A. Derbali
Higher Institute of Management of Sousse, University of Sousse, Sousse, Tunisia
[ 1 ] - Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece
The main idea of this paper is to study the dependence between the probability of default and the recovery rate on credit portfolio and to seek empirically this relationship. We examine the dependence between PD and RR by theoretical approach. For the empirically methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression. These methods allow to determinate...
[ 2 ] - The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
The present paper aimed at studying the current models of credit portfolio management. There are currently three types of models which consider the risk of credit portfolio: the structural models (Moody's KMV model, and Credit- Metrics model), the intensity models (the actuarial models) and the econometric models (the Macro-factors model). The development of these three types of models is based...
[ 3 ] - The Impact of Full Convertibility of the Dinar on the Macro-Economic Situation in Tunisia
Convertibility is an important factor in international trade where instruments valued in different currencies will be exchanged. Convertibility can be either total manner or a partial manner. However, whatever the type of convertibility, there will be advantages and disadvantages to the economy of a country of which has made a convertibility of its national currency. Convertibility was studie...
[ 4 ] - The Social Structure of an Organization: Representation for Success
Organization theory is a discipline on the boundary between economics of organizations, sociology of organizations, management and political science. She is interested in organizations, both commercial and non-commercial, in all their diversity (company, hospital, union, organization, administration, conventions). It analyzes their functioning, structure and development for the purpose of...
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