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Financial institutions have both investors and customers. Investors, such as those who invest in stocks and bonds or private/public-sector guarantors of institutions, expect an appropriate risk-adjusted return in exchange for the financing and risk-bearing that they provide. Customers of a...
Persistent link: https://www.econbiz.de/10013004624
for consideration by bank regulators …
Persistent link: https://www.econbiz.de/10012952231
This paper experimentally studies the impact of uncertainty about bank and borrower fundamentals on loan repayment. We … about bank weakness. Borrowers are also less likely to repay in the presence of higher uncertainty regarding other … individual borrower, loss aversion and negative past experiences reduce repayment, suggesting that bank failure can be contagious …
Persistent link: https://www.econbiz.de/10013118964
This paper experimentally studies the impact of uncertainty about bank and borrower fundamentals on loan repayment. We … about bank weakness. Borrowers are also less likely to repay in the presence of higher uncertainty regarding other borrowers … borrower, loss aversion and negative past experiences reduce repayment, suggesting that bank failure can be contagious in times …
Persistent link: https://www.econbiz.de/10013121627
This paper experimentally studies the impact of uncertainty about bank and borrower fundamentals on loan repayment. We … about bank weakness. Borrowers are also less likely to repay in the presence of higher uncertainty regarding other borrowers … borrower, loss aversion and negative past experiences reduce repayment, suggesting that bank failure can be contagious in times …
Persistent link: https://www.econbiz.de/10013127245
Purpose – The purpose of this paper is to discuss important aspects concerned with credit risk measurement of SMEs.Methodology - Paper presents theoretical study, based on literature review and summary of findings of similar research papers, which have focused on credit risk assessment of...
Persistent link: https://www.econbiz.de/10013109592
This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the distribution of loans returns. I use this model to describe the investment opportunity set of lenders using mean-variance analysis with a Value at Risk constraint. I also obtain closed...
Persistent link: https://www.econbiz.de/10013158964
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108
all borrowers. The results of the test supported the hypothesis of portfolio risk pricing and suggest that the spread of …
Persistent link: https://www.econbiz.de/10012920146
(NPL) towards bank profitability proxies by Return on Assets (ROA).Methodology/Technique - Purpose sampling is applied to … a significant impact towards ROA. This means that the model can be used to predict bank profitability. It is also …
Persistent link: https://www.econbiz.de/10012952420