Credit Risk in Banking
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Three essays on computational finance and credit risk measurement and management.
... financial in- stitutions in order to ensure a maximum default probability of each institution, however a macro- prudential financial regulation focuses on the whole loss distribution of the financial ...
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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
... crucial in banking ...role. In that order it becomes necessary to identify and analize the determinant factors that affect the loan ...elements in risk credit management and the ...
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Optimal Capital Requirement with Noisy Signals on Banking Risk
... papers in this literature attempt to characterize the optimal level of capital require- ...affect credit availability causing social ...results in in- efficiency by impeding banks’ ability to ...
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Essays in Banking
... when credit is dispersed because they do not ultimately bear all the credit risk, and this arises in settings such as multiple-bank lending syndicates or when there is a secondary loan ...
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Three essays on the cutting edge of credit spread modeling
... counterparties. In order to calculate CVA-DVA adjustments, or CCR regulatory capital, they must simulate hundreds or thousands of different risk factors to obtain the required ...pointed in [46] or ...
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The cyclical behavior of bank capital buffers in an emerging economy: size do matters
... banks’ risk taking and individual capital requirements. In order to promote a sound asset and liabil- ity management, the current regulatory framework pretends to stimulate banks to hold an adequate level ...
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Competition and market structure of the banking sector in Mexico
... shown in Table ...banks in Mexico earned their revenues under conditions of monopolistic ...specific banking factors corroborate the above ...that credit risk has affected the capacity ...
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Internal controls and credit risk relationship among banks in Europe
... on Banking Supervision (2010) defined internal controls as ensuring that senior management establishes and maintains an adequate and effective internal control system and ...assurance in areas including ...
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TítuloBehavioral microfoundations of retail credit markets :a theoretical and experimental approximation
... by credit is related to the Post Keynesian endogenous money model (Moore, ...1988). In the era of modern liability management, bank lending operations are neither deposit nor reserve constrained: instead, ...
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Effect of internal controls on credit risk among listed Spanish banks
... Spanish banking industry as so competitive that commercial banks had to adjust their deposits and loan ...of credit market products and the processes of initiating, negotiating, funding, servicing and ...
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Impact of Bankruptcy Risk and Competition on Profitability in the Iranian Banking System Using BOONE Indicator: Generalized Method of Moments
... that in the NIM profitability method, the variable with distributed lag of profitability, liquidity, GDP growth rate has a positive and significant relationship with profitability of banks in all three ...
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The Gilded Bubble Buffer and Optimal Macroprudential Policy
... of credit allocation and on the reduction of systemic ...bubbles in a banking economy and their role in generating banking ...dynamics in connection with credit ...
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Credit risk on basel rules: Claims on corporates
... the banking business, credit risk takes the central role as its main activity is related to credit ...banks in credit management there is no chance to economic ...measure ...
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CENTRAL BANKING IN A DEMOCRATIC SOCIETY STIGLITZ
... even in what should be purely ‘posi- tive’ discussions of the trade-off between inflation and ...belief in the low-inflation environment currently in the United ...While in commenting on ...
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Abstracts
... vice in the end of 80s and the beginning of 90’s. Values, organization and technology were the new terms employed by public organizations; quality appeared as a frame for a global and systematic vision of public ...
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Risk sharing with Multilateral Financial Institutions in infrastructure and energy project financing : effect on capital relief for commercial banks
... through risk-sharing schemes that will be analysed and summarised in Chapter ...for risk-sharing in emerging ...policies in developing countries that in turn effectively support ...
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Holding and using credit cards in Mexico
... of credit cards, it is worth highlighting that a major flaw of the survey, for the purpose of the present research, is that it doesn’t allow the identification of the cardholder within the ...highlighted in ...
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TítuloA computational system for the Heuristic Forecasting of Fire Risk
... area in question (the interpretation context) are taken into consideration so as to refine the said index and ultimately quantify the potential risk of a forest ...
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Rural credit and income distribution in Colombia
... eatimate8 of the marginal phy.ical and marginal value product of labor total labor in mast instaneea and intermediate input a on farmo of different size for various.. The numbors in.[r] ...
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GUIDELINES TO WRITE THE RESEARCH PROJECT to Education the last one doc
... cited in the text, for example if it is only two authors ...cited in the first time the publication appears in the text, subsequently, you can cite only the first author followed by “et ...
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