[HTML][HTML] Pension de-risking choice and firm risk: Traditional versus innovative strategies

Z Li, A Kara - International Review of Financial Analysis, 2022 - Elsevier
We examine the determinants of firms defined-benefit pension plan de-risking strategy
choices and their impact on firm risk. We compile a hand-collected dataset for FTSE 350 …

Predicting volatility of non-performing financing: Lessons from Indonesian Islamic banking industry

F Mubarok, A Hamid… - … : Jurnal Ekonomi Dan …, 2020 - muqtasid.iainsalatiga.ac.id
Islamic banking financing is carried out into three categories, namely financing based on
economic sectors, financing based on contracts, and financing based on types of use. The …

Political Institutions and Macroeconomic Factors as Determinants of Credit Risk in South Africa

S Zhou, DD Tewari - Journal of Economics and …, 2018 - ojs.amhinternational.com
This study analyses the effects of political institutions and macroeconomic factors on credit
risk in South Africa using quarterly data between 1998 and 2016. The study uses the ARDL …

Construction basis of C2C e-commerce credit evaluation index

H Peng - Journal of Electronic Commerce in Organizations …, 2017 - igi-global.com
C2C e-commerce rapidly develops, which is an important economic pillar. With the
deepening of the network life, more and more people join the C2C e-commerce …

Credit Risk Propagation in Structural-Form Models

CD Fuh, CL Michael Kao - SIAM Journal on Financial Mathematics, 2021 - SIAM
Existing empirical studies on correlated defaults have shown that the default of a firm
impacts other firms; however, this impact has yet to be theoretically validated and quantified …

Research on Stress Test of Bank Credit Risk in International Trade Based on DEA Model

Z Xie - Financial Engineering and Risk Management, 2023 - clausiuspress.com
International trade financing refers to the sum of all kinds of services provided by banks to
meet the capital needs of traders around the capital needs and the laws of capital flow …

Predicting Volatility of Non-Performing Financing: Lessons from Indonesian Islamic Banking Industry

MNR Al Arif - repository.uinjkt.ac.id
Islamic banking financing is carried out into three categories, namely financing based on
economic sectors, financing based on contracts, and financing based on types of use. The …

[PDF][PDF] Turnitin 8: Predicting Volatility of Non-Performing Financing: Lessons from Indonesian Islamic Banking Industry

MNR Al Arif - repository.uinjkt.ac.id
Islamic banking financing is carried out into three categories, namely financing based on
economic sectors, financing based on contracts, and financing based on types of use. The …

[PDF][PDF] CONSEQUENCES OF MONETARY POLICY FOR CREDIT RISK IN THE USA

M BOHDALOVÁ, M PAŽICKÝ - International Journal of Economics …, 2018 - researchgate.net
Financial institutions have experienced various difficulties for many years; this is the main
reason why every bank should be aware of its credit risk evolution in order to set objectives …

General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures

L Wang, Y Yan, X Li, X Chen - Plos one, 2018 - journals.plos.org
PCA has been widely used in many fields to detect dominant principle components, but it
ignores the information embedded in the remaining components. As a supplement to PCA …