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Credit risk management and business intelligence approach of the banking sector in Jordan
Alzeaideen, Khaled Abdulwahab - In: Cogent Business & Management 6 (2019), pp. 1-9
, banks in Jordan are considered as tremendously significant financial establishments that pursue profit by providing various …
Persistent link: https://www.econbiz.de/10012657030
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The effect of credit risk, liquidity risk and bank capital on bank profitability: Evidence from an emerging market
Saleh, Isam; Abu Afifa, Malik - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-13
This paper aims to investigate the effect of credit risk, liquidity risk and bank capital on bank profitability over a … impact on bank profitability. Understanding the Basel requirements and their importance by local and foreign bank managers is … significant as enforcing them can improve the efficiency of the bank and increases profitability while barricading it from risk. …
Persistent link: https://www.econbiz.de/10014001615
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Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - In: Econometrica 82 (2014) 2, pp. 463-505
observed and unobserved, time-varying, firm and bank heterogeneity through time*firm and time*bank fixed effects. We find that …
Persistent link: https://www.econbiz.de/10012211600
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The optimum leverage level of the banking sector
Dewasurendra, Sagara; Judice, Pedro; Zhu, Qiji Jim - In: Risks 7 (2019) 2, pp. 1-30
different monetary policy environments. This provides bank managers flexible tools in mitigating risk. …
Persistent link: https://www.econbiz.de/10013200469
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On the diversification of fixed income assets
Le Courtois, Olivier - In: Risks 10 (2022) 2, pp. 1-21
This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is...
Persistent link: https://www.econbiz.de/10013200922
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Patente als Sicherheiten bei der Kreditvergabe
Schedl, Hans; von Scheffer, Guido; Loop, Dirk; Himmel, … - In: ifo Schnelldienst 58 (2005) 07, pp. 21-31
Im November letzten Jahres veranstaltete das Europäische Patentamt einen Workshop zu den Veränderungen, die sich aus der Einführung von Vorschlägen zur Neufassung der Baseler Eigenkapitalvereinbarung von 1988 ergeben, die darauf zielen, die Kapitalanforderungen an Banken stärker als bisher...
Persistent link: https://www.econbiz.de/10011692277
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The impact of earnings variability and regulatory measures on income smoothing: Evidence from panel regression
Malik, Amina; Aziz, Haroon; Din, Shahab Ud - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 183-201
that the imposition of regulatory restrictions through the State Bank of Pakistan (SBP) has not only discouraged income …
Persistent link: https://www.econbiz.de/10014558453
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An alternative to the standardized approach for assessing credit risk under the Basel accords
Konno, Yukiko; Itoh, Yuki - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-13
The current standardized approach for assessing credit risk under Basel III depends on ratings assigned by credit rating agencies (CRAs). However, this approach presents three problems. First, the definitions of ratings used by CRAs to assess the likelihood of default and recovery rates are not...
Persistent link: https://www.econbiz.de/10011559226
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Aggregation of incidence and intensity risk variables to achieve reconciliation
Hunt, Clive; Taplin, Ross - In: Risks 7 (2019) 4, pp. 1-14
The aggregation of individual risks into total risk using a weighting variable multiplied by two ratio variables representing incidence and intensity is an important task for risk professionals. For example, expected loss (EL) of a loan is the product of exposure at default (EAD), probability of...
Persistent link: https://www.econbiz.de/10013200525
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Does Diversification Protect Bank Lending Against Uncertainty?
Dang, Van Dan; Nguyen, Hoang Chung - In: Credit and Capital Markets – Kredit und Kapital 55 (2022) 3, pp. 349-379
The paper examines whether bank diversification in multiple dimensions can protect bank lending from uncertainty shocks … banking by the dispersion of bank-level shocks. Our results confirm that banks may reduce loan growth and experience more … credit risk amid greater uncertainty. These adverse impacts of uncertainty on bank lending (both quantity and quality) are …
Persistent link: https://www.econbiz.de/10014521969