2017 and the GMM dynamic paneldata approach with...
Persistent link: https://www.econbiz.de/10013348209