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Mapping corporate drift towards default: Part 1: a market-based approach
Bandyopadhyay, Arindam - In: Journal of Risk Finance 8 (2007) January, pp. 35-45
default risk of publicly-listed individual companies. Design/methodology/approach – Using the contingent claim approach, a … of the risk neutral and real probability of default for 150 Indian corporates from 1998 to 2005 were constructed, that … ranking of companies on the basis of their default risk which also has good early warning predictability. Originality …
Persistent link: https://www.econbiz.de/10005002408
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Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital
Bandyopadhyay, Arindam; Chherawala, Tasneem; Saha, Asish - In: Journal of Risk Finance 8 (2007) August, pp. 330-348
Purpose – This paper is a first attempt to empirically calibrate the default and asset correlation for large companies … in India and elaborate its implications for credit risk capital estimation for a bank. Design/methodology/approach – The … authors estimate default probabilities and default correlations of long-term bonds of 542 Indian corporates using rating …
Persistent link: https://www.econbiz.de/10004966310
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Calibrating asset correlation for Indian corporate exposures
Bandyopadhyay, Arindam; Chherawala, Tasneem; Saha, Asish - In: The Journal of Risk Finance 8 (2007) 4, pp. 330-348
Purpose – This paper is a first attempt to empirically calibrate the default and asset correlation for large companies … in India and elaborate its implications for credit risk capital estimation for a bank. Design/methodology/approach – The … authors estimate default probabilities and default correlations of long‐term bonds of 542 Indian corporates using rating …
Persistent link: https://www.econbiz.de/10014901435
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Banks' risk management: a comparison study of UAE national and foreign banks
Al-Tamimi, Hussein A. Hassan; Al-Mazrooei, Faris Mohammed - In: Journal of Risk Finance 8 (2007) August, pp. 394-409
Purpose – The purpose of this research is to examine the degree to which the UAE banks use risk management practices and techniques in dealing with different types of risk. The secondary objective is to compare risk management practices between the two sets of banks....
Persistent link: https://www.econbiz.de/10004966303
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Banks' risk management: a comparison study of UAE national and foreign banks
Hassan Al‐Tamimi, Hussein A.; Mohammed Al‐Mazrooei, … - In: The Journal of Risk Finance 8 (2007) 4, pp. 394-409
Purpose – The purpose of this research is to examine the degree to which the UAE banks use risk management practices and techniques in dealing with different types of risk. The secondary objective is to compare risk management practices between the two sets of banks....
Persistent link: https://www.econbiz.de/10014901439
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Corporate governance and investment: domestic and foreign firms in Greece
Dedoussis, Elias; Papadaki, Afroditi - In: Managerial Finance 36 (2010) March, pp. 174-200
Purpose – The purpose of this paper is to test the hypothesis that the nationality of ownership affects investment through its interaction with return expectations and cash flow and to answer the question whether this is due to asymmetric information or managerial discretion problems....
Persistent link: https://www.econbiz.de/10009319849
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A practical method to estimate the cost of equity capital for a firm using cluster analysis
Ingram, Marcus; Margetis, Speros - In: Managerial Finance 36 (2010) February, pp. 160-167
Purpose – The purpose of this paper is to propose and test a method for selecting a portfolio of public firms which can be used for computing the cost of equity capital for a non-public firm or division of a firm. Design/methodology/approach – This method relies on cluster analysis and a...
Persistent link: https://www.econbiz.de/10009319855
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Hamada's equation, the Sarbanes‐Oxley Act of 2002 and the UK Companies Act of 2006
Paulo, S. - In: International Journal of Law and Management 52 (2010) 1, pp. 54-63
Purpose – The purpose of this paper is to show that Hamada's equation, which is used operationally to evaluate changes in capital structure as a result of changes in financial leverage, is subject to a number of non‐trivial deficiencies. Each of these deficiencies is of sufficient importance...
Persistent link: https://www.econbiz.de/10014781582
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A practical method to estimate the cost of equity capital for a firm using cluster analysis
Ingram, Marcus; Margetis, Speros - In: Managerial Finance 36 (2010) 2, pp. 160-167
Purpose – The purpose of this paper is to propose and test a method for selecting a portfolio of public firms which can be used for computing the cost of equity capital for a non‐public firm or division of a firm. Design/methodology/approach – This method relies on cluster analysis and a...
Persistent link: https://www.econbiz.de/10014940094
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Corporate mergers and financial performance: A new assessment of Indian cases
Reddy, K. Srinivasa; Nangia, Vinay Kumar; Agrawal, Rajat - Volkswirtschaftliche Fakultät, … - 2012
Purpose: It is worth mentioning that mergers and acquisitions (M&As) have become a popular vehicle for emerging-markets firms to rapidly access new opportunities and market capabilities. Indeed, privatization and multi-nationalization have given a greater shore up in raising global and domestic...
Persistent link: https://www.econbiz.de/10011108123