Banks are at the core of economic functioning in various countries and are the cause of their
development in various fields. In a changing environment, they must deal with certain risks …

The authors examine the impact of large changes in single-issuer credit default swap (CDS)
spreads on the underlying entity's equity prices. They consider a sample of 633 significant …

This paper intends to assess the interaction between stability factors and profitability proxies
with macroeconomic factors as controllable variables. The analysis used bank risk metrics …

This paper develops a risk-based capital pricing model for credit insurance portfolios held by
a vulnerable insurer. The model accounts for business cycles using a two-state Markov …

In this study we develop and demonstrate a powerful and flexible forward-looking portfolio
simulation methodology for assessing the correlated impacts of market risk, and private …

Banks are at the core of economic functioning in various countries and are the cause of their
development in various fields. In a changing environment, they must deal with certain risks …

In any business organization, changing consumer behaviour is a big challenge in
sustainable growth of the business. In developing country like India, there is need to …

Stationary-leverage-ratio models of modelling credit risk based on constant target leverage
ratios cannot generate probabilities of default which replicate empirically observed default …

近年來全球暖化對環境與經濟的影響, 將ESG (環境, 社會責任與公司治理) 相關議題整合入企業
營運與其利害關係人中, 發展出企業永續的理念已是當前趨勢, 逐成為企業與國際對接的重要 …