Similar Search Results

Credit risk assessment considering variations in exposure : application to commitment lines

Fujiwara, Shigeaki - In: Monetary and economic studies 27 (2009), pp. 171-194

Persistent link: https://www.econbiz.de/10003910140

Basel II and bank bankruptcy analysis

Chiu, Yung-ho; Chen, Yu Chuan; Hung, Yu Han - In: Applied economics letters 16 (2009) 16/18, pp. 1843-1847

Persistent link: https://www.econbiz.de/10003932536

Analiza stopy odzysku w banku w warunkach ograniczonej dostępno´sci danych

Kozłowski, Łukasz - 2009

Persistent link: https://www.econbiz.de/10003978980

Analytical solutions for expected and unexpected losses with an additional loan

Yamashita, Satoshi; Yoshiba, Toshinao - 2007

Persistent link: https://www.econbiz.de/10003606900

Loan rate flexibility and asymmetric default information

Baltensperger, Ernst; Milde, Hellmuth - 1983

Persistent link: https://www.econbiz.de/10003530022

Joint effect of financial fragility and macroeconomic shocks on bank loan losses : evidence from Europe

Pesola, Jarmo - In: Journal of banking & finance 35 (2011) 11, pp. 3134-3144

Persistent link: https://www.econbiz.de/10009374551

Mixture cure models in credit scoring : if and when borrowers default

Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: European journal of operational research : EJOR 218 (2012) 1, pp. 132-139

Persistent link: https://www.econbiz.de/10009501056

State mortgage foreclosure policies & lender interventions : impacts on borrower behavior in default

Collins, J. Michael; Lam, Ken; Herbert, Christopher E. - In: Journal of policy analysis and management : the journal … 30 (2011) 2, pp. 216-232

Persistent link: https://www.econbiz.de/10009525588

Determining the probability of default of agricultural loans in a French bank

Jouault, Amelie; Featherstone, Allen M. - In: Journal of applied finance & banking 1 (2011) 1, pp. 1-30

Recently, financial institutions have developed improved internal risk rating systems and emphasized the probability of default and loss given default. The default characteristics are studied for 756 loans from a French bank: CIC- Banque SNVB. A binomial logit regression is used to estimate...

Persistent link: https://www.econbiz.de/10009241570

Bank size, functional distance and loss given default rate of bank loans

Cotugno, Matteo; Stefanelli, Valeria - In: International journal of financial research 2 (2011) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10009305718