LOAN RISK MANAGEMENT RELATED FORMS OF APPLICATION MODELS BY BANKING INSTITUTIONS
نویسندگان
چکیده
منابع مشابه
Comments Welcome Credit Derivatives in Banking: Useful Tools for Loan Risk Management?
We model the e ects on banks of the introduction of a market for credit derivatives; in particular, credit default swaps. A bank can use such swaps to temporarily transfer credit risks of their loans to others, reducing the likelihood that defaulting loans trigger the bank's nancial distress. Because credit derivatives are more exible at transferring risks than are other, more established tools...
متن کاملWelcome Credit Derivatives in Banking : Useful Tools for Loan Risk Management ?
Previously circulated under the title \Banks and credit derivatives: Is it always good to have more risk management tools?" Abstract We model the eeects on banks of the introduction of a market for credit derivatives; in particular, credit default swaps. A bank can use such swaps to temporarily transfer credit risks of their loans to others, reducing the likelihood that defaulting loans trigger...
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ژورنال
عنوان ژورنال: European Journal of Business and Economics
سال: 2015
ISSN: 1804-9699
DOI: 10.12955/ejbe.v10i2.698