Similar Search Results

Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29

Persistent link: https://www.econbiz.de/10010438509

Combining systemic and non-systemic risk scores

Oliver, Robert M. - In: Journal of the Operational Research Society : OR 66 (2015) 1, pp. 148-159

Persistent link: https://www.econbiz.de/10010483528

Credit and investment risk : a comparative analysis of conventional and Islamic banks

Islam, Md. Ariful; Siddiqui, Mahmudul Hasan; Yousuf, … - In: International journal of financial services management … 7 (2014) 2, pp. 139-157

Persistent link: https://www.econbiz.de/10010483834

Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70

Persistent link: https://www.econbiz.de/10011410323

Transparency, idiosyncratic risk, and convertible bonds

Lin, Yi-Mien; Chao, Chin-Fang; Liu, Chih-Liang - In: The European journal of finance 20 (2014) 1/3, pp. 80-103

Persistent link: https://www.econbiz.de/10010462197

A survey of machine learning in credit risk

Breeden, Joseph L. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 1-62

Persistent link: https://www.econbiz.de/10012816867

Risk analysis in banks : a comparison of Islamic and conventional banks in Jordan

Al Daas, Abdullah Ahmed; Ahmad, Moid U.; Salemeh, Rashed M. - In: International journal of business excellence : IJBEX 25 (2021) 2, pp. 219-232

Persistent link: https://www.econbiz.de/10012798214

Assessing risk in lending crowdfunding : an investor and platform manager perspective

Bernardino, Susana; Santos, J. F. - In: International journal of entrepreneurial venturing : IJEV 13 (2021) 4, pp. 382-403

Persistent link: https://www.econbiz.de/10012669916

Firm's risk and capital structure : an empirical analysis of seasonal and non-seasonal businesses

Tahir, Safdar Husain; Moazzam, Mirza Muhammad; Sultana, … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 12, pp. 627-633

Persistent link: https://www.econbiz.de/10012672102

The relationship between internal control and credit risk : the case of commercial banks in Vietnam

Nguyen Kim Quoc Trung - In: Cogent business & management 8 (2021) 1, pp. 1-17

This study examines whether the agency problem regarding credit risk is a useful corporate governance mechanism for controlling credit risk. For this purpose, we estimate the impact of internal control and agency problems on credit risk in commercial banks in Vietnam from 2009 to 2018. First, in...

Persistent link: https://www.econbiz.de/10012661269