نتایج جستجو برای: credit risk
تعداد نتایج: 967191 فیلتر نتایج به سال:
Credit risk has become a topical issue since the 2007 Credit Crisis, particularly for its impact on the valuation of OTC derivatives. This becomes critical when the credit risk of entities involved in a contract either as underlying or counterparty become highly correlated as is the case during macroeconomic shocks. It impacts the valuation of such contracts through an additional term, the cred...
Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises. Using a model with banking and insurance sectors, we show that credit risk transfer can be beneficial when banks face uniform demand for liquidity. However, when they face ...
Instruments for credit risk transfer arise endogenously from and interact with optimizing behavior of their users. This is particularly true with credit derivatives which are usually OTC contracts between banks as buyers and sellers of credit risk. Recent literature, however, does not account for this fact when analyzing the effects of these instruments on banking. The present paper closes this...
Risk analysis is necessary for portfolio management. Investors in setting an appropriate portfolio need to pay attention to risk-related indicators as well as profitability. Beside soft approaches for composing indicators to an index such as AHP, the optimization approaches such as DEA are also considered. However, if the indicators have a hierarchical structure, then it is no longer possible t...
Profitability is the ability of Village Credit Institution to generate profits and a ratio that can assess how Institution's profits. The high profitability indicates good performance Institution. This study aims determine effect credit risk, operational liquidity risk on profitability. research was conducted at for period 2017-2021. data collection method used non-behavioral observation with m...
Standard banking theory suggests that there exists an optimal level of credit risk that yields maximum bank profit. We identify the optimal level of risk-weighted assets that maximizes banks’ returns in the full sample of US banks over the period 1996–2011. We find that this optimal level is cyclical for the average bank, being higher than the realized credit risk in relatively stable periods w...
مهمترین کارکردهای نظام مالی در هر اقتصادی، دسترسی به نقدینگی، تخصیص منابع و مدیریت ریسک میباشد و عملکرد آنها در ایفای این نقشها بر ثبات یا بحران در اقتصاد تاثیر به سزایی دارد. علاوه بر نقشهای مذکور، با توجه به اینکه فعالیت عمده بانکها جمعآوری وجوه و اعطای تسهیلات است، بنابراین بررسی عوامل موثر بر ریسک اعتباری جهت کاهش مطالبات معوق اهمیت خاصی دارد. پژوهش حاضر، به بررسی تاثیر عوامل درون...
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