credit risk, bond prices are analytically derived. Using panels of Eurobond prices, the S&P and Moody's ratings look quite …This paper presents a Gaussian reduced-form default risk model. The riskless rate follows a two-dimensional ARMA …

the analysis of risk factors and symptoms, this paper proposes new solutions for diminishing the degree of banks risks. … banking credits for agricultural farms. The method of this research is based to quantification of flexibility degree of banks … the totality of risk factors specific to any activity, including the agricultural farm, can be quantified. Starting with …

Evaluating credit risk is an important task for financial institution managers. In order to measure the risk pertaining … to the borrower, these institutions often use a rating system to establish the credit risk. In this study, a … multicriterion approach was chosen to elaborate a rating system for the credit risk. The procedure used is ELECTRE-TRI which was …

determining minimum capital requirements for credit risk. The discussion is divided into effects at the level of an individual …

Can the risk of losses upon premature liquidation produce bank runs? We show how a unique run equilibrium driven by … asset liquidity risk arises even under minimal fundamental risk. To study the role of illiquidity we introduce realistic … not available in a run, asset liquidity risk has a concave effect on run incentives, quite unlike fundamental risk. Runs …

supervisory bodies dedicated to demand indicators influence credit increase limitation in different ways. Non-standard actions …

for banks. To reduce uncertainty, banks acquire additional costly information about borrowers. More information increases … risk of firm default. …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks’ responses to liquidity risk. Overall, bank balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

risk builds up, and a disclosure regime might consistently inducebetter beliefs but imply larger financing costs …