Risk-adjusted pricing of project loans

Pricing Fixed-Income Derivatives with the Forward-Risk Adjusted Measure

The Unsupportable Cost of Variable Pricing of Student Loans

Project Risk Assessment Framework

This study presents a framework for calculating the risk of various projects, especially projects under uncertain circumstances. First, the related literature is reviewed and then the relationship between risk and projects is examined. Using a case study an approach is provided to determine the project risk in uncertain circumstances where sufficient data is not available for decision-making. I...

On Pricing Risky Loans and Collateralized Fund Obligations

Loan spreads are analysed for two types of loans. The …rst takes losses at maturity only; the second one follows the formulation of CFOs (Collateralized Fund Obligations), with losses registered over the lifetime of the contract. In both cases, the implementation requires the choice of a process for the underlying asset value and the identi…cation of the parameters. The parameters of the proces...

Predicting the Credit Risk of Loans Using Data Mining Tools

 One of the most common causes or credit phenomenon that is taken into account for credit risk is the customer’s noncompliance with the commitments. Thus, by predicting the behavior of loan applicants, the growth rate of debts can be decreased. Hence, this study is conducted on corporate applicants for loans in one of the public banks in Iran. In this paper, the main elements comprising the cus...