نتایج جستجو برای: credit risk bank

تعداد نتایج: 1021325  

2005
Dirk Tasche

How to come up with numerical PD estimates if there are no default observations? Katja Pluto and Dirk Tasche propose a statistically based methodology to derive non-zero probabilities of default for credit portfolios with none or very few observed defaults. Their most prudent estimation principle delivers results for any desired degree of conservatism, and can be applied to both uncorrelated an...

Journal: Money and Economy 2016

This paper studies bank loans over the business cycles in Iran to determine the role of Iranian banks in stabilizing credit. By estimating the long-run relations using dynamic OLS and fully modified OLS estimators, the findings show that real bank lending is positively related to real GDP in the long-run providing evidences of the pro-cyclicality of bank lending in Iran. Hence, Iranian banking ...

Journal: :ComTech 2023

Credit risk is bad credit, resulting in bank losses due to non-receipt of disbursed funds and unacceptable interest income. However, credit services still have be done achieve profit. The absence an approach that can assist making policies reduce makes the opportunities even more significant. So, data processing techniques are needed produce information used as basis for triggering with mining....

2001
Stephen C. Smith Suzanne Gleason Karla Hoff Jonathan Morduch Anna Paulson Rosalia Rodriguez-Garcia

Many microcredit institutions bundle credit with health, education, or other programs. This paper reviews arguments on such “tie-ins” and concludes that net benefits are possible but requires empirical testing. Quasi-experimental data from Project HOPE’s “health banks” and credit-only village banks are then examined. The paper presents evidence that health practices do not improve automatically...

2004
Jürgen Eichberger

We analyze the impact of capital adequacy regulation on bank insolvency and aggregate investment. We develop a model of the banking system that is characterized by the interaction of many heterogeneous banks with the real sector, interbank credit relations as a consequence of bank liquidity management and an insolvency mechanism. This allows us to study the impact of capital adequacy regulation...

Azam Ahmadian Mahshid Shahchera

This paper has investigated a possible relationship between credit market structure and bank development in Iran and selected developing countries, using a panel regression analysis. Accordingly, the bank development index is proxied by the allocated credits to private sector, while a dummy variable has been defined as a proxy for credit market. To estimate the regressions, we have used data of...

2008
Beverly Hirtle

Credit derivatives are the latest in a series of innovations that have had a significant impact on credit markets. Using a micro data set of individual corporate loans, this paper explores whether use of credit derivatives is associated with an increase in bank credit supply. We find evidence that greater use of credit derivatives is associated with greater supply of bank credit for large term ...

2017
Pengxiang Zhai Rufei Ma

This paper examines whether and how ownership structure affects the trade credit policies in smalland medium-sized firms (SMEs) using a sample obtained from a survey of Chinese enterprises. Specifically, we examine how ownership concentration affects SMEs’ use of trade credit through influencing the availability of bank credit. We also examine whether the ownership of the ultimate controller in...

Journal: :Business Strategy and The Environment 2022

This study empirically investigates the relationship between banks' green lending and their credit risk, how Chinese finance regulations contribute to solvency of individual banks resilience financial system. Analysing a sample 41 from 2007 2018, we find that association bank's (relative) as proportion its overall loan portfolio, depends critically on size structure state ownership. While imple...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید