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The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution’s economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...
Persistent link: https://www.econbiz.de/10012217923
Crowdfunding challenges the traditional separation between finance and marketing. It creates economic value by reducing …
Persistent link: https://www.econbiz.de/10011309652
The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...
Persistent link: https://www.econbiz.de/10012101497
I made reference to the mythological Antheus to remark that the economy is better to have roots to increase its robustness, to protect it from adverse shocks. What would these roots be? Some are of an institutional nature and they determine the quality of public policy, the ability to respond to...
Persistent link: https://www.econbiz.de/10010965614
of financial risk management. In light of these events, the purpose of this paper is to assess the future of financial … risk management and highlight essential concerns that may be relevant in meeting the challenges of a financial world …
Persistent link: https://www.econbiz.de/10008498524
Access to finance remains a challenge for Small and Medium Enterprises (SMEs) in Argentina. It is a particularly acute … carried out a pilot test of an innovative psychometric tool aimed at evaluating credit risk among SME clients of Banco Ciudad … repayment records to determine if psychometric-based credit scoring models could help ameliorate the constraints to SME finance …
Persistent link: https://www.econbiz.de/10010655071
, specifically in the Romanian State Treasury, by standardizing the risk evaluation in audit (RBIA). The authors are considering that …
Persistent link: https://www.econbiz.de/10008596423
Valuation Risk (VR) is the risk that an entity will experience a loss due to the inaccurate determination of the fair … value of the financial instruments on its balance sheet. This risk is particularly significant for financial instruments …, the European Systemic Risk Board warned that the substantial amounts of instruments with complex features and limited …
Persistent link: https://www.econbiz.de/10014351998
Detection of fraudulent financial stewardship in the cash flow section is an exciting thing and is rarely studied. This …
Persistent link: https://www.econbiz.de/10014371859
This paper analyses ownership and control structures of Dutch listed companies. Legislation effective since 1992 …
Persistent link: https://www.econbiz.de/10011608486