Similar Search Results

Loss, default and loss given default modeling

Witzany, Jiří - 2009

The goal of the Basle II regulatory formula is to model the unexpected loss on a loan portfolio. The regulatory formula … is based on an asymptotic portfolio unexpected default rate estimation that is multiplied by an estimate of the loss …-factor models where default and loss given default are driven by one systemic factor and by one or more idiosyncratic factors. In …

Persistent link: https://www.econbiz.de/10003823898

Pitfalls in modeling loss given default of bank loans

Hibbeln, Martin; Gürtler, Marc - 2011

The parameter loss given default (LGD) of loans plays a crucial role for risk-based decision making of banks including … estimates. -- Credit risk ; Bank loans ; Loss given default ; Forecasting …

Persistent link: https://www.econbiz.de/10009487575

Why Do Banks Hide Losses?

Flanagan, Thomas; Purnanandam, Amiyatosh - 2020

Despite plenty of anecdotal evidence of hidden losses in banks, there is no systematic study analyzing the economic drivers of this behavior: we simply do not get to observe what banks are hiding unless they are caught. Using a regulatory change in India that forced all commercial banks to...

Persistent link: https://www.econbiz.de/10012850226

Expected Losses, Unexpected Costs?

Ertan, Aytekin - 2019

This paper examines the real effects of banks switching to an expected credit loss (ECL) framework under IFRS 9. I …

Persistent link: https://www.econbiz.de/10012857786

Forecasting expected and unexpected losses

Juselius, Mikael; Tarashev, Nikola A. - 2020

procyclicality of banks' loss-absorbing resources. …

Persistent link: https://www.econbiz.de/10012391488

Financial inclusion, regulation, and education in Germany

Neuberger, Doris - 2015

Germany's bank-based financial system provides a high level of financial inclusion, measured by bank outreach and use of financial services. However, the most vulnerable individuals and small enterprises in Germany tend to be excluded or credit constrained. The quality of financial inclusion is...

Persistent link: https://www.econbiz.de/10010532087

Fintech Lending : Financial Inclusion, Risk Pricing, and Alternative Information

Jagtiani, Julapa - 2017

Fintech has been playing an increasing role in shaping financial and banking landscapes. Banks have been concerned about the uneven playing field because fintech lenders are not subject to the same rigorous oversight. There have also been concerns about the use of alternative data sources by...

Persistent link: https://www.econbiz.de/10012951661

Fintech Lending : Financial Inclusion, Risk Pricing, and Alternative Information

Jagtiani, Julapa - 2018

Persistent link: https://www.econbiz.de/10012931070

Determinants of Fintech and Bigtech Lending : the Role of Financial Inclusion and Financial Development

Ozili, Peterson K - 2023

Credit markets around the world are undergoing digital transformation which has led to the rise in Fintech and Bigtech lending. Fintech and Bigtech lending is the provision of credit by Fintech and Bigtech providers who have more capital, cutting-edge IT systems, worldwide recognition, greater...

Persistent link: https://www.econbiz.de/10014352571

Credit risk database for SME financial inclusion

Nguyen, Lan H.; Sagara, Megumi - 2020

We introduce the Credit Risk Database (CRD) and its contribution to financial inclusion efforts in Japan. By collecting financial data about small and medium-sized enterprises (SMEs), the CRD contributes to the overall understanding of the SME sector, to the adaptation of risk-based lending and...

Persistent link: https://www.econbiz.de/10012205617