Credit and portfolio
Haar Wavelets-Based Methods for Credit Risk Portfolio Modeling
... a credit portfolio, under the one-factor model ...[Mas11] and has been published in Quantitative ...consuming and is not ...tolerance and computational ...for credit risk which ...
126
Three essays on the cutting edge of credit spread modeling
... price, and each of them was subtracting the CVA of the other from the valuation of the equivalent default-free portfolio, no deal would be closed unless one of them could be considered unanimously as ...its ...
170
Modelación del Riesgo de Crédito: la pérdida de distribución de una cartera de préstamos
... quantify credit risk at portfolio ...the portfolio loss distributions will be presented. The expected and unexpected loss, are defined as the expectation and standard deviation, ...
14
Inflation Risk and Portfolio Allocation in the Banking System
... Stiglitz and Weiss (1981), has studied the e®ect of asymmetric information in the lender-borrower ...borrowers and adverse se- lection among di®erent borrowers, the bank's expected return on a risky loan is ...
24
Three essays on computational finance and credit risk measurement and management.
... the portfolio of Spanish financial institutions in order to analyze the accuracy and possible drawbacks of the method using Monte Carlo simulations as ...accurate and less time demanding than the ...
123
Credit Risk and mild explosivity of Credit Default Swaps in the Corporate Energy Sector
... mild explosivity in the last quarter of 2008, shortly after the collapse of the crude oil price. Evidence of mild explosivity is found also in four CDS corporates in December 2015 towards the spring of 2016, again ...
27
Credit unions
... Assembly, and a copy of any agreements relating to the partner, individually and particularly if he so desires, a clarification of his economic situation in the cooperative within one ...
58
Posibilidades del e-portfolio para el desarrollo de competencias en la formación del tutor virtual
... e- portfolio, ha posibilitado una línea de investigación interesante sobre el dinamismo de los procesos formativos en los profesores durante sus estudios universitarios, cuando se enfrentan a las prácticas ...
5
Informality and macroeconomic volatility : do credit constraints matter?
... To explain these patterns of aggregate volatility, Finkelstein Shapiro (2015) shows that the root cause of changes in informal sector size matters for the relationship between informality and both long- and ...
26
Credit Management
... el credit management sirve para aplicar el principio de rebajar las inversiones en créditos proce- dentes de las ventas de productos o prestaciones de servicios ...
16
Creating a research network for a successful e portfolio design and implementation
... companies and administrations has emerged strongly during the last years by creating very different practices coming from different objectives and ...researchers and practitioners to design ...
5
Spanish SMEs´ subsidised and guaranteed credit during economic crisis: a regional perspective
... (SMEs), and in Spain, close to 99% of all firms are ...academic and institutional ...the credit market. The main aspects to consider in this sense are the credit constraints 1 and the ...
39
Strategic currency hedging and global portfolio investments upside down
... deposit, and then to monthly mark to market the excess return of such position, which is assumed to be renewed every ...Libor and, for the local deposits, the local interest rate information from the IFS ...
12
Geographical portfolio diversification
... Geographical portfolio diversification is a technique that consists on diversifying a securities portfolio through different economies or regions, in order to reduce the total risk on the ...analysis ...
26
English as medium of instruction Teachers' concerns at a Spanish university
... problems and difficulties as it will be shown in the literature ...Helm and Guarda state (2015), most EMI studies in Europe have been developed in countries where English has been integrated for a very long ...
53
La orientación profesional, una llave para la igualdad de oportunidades para todos
... un portfolio electró- nico para atender de forma integrada todo el proceso de orientación académica profesional de los estudian- tes desde tercero de la ESO a segundo de ...un portfolio electrónico de forma ...
8
Development of a Classification of Spanish Credit Institutions Based on the Concept of Stakeholder
... social and environmental criteria in their economic activities and relationships with ...a credit institution decides to involve itself in social activities is a question which the literature on ...
10
Analysis of hedge funds, risk measures and portfolio construction
... fund and more recently Bernard ...returns, and thus alpha, due to their unique dynamic trading strategies, the low correlation with returns on bonds and equities, and the perceived beneficial ...
129
Social Fintech: The new approach to reduce global poverty
... If financial exclusion has been identified as one of the factors underlying extreme poverty, it is important to ensure that people are able to access the financial system in order to fight chronic poverty. The fast ...
7
