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Region and sector effects in stress testing of commercial loan portfolio
Zhu, Steven H. - In: Commercial banking risk management : regulation in the …, (pp. 201-229). 2017
Persistent link: https://www.econbiz.de/10011607045
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Determining the economic value of ambiguous loan portfolios
Parnes, Dror - In: Finance research letters 13 (2015), pp. 148-154
Persistent link: https://www.econbiz.de/10011552459
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Optimising a bank's credit portfolio
Afful, Annshirley Aba; Asare, Michael Kofi; Afful, … - In: International journal of applied management science 8 (2016) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011592357
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Bank portfolio risk and interest rate spread of risky loans : methodological analysis
Yu, Hua - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 50-58
Persistent link: https://www.econbiz.de/10011535336
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Fast approximation of loan portfolio loss
Bai, Jenny; Seppälä, Heikki; Poon, Ser-Huang - In: Global credit review 4 (2014), pp. 67-85
Persistent link: https://www.econbiz.de/10010422179
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From incurred loss to Current Expected Credit Loss (CECL) : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J. - 2020
The Current Expected Credit Loss (CECL) framework represents a new approach for calculating the allowance for credit losses. Credit cards are the most common form of revolving consumer credit and are likely to present conceptual and modeling challenges during CECL implementation. We look back at...
Persistent link: https://www.econbiz.de/10012198568
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Generalists and specialists in the credit market
Fricke, Daniel; Roukny, Tarik - In: Journal of banking & finance 112 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012225285
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Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H. - In: Journal of investment management : JOIM 14 (2016) 2, pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
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A real options model for loan portfolios of actively traded Philippine universal banks
Tan, Jackson J.; Trinidad, Fernando L. - In: Journal of Global Entrepreneurship Research : JGER 8 (2018) 4, pp. 1-24
This study applies Real Options Theory to banking in the environment of actively traded Philippine Universal Banks …
Persistent link: https://www.econbiz.de/10011843701
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From incurred loss to Current Expected Credit Loss (CECL) : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J. - 2018
The Current Expected Credit Loss (CECL) framework represents a new approach for calculating the allowance for credit losses. Credit cards are the most common form of revolving consumer credit and are likely to present conceptual and modeling challenges during CECL implementation. We look back at...
Persistent link: https://www.econbiz.de/10011971340