Analysis of default risk in microfinance institutions under the Basel III framework
MP Durango‐Gutiérrez, J Lara‐Rubio… - … Journal of Finance & …, 2023 - Wiley Online Library
International organizations such as OECD, WBG, IMF, UN and EU, as well as research
studies, have highlighted the increasing contribution being made by microcredit finance …
studies, have highlighted the increasing contribution being made by microcredit finance …
The impact of climate change on agricultural productivity and agricultural loan recovery; evidence from a developing economy
Agricultural loans are critically linked with agricultural productivity. Agricultural productivity
has a significant dependency on climate contingencies. This motivates us to explore the …
has a significant dependency on climate contingencies. This motivates us to explore the …
Interpretable machine learning for creditor recovery rates
A Nazemi, FJ Fabozzi - Journal of Banking & Finance, 2024 - Elsevier
Abstract Machine learning methods have achieved great success in modeling complex
patterns in finance such as asset pricing and credit risk that enable them to outperform …
patterns in finance such as asset pricing and credit risk that enable them to outperform …
Modeling recovery rates of small-and medium-sized entities in the US
A sound statistical model for recovery rates is required for various applications in
quantitative risk management, with the computation of capital requirements for loan …
quantitative risk management, with the computation of capital requirements for loan …
Corporate loan recovery rates under downturn conditions in a developing economy: evidence from Zimbabwe
In this study, we design stepwise ordinary least squares regression models using various
amalgamations of firm features, loan characteristics and macroeconomic variables to …
amalgamations of firm features, loan characteristics and macroeconomic variables to …
Financing the low-carbon transition: the impact of financial frictions on clean investment
H Schuldt, K Lessmann - Macroeconomic Dynamics, 2023 - cambridge.org
Carbon pricing aims to shift the risk-adjusted returns on investment in favor of green
technologies vis-'a-vis fossil investment, relying on efficient capital markets to redirect …
technologies vis-'a-vis fossil investment, relying on efficient capital markets to redirect …
Leasing as a mitigation of financial accelerator effects
We document that leased capital accounts for about 20% of total physical productive assets
used by US public firms, and its proportion is more than 40% among small and financially …
used by US public firms, and its proportion is more than 40% among small and financially …
[图书][B] Banking, risk and crises in Europe: from the global financial crisis to covid-19
European economies have been plagued by successive crises, from the Global Financial
Crisis (GFC) to the COVID-19 pandemic, through to the economic and geopolitical instability …
Crisis (GFC) to the COVID-19 pandemic, through to the economic and geopolitical instability …
Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe
We design ordinary least squares (OLS) regression models to estimate the credit conversion
factor (CCF) in order to precisely predict the EAD at the account level for defaulted private …
factor (CCF) in order to precisely predict the EAD at the account level for defaulted private …
[PDF][PDF] Loan recovery procedures in Tanzania: A case of selected microfinance institutions in Dar-Es-Salaam, Tanzania
R Sikira - International Journal of Scientific Research and …, 2021 - academia.edu
The study aimed to determine the procedures employed by MFIs, specifically in loan
recovery in Tanzania. Loan recovery has been a difficult task for many financial institutions …
recovery in Tanzania. Loan recovery has been a difficult task for many financial institutions …