Keyword: finance & banking

Found 743 papers in total
Pricing fast-pay mortgages: some simulation results
Pricing fast-pay mortgages: some simulation results
1987,
The mortgage market has undergone rapid change in recent years, particularly in the...
Models and forecasts of credit card balance
Models and forecasts of credit card balance
2016,
Credit card balance is an important factor in retail finance. In this article we...
Spatial dependence in credit risk and its improvement in credit scoring
Spatial dependence in credit risk and its improvement in credit scoring
2016,
Credit scoring models are important tools in the credit granting process. These models...
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
2016,
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted...
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
2016,
This paper evaluates the performance of a number of modelling approaches for future...
A new Mixture model for the estimation of credit card Exposure at Default
A new Mixture model for the estimation of credit card Exposure at Default
2016,
Using a large portfolio of historical observations on defaulted loans, we estimate...
A dynamic program for valuing corporate securities
A dynamic program for valuing corporate securities
2016,
We design and implement a dynamic program for valuing corporate securities, seen as...
Notes on technical efficiency estimation with multiple inputs and outputs
Notes on technical efficiency estimation with multiple inputs and outputs
2016,
Collier, Johnson and Ruggiero (2011) deal with the problem of estimating technical...
Monitoring in small business lending: how to observe the unobservable
Monitoring in small business lending: how to observe the unobservable
2015,
In this article we investigate the determining factors of bank monitoring in small...
Financial transactions within bank holding companies
Financial transactions within bank holding companies
1984,
This study explores financial transactions within bank holding companies in both a...
Strong form efficiency of the foreign exchange market and bank positions
Strong form efficiency of the foreign exchange market and bank positions
1984,
This paper explores the strong form efficiency of the pound sterling‐U.S....
An empirical study of the diffusion process of securities and portfolios
An empirical study of the diffusion process of securities and portfolios
1984,
The nature of the stochastic process generating the path of security prices through...
Exploring Management Capability in SMEs using transactional data
Exploring Management Capability in SMEs using transactional data
2016,
Small‐ and medium‐sized enterprises (SMEs) have become very important in...
Supply chain information in analyst reports on publicly traded companies
Supply chain information in analyst reports on publicly traded companies
2016,
Equity analysts do use supply chain information for reports and recommendations. The...
Pricing dynamic fund protections with regime switching
Pricing dynamic fund protections with regime switching
2016,
This paper deals with the valuation of dynamic fund protections in a Markov...
Persistent dependence in gold prices
Persistent dependence in gold prices
1982,
The purpose of this paper is to analyze the behavior of gold prices during the last...
Bank holding company expansion: a refocus on its financial rationale
Bank holding company expansion: a refocus on its financial rationale
1983,
This paper addresses managerial motivation, stockholder motivation, organizational...
Compensating balances and foreigners' dollar deposits in United States banks
Compensating balances and foreigners' dollar deposits in United States banks
1983,
Over the past 15 years, foreigners have been holding increasing quantities of dollars...
Diversification, double leverage, and the cost of capital
Diversification, double leverage, and the cost of capital
1983,
Public utility regulators choose between ‘double leverage’ and...
Who holds alternative market-yield accounts?
Who holds alternative market-yield accounts?
1984,
This paper examines household liquid asset allocation for the period just prior to the...
The value impacts of capital adequacy regulation and stochastic deposits
The value impacts of capital adequacy regulation and stochastic deposits
1984,
The relationship between a bank's soundness and the set of factors evaluated by...
Selective hedging of bank assets with treasury bill futures contracts
Selective hedging of bank assets with treasury bill futures contracts
1984,
The recent volatility of interest rates, the associated profit pressures imposed on...
Expectations, interest rates, and commercial bank stocks
Expectations, interest rates, and commercial bank stocks
1985,
This study examines the effect of current and expected interest rate changes on bank...
Distributions of financial ratios in the commercial banking industry
Distributions of financial ratios in the commercial banking industry
1985,
Much research in banking assumes that the data are normally distributed. There has...
Papers per page: