Does Market Performance Influence Credit Risk?

Counterparty credit risk and the credit default swap market

Counterparty credit risk has become one of the highest-profile risks facing participants in the financial markets. Despite this, relatively little is known about how counterparty credit risk is actually priced. We examine this issue using an extensive proprietary data set of contemporaneous CDS transaction prices and quotes by 14 different CDS dealers selling credit protection on the same under...

Does Government Intervention in the Small-Firm Credit Market Help Economic Performance?

Views stated in Policy Discussion Papers are those of the authors and not necessarily those of the Federal Reserve Bank of Cleveland or of the Board of Governors of the Federal Reserve System. Materials may be reprinted, provided that the source is credited. Please send copies of reprinted materials to the editor. The guaranteed lending programs of the Small Business Administration (SBA) are la...

Performance of Credit Risk Management in Indian Commercial Banks

For banks and financial institutions, credit risk had been an essential factor that needed to be managed well. Credit risk was the possibility that a borrower of counter party would fail to meet its obligations in accordance with agreed terms. Credit risk; therefore arise from the bank’s dealings with or lending to corporate, individuals, and other banks or financial institutions.  Credit risk...

Effects Of Risk Parameters (Credit, Operational, Liquidity And Market Risk) On Banking System Efficiency (Studying 15 Top Banks In Iran)

Predicting New Customers’ Risk Type in the Credit Card Market

Journal of Marketing Research Vol. XLVI (August 2009), 506–517 © 2009, American Marketing Association ISSN: 0022-2437 (print), 1547-7193 (electronic) *Yi Zhao is a Fellow of the Center for Excellence in Brand & Customer Management, J. Mack Robinson College of Business, Georgia State University (e-mail: [email protected]). Ying Zhao is Assistant Professor of Marketing (e-mail: [email protected]), a...