Credit Risk
Credit risk on basel rules: Claims on corporates
... business, credit risk takes the central role as its main activity is related to credit ...in credit management there is no chance to economic ...measure credit risk to ensure its ...
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Internal controls and credit risk relationship among banks in Europe
... bank credit risk ...monitor credit supply may engage in certain actions or inactions that will impair the loan portfolio leading to the loss of ...systems, credit risk could be ...
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An insight into the experimental design for credit risk and corporate bankruptcy prediction systems
... the risk of producing a subset with no samples from some ...of credit risk and bankruptcy prediction, it is very common to find small and medium sized databases with imbalanced class distribution, ...
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Effect of internal controls on credit risk among listed Spanish banks
... environment, risk assessment, control activities and monitoring are indications of attempt to make provision for effective internal control ...areas, credit pollution through multiple borrowing is likely to ...
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Three essays on computational finance and credit risk measurement and management.
... The credit risk loss distribution of a portfolio can be obtained in many ways being the Monte Carlo simulation the simplest one, although it can be quite time ...
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Valoración y riesgo crediticio en ColombiaValuation and credit risk in Colombia
... the credit risk in Colombia, is a difficult task, since they are different elements of context that must be considered in that process, a situation that leads necessarily to the combination of methods, both ...
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Haar Wavelets-Based Methods for Credit Risk Portfolio Modeling
... a credit portfolio, under the one-factor model ...for credit risk which are widespread used in the ...underlying risk factors reflecting the state of the economy (or the business cycle) as ...
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Factores determinantes del riesgo de crédito en el Banco Popular de Ahorro. Determinants of credit risk in the Banco Popular de Ahorro
... in risk credit management and the diferent methodologies for its ...main risk factors taking as object of study two municipal banking branch´s porfolio of Santiago de ...
17
Three essays on the cutting edge of credit spread modeling
... the credit contracts mentioned ...the credit risk arising from the purchase of a sovereign ...to credit risk, since, in case the credit quality of the country worsened and ...
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Risk sharing with Multilateral Financial Institutions in infrastructure and energy project financing : effect on capital relief for commercial banks
... these credit-risk-mitigation instruments on the recovery rate of Project Finance will be ...the credit risk model developed the political risk coverage or any other credit ...
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The cyclical behavior of bank capital buffers in an emerging economy: size do matters
... to credit risk materialization when loans are growing ...managing credit risk in Colombian …nancial institutions (SARC), has had no signi…cant e¤ect in the time-series behavior of banks’ ...
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Differentiated determinants of risk in portfolio at risk of the microfinance institutions in Mexico (2007-2012) Determinantes diferenciados de riesgo en la cartera en riesgo de las instituciones microfinancieras en México (2007-2012) Roberto Alejandro Ram
... MFIs credit risk exposure using the traditional panel approach, we may think that all micro credit institutions are controlling their risks in the same way since the best model is the pooled ...
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Credit, liquidity and housing prices
... in credit matters stemming from accession of Spanish to the ...the credit supply by modifying the requirements demanded by banks to grant loans, in such a way that higher mortgages would be granted for the ...
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The Gilded Bubble Buffer and Optimal Macroprudential Policy
... total credit supply when households are borrowing to buy the bubble, as this reduces the riskiness of the economy, thus improving the allocation of funds and reducing systemic ...total credit supply rather ...
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International financial inclusion: some multidimensional determinants
... The international indicator chosen to approxi- mately reflect the labor fragility, is the one of the vulnerable employment of the Internatio- nal Labor Organization (ILO, 2017), published as a percentage of the total ...
14
Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina
... on credit situation of each ...poor credit situation tend to pay higher interest ...for credit situation 1 is included, it is negative and statistically significant (we do not show the regression for ...
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Uso de los modelos credit scoring en microfinanzas.
... Entre otros trabajos se encuentran los de Miller y Rojas (2005), que formularon un cr´edit scoring de Pymes de Mexico y Colombia respectivamente, mientras que Milena et al. (2005) hicieron lo mismo para microfinancieras ...
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El impacto sobre el empleo del "credit crunch"
... En la línea argumental de aplicar este tipo de modelos basados en el concepto de «acelerador financiero» a las propias entidades bancarias, subrayando el hecho de que el elevado peso de la financiación mayorista que las ...
14
Weather Variability, Credit Scores and Access to Credit: Evidence from Colombian Coffee Farmers
... A previous version of this paper circulated under the title “Credit Scoring Meets Agricultural Lending: Exogenous Shocks, Recovery, and Access to Formal Credit”. I am especially grateful to Eric Verhoogen ...
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El Credit Management a les entitats financeres no bancàries
... Com hem vist fins ara, el finançament alternatiu te importants diferencies amb el finançament tradicional, d’entre elles podem destacar, la desintermediació, ja que posa en contacte de manera directa a inversors i ...
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