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Journal articles on the topic 'Credit flows'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Dell'Ariccia, Giovanni, and Pietro Garibaldi. "Gross Credit Flows." Review of Economic Studies 72, no. 3 (2005): 665–85. http://dx.doi.org/10.1111/j.1467-937x.2005.00347.x.

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2

Bianco, Timothy. "Monetary policy and credit flows." Journal of Macroeconomics 70 (December 2021): 103362. http://dx.doi.org/10.1016/j.jmacro.2021.103362.

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3

Figueroa, Nicolás, and Oksana Leukhina. "Cash flows and credit cycles." Journal of Banking & Finance 87 (February 2018): 318–32. http://dx.doi.org/10.1016/j.jbankfin.2017.10.013.

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4

https://airccse.org/journal/jwmn/1109s9.pdf. "Selfless Distributed Credit Based Scheduling for Improved QOS In IEEE 802.16 WBA Networks." International Journal of Wireless & Mobile Networks (IJWMN) 1, no. 2 (2022): 1–8. https://doi.org/10.5281/zenodo.6461248.

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Packet and flow scheduling algorithms for WiMAX has been a topic of interest for a long time since the very inception of WiMAX networks. WiMAX offers advantages particularly in terms of Quality of service it offers over a longer range at the MAC level. In our paper, we propose two credit based scheduling schemes one in which completed flows distributes the left over credits equally to all higher priority flows(FDCBSS) and another in which completed flows give away all the excess credits to the highest priority uncompleted flow(SDCBSS). Both the schemes are compatible with 802.16 MAC protocol a

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5

Soydan, Aylin, and Serap Bedir Kara. "IMPLICATIONS OF CAPITAL FLOWS FOR DOMESTIC CREDIT GROWTH: EVIDENCE FROM PANEL DATA ANALYSIS." Eurasian Journal of Economics and Finance 8, no. 4 (2020): 231–45. http://dx.doi.org/10.15604/ejef.2020.08.04.004.

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Following the 2007-2009 global crisis, high credit growth became an issue of concern with an emphasis on its relationship with capital flows. It is argued that large and volatile international capital flows lead to credit expansion, which in turn, may cause economic and financial instabilities when it reaches excessive levels, particularly in developing countries. This paper aims to investigate the association between credit growth and capital inflows in the context of developing countries by using panel data analysis. The methodology employed in the study offers a number advantages by allowin

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Filipova, Fanya, Atanas Atanasov, Rumyana Marinova, and Teodora Zapryanova. "THE USEFULNESS OF CASH FLOW STATEMENTS IN BANK LENDING DECISIONS: INSIGHTS FROM BULGARIAN PRACTICES." Financial and credit activity problems of theory and practice 1, no. 60 (2025): 33–48. https://doi.org/10.55643/fcaptp.1.60.2025.4622.

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This study examines the role and utility of the Statement of Cash Flows in the credit decision-making process from the perspective of Bulgarian banks. The main purpose is to evaluate how banks use the Statement of Cash Flows to assess the creditworthiness and financial health of the enterprises. A survey of leading Bulgarian banks reveals differences in how they understand and use this information in credit analysis. The findings reveal that, although banks acknowledge the importance of the Statement of Cash Flow for assessing liquidity and risk, it is often overshadowed by other financial rep

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Abualrob, Laith Abdel Rahman, and Sanaa N. Maswadeh. "The Effect of Financial Ratios Derived From Operating Cash Flows on Jordanian Commercial Banks Earnings per Share." International Journal of Financial Research 11, no. 1 (2019): 394. http://dx.doi.org/10.5430/ijfr.v11n1p394.

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This study tries to investigate the effect of operating cash flows ratios, which are (operating cash flows attributed to net income, operating cash flows attributed to credit facilities, and operating cash flows attributed to deposits) on earnings per share. The study was applied on Jordanian commercial banks listed on the Amman Stock Exchange during the period (2013-2017), and multiple regression analysis was used to test the study hypotheses.The most important results revealed by the study were: the ratio of operating cash flows attributed to credit facilities is considered as the most impor

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Brunnermeier, Markus K., and Yuliy Sannikov. "International Credit Flows and Pecuniary Externalities." American Economic Journal: Macroeconomics 7, no. 1 (2015): 297–338. http://dx.doi.org/10.1257/mac.20140054.

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This paper develops a dynamic two-country neoclassical stochastic growth model with incomplete markets. Short-term credit flows can be excessive and reverse suddenly. The equilibrium outcome is constrained inefficient due to pecuniary externalities. First, an undercapitalized country borrows too much since each firm does not internalize that an increase in production capacity undermines their output price, worsening their terms of trade. From an ex ante perspective each firm undermines the natural “terms of trade hedge.” Second, sudden stops and fire sales lead to sharp price drops of illiquid

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Chiu, Hsin-Hui, and Lu Zhu. "Can mutual fund flows serve as market risk sentiment?" Journal of Risk Finance 18, no. 2 (2017): 159–85. http://dx.doi.org/10.1108/jrf-08-2016-0103.

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Purpose This paper aims to examine the information content of mutual fund flows and its indication on investors’ preference/tolerance toward risk. Design/methodology/approach Mutual funds are grouped into different categories based on assets with different levels of risk perceptions (e.g. equity fund, money market fund), and this information is publicly accessible. This paper examines the correlation patterns between fund flows and changes in credit default swaps (CDS) spreads. In addition, it also examines such a relation by dividing the samples into different fund types (e.g. retail vs insti

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10

Lakshmi, P., M. Thenmozhi, and Nikhil Varaiya. "Determinants of Aggregate Credit Flows to U.S. Corporate and Noncorporate Sector." SAGE Open 9, no. 1 (2019): 215824401882308. http://dx.doi.org/10.1177/2158244018823082.

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This article explores the financial accounts of the United States to analyze the synchronicity in bank and nonbank credit flows with the fund flow patterns of U.S. nonfinancial corporate and noncorporate sector. We differ from prior studies and examine the long-term behavior from 1952 to 2015 in relation to peaks and troughs in business cycle, sector-specific factors, and macroeconomic variations. We find that the nonbank credit flows have evolved as a significant source of credit for corporate and noncorporate sector and exhibit higher levels of synchronicity during the period after 1980. The

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11

Sari, Yollit Permata, Isra Yenni, and Doni Satria. "Interaksi Faktor Eksternal dengan Siklus Finansial di Indonesia." Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan 9, no. 2 (2020): 69. http://dx.doi.org/10.24036/ecosains.11572657.00.

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This study aims to interact global financial market fluctuations, commodity price fluctuations and capital flows to determine which factors interact with the cycle in Indonesia the most. The data used is secondary data from official publications, namely Bank Indonesia for data on capital flows and bank credit, the International Monetary Fund (IMF) for international commodity price index data and the global financial market valatility index (VIX). The analysis period in this study is the first quarter of 1993 to the fourth quarter of 2018. The results of the study using the correlation index sh

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12

Ahmad, Imran, and Karim Alam. "Credit Flows to Pakistan’s Manufacturing SME Sector." LAHORE JOURNAL OF ECONOMICS 20, Sspecial Edition (2015): 261–70. http://dx.doi.org/10.35536/lje.2015.v20.isp.a12.

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This paper profiles the flow of credit to manufacturing SMEs and their subsectors in Pakistan. We discuss the challenges confronting the SME sector as well as the role of the central bank in this context. Based on the literature and data available, we find that the flow of financing to the manufacturing sector witnessed a gradual and steady increase in absolute terms, although its share of total industry credit declined sharply over a nine-year period. Financing to manufacturing SMEs initially declined and then increased over a period of six years.

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13

Lane, Philip R., and Peter McQuade. "Domestic Credit Growth and International Capital Flows*." Scandinavian Journal of Economics 116, no. 1 (2013): 218–52. http://dx.doi.org/10.1111/sjoe.12038.

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14

Samarina, Anna, and Dirk Bezemer. "Do capital flows change domestic credit allocation?" Journal of International Money and Finance 62 (April 2016): 98–121. http://dx.doi.org/10.1016/j.jimonfin.2015.12.013.

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15

Orhangazi, Özgür. "Capital Flows and Credit Expansions in Turkey." Review of Radical Political Economics 46, no. 4 (2014): 509–16. http://dx.doi.org/10.1177/0486613414537993.

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16

Baskaya, Yusuf Soner, Julian di Giovanni, Şebnem Kalemli-Özcan, José-Luis Peydro, and Mehmet Fatih Ulu. "Capital flows and the international credit channel." Journal of International Economics 108 (May 2017): S15—S22. http://dx.doi.org/10.1016/j.jinteco.2016.12.003.

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17

M. Hull, Robert. "Credit ratings and firm value." Investment Management and Financial Innovations 17, no. 2 (2020): 157–68. http://dx.doi.org/10.21511/imfi.17(2).2020.13.

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A topic of relevance to financial managers is the relation between a credit rating and firm value (VL). The general aim of this paper is to elucidate this relation with a specific objective of helping C corp managers choose an optimal target rating (OTR). To achieve these goals, we use the Capital Structure Model (CSM) to compute a series of firm value (VL) outcomes matched to credit ratings. The maximum VL (max VL), among all VL outcomes, identifies OTR. This identification begins with the matching of credit spreads and ratings by Damodaran (2019) for three firm categories: small, large, and

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18

Simmons, Richard. "Monetary Transmission & Small Firm Credit Rationing: The Stablecoin Opportunity to Raise Business Credit Flows." FinTech 3, no. 3 (2024): 379–406. http://dx.doi.org/10.3390/fintech3030021.

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Credit rationing, especially prevalent for smaller firms, impedes economic growth. A central bank-aligned not-for-profit managed business-to-business “stablecoin” (“synthetic central bank digital currency”) providing trade credit liquidity can provide additional monetary mass to mitigate small firm credit rationing. This raises growth by reducing monetary transmission imperfections consequent upon asymmetric information, commercial bank underwriting restrictions, market power dynamics, and regulatory distortion. A simple framework is developed to contextualise small firm credit rationing and a

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19

Pham Thi Hoanh, Oanh. "Impact of Remittances on Financial Development in Vietnam." Journal of Asian Business and Economic Studies 22, no. 03 (2015): 46–58. http://dx.doi.org/10.24311/jabes/2015.22.3.02.

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This study focuses on the impact of remittances on Vietnam’s financial development. The results drawn from its quantitative approach demonstrate that although remittance flows to the country may lead to increase in bank deposits, such increase is not high. On the other hand, reduction in credit demands may be subject to remittance flows, per the financial development based on a few credit growth indicators. In other words, effects of remittance flows, as indicated by VAR model, are not noticeable despite their positive impact, as in examples of increased deposits and remittance payment service

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20

Mou, WeiMing, Wing-Keung Wong, and Michael McAleer. "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains." Sustainability 10, no. 10 (2018): 3699. http://dx.doi.org/10.3390/su10103699.

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Supply chain finance has broken through traditional credit modes and advanced rapidly as a creative financial business discipline. Core enterprises have played a critical role in the credit enhancement of supply chain finance. Through the analysis of core enterprise credit risks in supply chain finance, by means of a ‘fuzzy analytical hierarchy process’ (FAHP), the paper constructs a supply chain financial credit risk evaluation system, making quantitative measurements and evaluation of core enterprise credit risk. This enables enterprises to take measures to control credit risk, thereby promo

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21

Bassey, Godwin E., and Ubong Edem Effiong. "FINANCIAL DEEPENING AND ECONOMIC GROWTH IN NIGERIA: AN EMPIRICAL ANALYSIS." FINANCIAL DEEPENING AND ECONOMIC GROWTH IN NIGERIA: AN EMPIRICAL ANALYSIS 1, no. 1 (2022): 93–112. https://doi.org/10.5281/zenodo.6812147.

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This paper examined the relationship between financial development and economic development in Nigeria using annual time series between 1981 and 2018. Financial development was captured with financial deepening indicator measured as a ratio of credit to the private sector to gross domestic product (GDP). The data were obtained from the 2018 Central Bank of Nigeria statistical bulletin. The study employed an econometric approach by incorporating Granger causality test, unit root test, Bounds test, and the error correction mechanism. Findings from the Granger causality test revealed that there e

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22

Moudud, Jamee K. "A critical legal history of French banking and industrialisation: an alternative to the law and development framework." London Review of International Law 7, no. 2 (2019): 215–51. http://dx.doi.org/10.1093/lril/lrz007.

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Abstract Money is central to production and the constitutional theory of money has emphasised its fundamentally public foundations, with flows of credit being demand-determined. Using France as a case study, this paper challenges the Law and Development framework by discussing law’s constitutive role in promoting industrialisation via the mobilisation of credit.

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23

Du, Ding, and Wade Rousse. "Foreign capital flows, credit spreads, and the business cycle." Journal of International Financial Markets, Institutions and Money 57 (November 2018): 59–79. http://dx.doi.org/10.1016/j.intfin.2018.06.001.

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24

Hilscher, Jens, Joshua M. Pollet, and Mungo Wilson. "Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets." Journal of Financial and Quantitative Analysis 50, no. 3 (2015): 543–67. http://dx.doi.org/10.1017/s0022109015000228.

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AbstractThis article provides evidence that equity returns lead credit protection returns at daily and weekly frequencies, whereas credit protection returns do not lead equity returns. Our results indicate that informed traders are primarily active in the equity market rather than the credit default swap (CDS) market. These findings are consistent with standard theories of market selection by informed traders in which market selection is determined partially by transaction costs. We also find that credit protection returns respond more quickly during salient news events (earnings announcements

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25

Tu, Anthony H., and Shen-Yuan Chen. "Return, Volatility and Short-term Capital Inflows: A Test of "Return-Chasing" Hypothesis in Asia-Pacific Equity Markets." Review of Pacific Basin Financial Markets and Policies 05, no. 03 (2002): 321–42. http://dx.doi.org/10.1142/s0219091502000808.

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The increased flows of securities investment have shifted from developed countries to emerging ones over the last decade. Capital flows to developing countries have important benefits. However, large surges in short-term and potentially reversible capital flows can have very negative effects. The idea of this study is to assess the empirical evidence in Asia-Pacific developed and emerging markets for whether the "return-chasing" hypothesis is true? The conditional variance in the model is assumed to follow a generalized ARCH-M model, including country credit ratings as explanatory risk variabl

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26

Han, Fei, Jian Wang, Lingli Huang, Yan Li, and Liu He. "Modeling Impacts of Implementation Policies of Tradable Credit Schemes on Traffic Congestion in the Context of Traveler’s Cognitive Illusion." Sustainability 15, no. 15 (2023): 11643. http://dx.doi.org/10.3390/su151511643.

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A tradable credit scheme (TCS) is a novel traffic demand management (TDM) measure that can effectively mitigate traffic congestion in a revenue-neutral way. Under a given TCS, the cognitive illusion (CI) would occur when travelers instinctively use a specious thinking logic to estimate travel cost. The traveler’s CI would significantly influence his/her route choice behaviors, and thus the regulation effect of TCS on mitigating traffic congestion. To reveal the impacts of implementation policies of TCS on managing network mobility in the context of the traveler’s CI, this study investigated th

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27

DOW, SHEILA C., and CARLOS J. RODRÍGUEZ-FUENTES. "The role of credit in regional divergence: Spanish regions and Eurozone countries." Brazilian Journal of Political Economy 40, no. 4 (2020): 712–27. http://dx.doi.org/10.1590/0101-31572020-3051.

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ABSTRACT This paper provides a theoretical account of the role of regional differences in cyclical patterns of credit availability for patterns of regional convergence or divergence. While mainstream theories imply either equalising regional capital flows, or else lower credit availability for peripheral regions due to market imperfections, Post-Keynesian theory of liquidity preference and financial structure imply the scope for greater credit volatility for peripheral regions, especially in downturns, contributing to real economic divergence. This latter account is assessed by means of an emp

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Zhao, Lin, Feng He, Ershuai Li, and Huagang Xiong. "Improving Worst-Case Delay Analysis for Traffic of Additional Stream Reservation Class in Ethernet-AVB Network." Sensors 18, no. 11 (2018): 3849. http://dx.doi.org/10.3390/s18113849.

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With the increase in the number of Electronic Control Units (ECUs) and future requirements for vehicle functions, two SR (Stream Reservation) traffic classes may not be sufficient to ensure fulfilment of constraints for multiple traffic types with individual timing requirements transmitted in the Ethernet-AVB (Audio Video Bridging) networks. The goal of this paper is to determine the worst-case delay for an additional SR traffic class under the CBS (Credit-Based Shaper) algorithm. Delay evaluation is based on the impact analysis of CBS on different priority flows, particularly depending on whe

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Blanchard, Olivier, Jonathan D. Ostry, Atish R. Ghosh, and Marcos Chamon. "Capital Flows: Expansionary or Contractionary?" American Economic Review 106, no. 5 (2016): 565–69. http://dx.doi.org/10.1257/aer.p20161012.

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The workhorse open-economy macro model suggests that capital inflows are contractionary because they appreciate the currency and reduce net exports. Emerging market policy makers, however, believe that inflows lead to credit booms and rising output; the evidence appears to go their way. To reconcile theory and reality, we extend the set of assets in the Mundell-Fleming model to include both bonds and non-bonds. At a given policy rate, inflows may decrease the rate on non-bonds, stimulating financial intermediation and, potentially, output as well. We explore the implications, and find support

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30

Gross, Marco, and Willi Semmler. "INFLATION TARGETING, CREDIT FLOWS, AND FINANCIAL STABILITY IN A REGIME CHANGE MODEL." Macroeconomic Dynamics 23, S1 (2018): 59–89. http://dx.doi.org/10.1017/s136510051700102x.

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Recent papers point to the problem that inflation-targeting models do not as of yet consider financial market stability that can considerably derail inflation-targeting monetary policy, implying significant nonzero crisis probabilities that could come along with large negative output and employment gaps. Credit flows and the instability of credit appear to be at the root of the financial instability problem. On the other hand, some authors recently questioned whether a too early and too strong leaning against the wind policy by central banks might have higher costs than benefits in terms of ou

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31

Vidović, Nikola, Milenko Dželetović, and Hatidža Beriša. "EFFECT AND IMPORTANCE OF CREDIT FLOWS FROM MONETARY POLICY MANAGEMENT ASPECT." Knowledge International Journal 31, no. 1 (2019): 143–48. http://dx.doi.org/10.35120/kij3101143v.

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The paper focuses on a topic that explains the impact of credit flows on the conduct of monetary policy, as well as their impact on economic activities within national economies in certain countries in the world. Function and importance for the banking sector, as well as for all economic entities, which are categorized by company size, and the impact on the performance and realization of business activities.By comparing similarities and differences, there is a clear distinction between the basic banking channel of credit and the credit channel in the wider sense, as well as their degree of ope

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32

Callen, Jeffrey L., Sean W. G. Robb, and Dan Segal. "Revenue Manipulation and Restatements by Loss Firms." AUDITING: A Journal of Practice & Theory 27, no. 2 (2008): 1–29. http://dx.doi.org/10.2308/aud.2008.27.2.1.

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SUMMARY: This paper investigates the relation between the extent of a firm’s past and expected future losses or negative cash flows and the ex ante probability that it will manipulate revenues. When a firm has a string of losses or negative cash flows, traditional valuation models do not yield reliable estimates of firm value, and traditional price-earnings ratios are not meaningful. Evidence suggests that market participants tend to value loss firms on the basis of the level and growth in revenues, rather than cash flows and earnings, thereby motivating these firms to overstate revenue. In fa

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33

Syukri, Fitriyani, and Febrina Sari. "The Effect Of Profit In Predicting Future Cash Flows (Study Of Plantation And Food Crop Companies On The Indonesia Stock Exchange)." Journal AK-99 3, no. 1 (2023): 116–22. http://dx.doi.org/10.31850/ak99.v3i1.2270.

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The purpose of this study was to determine the effect gross profit, and net profit on future cash flows Both individually and jointly The type of data used is secondary data The data used is the financial statements of plantation and food crop companies listed on the Indonesian stock exchange in 2018 -2020. The analytical technique used in this study is multiple linear analysis, namely regression analysis with two or more independent variables. The result of this study is that gross profit has a positive effect on future cash flows. This is because gross profit is obtained from total sales min

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34

GAPEEV, PAVEL V., and MONIQUE JEANBLANC. "CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS." International Journal of Theoretical and Applied Finance 23, no. 02 (2020): 2050010. http://dx.doi.org/10.1142/s0219024920500107.

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We study a credit risk model of a financial market in which the dynamics of intensity rates of two default times are described by linear combinations of three independent geometric Brownian motions. The dynamics of two default-free risky asset prices are modeled by two geometric Brownian motions which are dependent of the ones describing the default intensity rates. We obtain closed form expressions for the no-arbitrage prices of both risk-free and risky credit default swaps given the reference filtration initially and progressively enlarged by the two default times. The accessible default-fre

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35

Fernandes, Adriano, and Rodolfo Rigato. "K Wasn’t Built in a Day." IMF Working Papers 2025, no. 078 (2025): 1. https://doi.org/10.5089/9798229008747.001.

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Physical capital takes time to build. Yet, the measurement of time to build and of its response to firm behavior remain scant. We fill this gap using project-level data from India. We document new facts on cross-sectional heterogeneity in time to build; and exploit quasi-experimental variation in credit supply to establish that firms accelerate ongoing projects and start fewer new projects when credit dries up. We rationalize our findings with a novel model of endogenous time to build. A credit crunch increases firm appetite for immediate relative to delayed cash flows. Firms then accelerate p

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36

Carvalho, Daniel. "Revisiting the relationship between cross‐border capital flows and credit." International Finance 24, no. 2 (2021): 179–218. http://dx.doi.org/10.1111/infi.12388.

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37

Ekinci, Nazim Kadri. "Credit, Capital Flows and Monetary Policy: A Post-Keynesian Analysis." World Journal of Applied Economics 4, no. 2 (2018): 55–74. http://dx.doi.org/10.22440/wjae.4.2.1.

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38

Ben-Rephael, Azi, Jaewon Choi, and Itay Goldstein. "Mutual fund flows and fluctuations in credit and business cycles." Journal of Financial Economics 139, no. 1 (2021): 84–108. http://dx.doi.org/10.1016/j.jfineco.2020.07.004.

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Said Karam Elbokl, Ahmed. "Credit Rating as A Determinant of FDI Flows in Egypt." المجلة العلمية للدراسات التجارية والبيئية 14, no. 3 (2023): 60–113. http://dx.doi.org/10.21608/jces.2023.323246.

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40

Barnett, William A., and Liting Su. "RISK ADJUSTMENT OF THE CREDIT-CARD AUGMENTED DIVISIA MONETARY AGGREGATES." Macroeconomic Dynamics 23, S1 (2018): 90–114. http://dx.doi.org/10.1017/s1365100518000160.

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While credit cards provide transactions services, as do currency and demand deposits, credit cards have never been included in measures of the money supply. The reason is accounting conventions, which do not permit adding liabilities, such as credit card balances, to assets, such as money. However, economic aggregation theory and index number theory measure service flows and are based on microeconomic theory, not accounting. Barnett et al. derived the aggregation and index number theory needed to measure the joint services of credit cards and money. They derived and applied the theory under th

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41

JANELA, J., A. SEQUEIRA, G. PONTRELLI, S. SUCCI, and S. UBERTINI. "UNSTRUCTURED LATTICE BOLTZMANN METHOD FOR HEMODYNAMIC FLOWS WITH SHEAR-DEPENDENT VISCOSITY." International Journal of Modern Physics C 21, no. 06 (2010): 795–811. http://dx.doi.org/10.1142/s0129183110015488.

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The lattice Boltzmann formulation on unstructured grids (ULBE) is compared against semi-analytical solutions of non-Newtonian flows in straight channels, as well as with finite-element simulations in stenosed geometries. In all cases, satisfactory agreement is found, lending further credit to the ULBE method as a potentially useful method for the numerical simulation of small-scale hemodynamic flows, such as blood flow in capillaries and arterioles.

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Narayanan, Rajesh, and Cihan Uzmanoglu. "Credit Default Swaps and Firm Value." Journal of Financial and Quantitative Analysis 53, no. 3 (2018): 1227–59. http://dx.doi.org/10.1017/s0022109017001235.

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This article provides evidence that firm value declines when credit default swaps (CDSs) are initiated and that the effect is greater when CDS trading activity is higher. This decline, which arises from an increase in the cost of capital as opposed to a decrease in free cash flows, traces to a deterioration in the firm’s credit quality and stock liquidity. Firm value declines less when CDS trading is likely to produce incremental information, suggesting that CDS trading has informational benefits for firm value. However, the evidence does not indicate that firm value increases because CDS avai

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Acosta-Henao, Miguel, Andrés Fernández, Patricia Gomez-Gonzalez, and Sebnem Kalemli-Ozcan. "Firm Financing During Sudden Stops." IMF Working Papers 2025, no. 072 (2025): 1. https://doi.org/10.5089/9798229005128.001.

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We analyze whether central bank credit lines and government-backed guarantees helped mitigate the impact of the pandemic's sudden stop, marked by the abrupt withdrawal of international capital, using administrative data on the universe of Chilean firms. Our regression discontinuity design reveals that eligible firms increased domestic borrowing at lower costs. These policies reduced the cost of domestic debt compared to foreign debt, easing access to capital. An open economy model explains the complementarity of both interventions--credit lines and guarantees--in relaxing collateral constraint

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Onikiienko, Serhii, Yevheniia Polishchuk, Alla Ivashchenko, Anna Kornyliuk, and Nazar Demchyshak. "Prior credit assessment of long-term SME projects with non-standard cash flows." Banks and Bank Systems 16, no. 2 (2021): 148–58. http://dx.doi.org/10.21511/bbs.16(2).2021.14.

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Over the past three decades, the relative bank loan demand has changed due to the arising small and medium-sized enterprises (SMEs). Therefore, banks in their operations face the problem of processing an ever-increasing number of loan applications. The aim of this paper is to develop an auxiliary approach to assessing the prior creditworthiness of long-term SME projects with nonstandard cash flows.This study reveals how the principles of value-based management can be incorporated into the process of borrower’s creditworthiness assessment to improve the process of screening loan applications. F

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Ricapito, Francesco Paolo. "The impact of IFRS 9 on credit risk and profitability in the European banking sector." Corporate Ownership and Control 21, no. 4 (2024): 41–48. https://doi.org/10.22495/cocv21i4art4.

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The accounting standard IFRS 9 Financial Instruments of the International Financial Reporting Standards (IFRS) has introduced a new model to estimate credit loss, requiring entities to assess the credit risk associated with financial assets and recognize impairment losses based on expected credit losses (ECL), rather than the incurred credit losses (ICL) of the former IAS 39 by the International Accounting Standards Board (IASB). The adoption of IFRS 9 has led to various application issues and challenges, particularly in assessing economic conditions and specific borrower circumstances that ma

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Fagan Muzaffarli and Kanan Mahmudlu. "The impact of credit ratings on international investment: Evidence from an emerging market." World Journal of Advanced Research and Reviews 24, no. 2 (2024): 564–79. http://dx.doi.org/10.30574/wjarr.2024.24.2.3372.

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This study examines the influence of sovereign credit ratings on international investments in emerging markets, focusing on Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI). Using data from 22 emerging economies spanning 1999 to 2019, we employ OLS and fixed-effects regression models to analyze how credit ratings affect investment flows and market volatility. The findings indicate that sovereign credit ratings significantly impact investor decisions, as these ratings serve as a key metric in assessing investment risk and potential. This research highlights the essential r

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Fagan, Muzaffarli, and Mahmudlu Kanan. "The impact of credit ratings on international investment: Evidence from an emerging market." World Journal of Advanced Research and Reviews 24, no. 2 (2024): 564–79. https://doi.org/10.5281/zenodo.15081284.

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This study examines the influence of sovereign credit ratings on international investments in emerging markets, focusing on Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI). Using data from 22 emerging economies spanning 1999 to 2019, we employ OLS and fixed-effects regression models to analyze how credit ratings affect investment flows and market volatility. The findings indicate that sovereign credit ratings significantly impact investor decisions, as these ratings serve as a key metric in assessing investment risk and potential. This research highlights the essential r

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Zainudin, Nasruddin, and Angappan Regupathi. "Manufacturing SMEs' Credit Collection Period and its Determinants: Some Evidence from Malaysia." Folia Oeconomica Stetinensia 9, no. 1 (2010): 83–104. http://dx.doi.org/10.2478/v10031-010-0011-9.

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Manufacturing SMEs' Credit Collection Period and its Determinants: Some Evidence from Malaysia Collection period is the length of time taken by a company's credit customers to pay their debts. During this time, company resources are tied up as it is effectively financing its customers' purchases out of its own funds. Credit collection period is, therefore, an important factor that might have an impact on the cash flows, and hence, the survival of a company. An attempt has been made in this paper to explore the profile of credit collection period among small and medium-sized manufacturing enter

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SING, TIEN FOO, SEOW ENG ONG, GANG-ZHI FAN, and KIAN GUAN LIM. "PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE." International Journal of Theoretical and Applied Finance 08, no. 03 (2005): 321–38. http://dx.doi.org/10.1142/s0219024905003050.

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Asset-backed securitization (ABS) is a creative arrangement to raise funds through the issuance of marketable securities backed by predictable future cash flows from revenue-producing assets. This paper proposes two pricing models: structural model and intensity model, to value credit spreads on Singapore ABS bonds. Sensitivity analyses were conducted on the ABS credit spreads by varying the values of the key input variables within a plausible range. The property price volatility and its correlations with risk-less interest rates have been shown to have positive effects on the ABS credit sprea

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Ṭḯrlea, Mariana Rodica. "Micro Enterprises Crediting. Practical Aspects." International conference KNOWLEDGE-BASED ORGANIZATION 25, no. 2 (2019): 104–8. http://dx.doi.org/10.2478/kbo-2019-0064.

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Abstract In a market economy, the credit assures a transfer of repayable value for a limited period of time in exchange for a price that is referred to as interest on credit. The role of the credit is to generate liquidity flows for its beneficiary in such a way as to enable him, on the one hand, to honour his obligations to the bank, namely the payment of the monthly rate of credit, interest, bank commissions as well as the insurance of the contracted loan and on the other hand to obtain a profit. In order to benefit from loans, micro-enterprises are analyzed by banks through methods, policie

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