New and innovative computational approaches to assessing credit and credit risk
Our analysis indicates that Islamic banks exhibit lower credit risk
than do conventional banks (p < 0.01).
is heightened by increased numbers of borrowers who fail to meet the repayment obligations on their loans, and is measured by non-performing loan rates.
* It is a consistent and easy way to talk about credit risk
throughout the life of the loan, from underwriting to calculating ALLL
Risk components have been increased dramatically in the recent years, especially in the case of health and safety issues, it is also true in the case of financial products, for example, credit risk
D&B's Turkey Credit Risk
Index for the third quarter of 2013 was 1072, slipping to 1035 in the fourth quarter.
In the real credit risk
contagion, the existence of correlated noises and their interactive driving is also prevalent and very often is the main cause for stochastic default of credit activity participants.
This paper examines how the factors and characteristics of determinants of credit risk
in Jordanian banking for the period 2006 to 2010.
Saunders, 1997, Credit Risk
Measurement: Developments over the Last 20 Years, Journal of Banking and Finance, 21: 1721-1748.
When it comes to the assessment of an entire portfolio of accounts, Credit Value-at-Risk (CVAR) is used as a tool to measure and control the credit risk
. Please keep in mind that no prescribed methodology exists for quantifying the capital required by a firm to back credit risk
For months now, Washington's focus has quietly been shifting away from the theoretical constructs of Basel II and toward the very real risk issues of counterparty credit risk
* using loan-to-value ratios, credit assessments, and other broad measures of credit risk
for assigning risk weights to residential mortgages;