Relevant bibliographies by topics / Financial and credit risk

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Financial and credit risk'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Financial and credit risk"

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Redondo, Helena, and Elisa Aracil. "Climate‐related credit risk: Rethinking the credit risk framework." Global Policy 15, S1 (2024): 21–33. http://dx.doi.org/10.1111/1758-5899.13315.

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AbstractClimate change and the challenges associated with the transition to a zero‐carbon economy pose significant financial risks. Climate‐related risks (CRR) indirectly impact banks through their loan portfolios. To examine the integration of CRR into banks' credit risk assessment and monitoring, this article reviews academic and institutional literature using quantitative bibliometric techniques and content analysis of 145 academic documents from policymakers and financial supervisors. A framework emerges that incorporates CRR into credit risk management. We find four thematic areas in the
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BAVEENKUMAR, S. "Credit Risk Management." INTERNATIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 04 (2025): 1–9. https://doi.org/10.55041/ijsrem46201.

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ABSTRACT This study assesses the financial performance and credit risk management practices of select private sector banks in India between 2020 and 2024. In light of increasing competition and dynamic regulatory frameworks, it explores the importance of profitability and risk control as fundamental measures of a bank’s success.The research focuses on five key banks: HDFC Bank, ICICI Bank, Karur Vysya Bank, Federal Bank, and Tamilnad Mercantile Bank. The study is entirely based on secondary data collected from annual reports, financial portals, and scholarly sources.To evaluate financial stren
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Yadav, Sandeep. "Balancing Profitability and Risk: The Role of Risk Appetite in Mitigating Credit Risk Impact." International Scientific Journal of Engineering and Management 03, no. 12 (2024): 1–7. https://doi.org/10.55041/isjem01087.

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Balancing profitability and risk is a central challenge for financial institutions, especially in the context of managing credit risk. This paper explores the concept of risk appetite as a strategic framework for aligning an institution’s risk-taking activities with its financial objectives. By defining risk appetite in measurable terms, institutions can calibrate their credit risk strategies to ensure optimal decision-making that mitigates potential losses while maintaining profitability. The study examines how risk appetite influences credit decision-making processes, including credit underw
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Goodhart, C. A. E. "Financial Regulation, Credit Risk and Financial Stability." National Institute Economic Review 192 (April 2005): 118–27. http://dx.doi.org/10.1177/002795010519200111.

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In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks‘ assessment of their own economic capital. Even at the individual bank level there are concerns over (i) appropriate diversification allowances, (ii) differing objectives of banks and regulators, (iii) the n
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Herring, R. "Credit risk and financial instability." Oxford Review of Economic Policy 15, no. 3 (1999): 63–79. http://dx.doi.org/10.1093/oxrep/15.3.63.

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Niklis, Dimitrios, Michalis Doumpos, and Constantin Zopounidis. "Credit Risk Modelling." International Journal of Sustainable Economies Management 7, no. 3 (2018): 50–64. http://dx.doi.org/10.4018/ijsem.2018070105.

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The assessment of businesses' credit risk is a difficult and important process in the area of financial risk management. In a classical multivariate model, financial ratios are combined in order to achieve a credit risk score, which signals if a loan application is approved or discarded. Despite their good performance, the developed multivariate models using statistical methods have been widely criticized. They are based on models that use accounting data, which have the disadvantage of being static and so often fail to follow the changes in the economic and business environment. In recent yea
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Anwulika Ogechukwu Scott, Prisca Amajuoyi, and Kudirat Bukola Adeusi. "Advanced risk management solutions for mitigating credit risk in financial operations." Magna Scientia Advanced Research and Reviews 12, no. 1 (2024): 212–23. http://dx.doi.org/10.30574/msarr.2024.11.1.0085.

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Advanced risk management solutions are essential for mitigating credit risk in financial operations, particularly in today's volatile economic environment. This Review explores the innovative approaches and technologies being utilized to enhance credit risk management and safeguard financial institutions against potential losses. Credit risk, the possibility that a borrower will default on their obligations, poses a significant threat to financial stability. Traditional methods of assessing and managing credit risk, such as credit scoring and historical data analysis, are no longer sufficient
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Qasem, Mais Haj, and Loai Nemer. "Extreme Learning Machine for Credit Risk Analysis." Journal of Intelligent Systems 29, no. 1 (2018): 640–52. http://dx.doi.org/10.1515/jisys-2018-0058.

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Abstract Credit risk analysis is important for financial institutions that provide loans to businesses and individuals. Banks and other financial institutions generally face risks that are mostly of financial nature; hence, such institutions must balance risks and returns. Analyzing or determining risk levels involved in credits, finances, and loans can be performed through predictive analytic techniques, such as an extreme learning machine (ELM). In this work, we empirically evaluated the performance of an ELM for credit risk problems and compared it to naive Bayes, decision tree, and multi-l
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Stępińska, Joanna. "Credit Borrower Sector of Economy and Credit Risk For Banks." Journal of Finance and Financial Law 4, no. 44 (2024): 95–128. https://doi.org/10.18778/2391-6478.4.44.06.

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The purpose of the article. Business entities in different industries operate differently. Therefore, different sectors are characterized, among other things, by different profitability, the need for external financing, and, consequently, a different level of risk of default on credit commitments to banks. Borrowers from specific industries may be, from the perspective of banks' interests, better or worse customers and contribute to strengthening or weakening the quality of their credit portfolios. The purpose of the article is to compare sections of the economy in terms of the credit risk acc
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Alam, MD Waquar. "INVESTIGATING THE IMPACT OF CREDIT RISK ON FINANCIAL PERFORMANCE OF COMMERCIAL BANK IN INDIA." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 05 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem33025.

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In this liberalization period, credit Risk Management has got much importance in the Indian Economy. The main challenges faced by the banking sector today are the challenge of identifying the risk and managing it. The risk is imbibed nature of the banking business. The main role of a bank is of intermediate for those having resources and requiring resources. For risk management various risks like credit risk, market risk or operational risk have to be converted into one composite measure. The importance of credit risk management and its impact on profitability has motivated us to pursue this s
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Dissertations / Theses on the topic "Financial and credit risk"

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Martins, Joana Sofia Luís. "Credit risk of financial institutions." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11692.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>Although there is substantial literature on credit risk, studies often do not consider financial institutions. However, considering that several entities are exposed to these institutions, namely through the counterparty role that they play, it is of major relevance the accurate assessment of its credit risk. As such, this study aims at analysing three different models to measure credit risk of financial institutions and conclude which one best
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Sewnath, Neville. "Pricing of credit risk and credit risk derivatives : from theory to implementation." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/5614.

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Cecchetti, Sara. "An analysis of credit risk financial indicators." Doctoral thesis, Luiss Guido Carli, 2011. http://hdl.handle.net/11385/200885.

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Kornmann, Lauren. "Evaluating financial risk with investment guidelines." Thesis, Kansas State University, 2014. http://hdl.handle.net/2097/34149.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Allen M. Featherstone<br>Cash management practices for corporate treasurers are in a state of instability in recent years. Events during the credit crisis of 2008 have had an impact on how organization’s cash positions are managed. This has led corporate treasurers to juggle unprecedented amounts of cash across multiple bank counterparties and invest these funds based on previous investment policies with potentially inflexible limits. Many regulations have been passed to strengthen domestic and global financial systems, yet
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Lundström, Love, and Oscar Öhman. "Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164101.

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When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. This amount is calculated for each loan with an attached risk-weighted asset, RWA. The main parameters in RWA is probability of default and loss given default. Banks are today allowed to use their own internal models to calculate these parameters. Thus hold ca
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Siu, Kin-bong Bonny. "Expected shortfall and value-at-risk under a model with market risk and credit risk." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B37727473.

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Onorato, Mario. "Essays on credit risk, risk adjusted performance and economic capital in financial institutions." Thesis, City University London, 2005. http://openaccess.city.ac.uk/8452/.

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This dissertation consists of three autonomous essays, discussing the following topics: 1. the pricing of defaultable bonds, loans and plain vanilla credit derivatives, 2. the use of risk-adjusted performance measurement, for optimal portfolio management in the banking, asset management and insurance industries 3. return on economic capital as a measure of value created by the holding of bank assets and the operation of bank business units.
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Martinez, John Brett. "Credit card credit scoring and risk based lending at XYZ Credit Union." CSUSB ScholarWorks, 2000. https://scholarworks.lib.csusb.edu/etd-project/1752.

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Kryukova, Marina. "An empirical investigation of credit risk markets during financial crisis." Thesis, Cardiff University, 2014. http://orca.cf.ac.uk/68077/.

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This thesis addresses several issues in credit risk modelling through an empirical investigation of the two main markets where this risk is traded, namely corporate bond market and CDS market. In the first part, we investigate the main determinants of credit spreads in US and UK corporate bond markets between 2003 and 2011. We explore the effect of various factors predicted by structural form models on corporate bond yield spreads. In addition, we extend our investigation to credit spreads in the corresponding corporate CDS markets. Our analysis sheds light on interdependency between corporate
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Yousefi, Sepehr. "Credit Risk Management in Absence of Financial and Market Data." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188800.

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Credit risk management is a significant fragment in financial institutions' security precautions against the downside of their investments. A major quandary within the subject of credit risk is the modeling of simultaneous defaults. Globalization causes economises to be affected by innumerous external factors and companies to become interdependent, which in turn enlarges the complexity of establishing reliable mathematical models. The precarious situation is exacerbated by the fact that managers often suffer from the lack of data. The default correlations are most often calibrated by either us
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Books on the topic "Financial and credit risk"

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Pečená, Magda, and Petr Teplý. Credit risk and financial crises. Karolinum, 2010.

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Banks, Erik. The Credit Risk of Financial Instruments. Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-13247-8.

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Morton, Glantz, and Siegel Paul, eds. Credit derivatives: Techniques to manage credit risk for financial professionals. McGraw-Hill, 2007.

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1941-, Altman Edward I., and Narayanan Paul, eds. Managing credit risk: The next great financial challenge. Wiley, 1998.

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Canabarro, Eduardo. Counterparty credit risk: Measurement, pricing and hedging. Risk Books, 2009.

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Hugues, Pirotte, ed. Advanced credit risk analysis: Financial approaches and mathematical models to assess, price, and manage credit risk. John Wiley & Sons, 2001.

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1944-, Caouette John B., and Caouette John B. 1944-, eds. Managing credit risk: The great challenge for global financial markets. 2nd ed. Wiley, 2008.

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Duffie, Darrell. Innovations in credit risk transfer: Implications for financial stability. Bank for International Settlements, 2008.

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Avesani, Renzo G. FIRST: A market-based approach to evaluate financial system risk and stability. International Monetary Fund Monetary and Financial Systems Dept., 2005.

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Jon, Gregory. Counterparty credit risk and credit value adjustment: A continuing challenge for global financial markets. 2nd ed. Wiley, 2012.

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Book chapters on the topic "Financial and credit risk"

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Bilan, Andrada, Hans Degryse, Kuchulain O’Flynn, and Steven Ongena. "Credit Risk." In Banking and Financial Markets. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26844-2_4.

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Overdahl, James. "Counterparty Credit Risk." In Financial Derivatives. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch20.

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Roncalli, Thierry. "Credit Risk." In Handbook of Financial Risk Management. Chapman and Hall/CRC, 2020. http://dx.doi.org/10.1201/9781315144597-3.

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García, Francisco Javier Población. "Credit Risk: Validation." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_10.

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García, Francisco Javier Población. "Credit Risk Management." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_11.

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García, Francisco Javier Población. "Credit Risk: Measurement." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_9.

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García, Francisco Javier Población. "Derivative Credit Risk (Counterparty Risk)." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_12.

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Borak, Szymon, Wolfgang Karl Härdle, and Brenda López Cabrera. "Portfolio Credit Risk." In Statistics of Financial Markets. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_18.

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Franke, Jürgen, Wolfgang Karl Härdle, and Christian Matthias Hafner. "Credit Risk Management." In Statistics of Financial Markets. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16521-4_22.

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Bustany, Alan. "Credit Risk Measurement." In Risk Management and Financial Derivatives. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14605-5_18.

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Conference papers on the topic "Financial and credit risk"

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Jiang, Chenxi, and Yiheng Luo. "Research on Financial Credit Risk Simulation Based on Rough Set Theory." In 2024 International Conference on Telecommunications and Power Electronics (TELEPE). IEEE, 2024. http://dx.doi.org/10.1109/telepe64216.2024.00169.

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Gupta, Vishan Kumar, Paras Jain, Darpan Anand, Gamini Dhiman, Sarvesh Vishwakarma, and Anurag Aeron. "A Credit Risk Assessment System for Financial Institutions Utilizing Deep Learning." In 2024 1st International Conference on Advanced Computing and Emerging Technologies (ACET). IEEE, 2024. http://dx.doi.org/10.1109/acet61898.2024.10729899.

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Sharma, Aravendra Kumar, Ratnesh Kumar Dubey, Pragya Goswami, and Nidhi Dandotiya. "Transforming Credit Risk Management with Machine Learning in the Financial Sector." In 2024 4th International Conference on Advancement in Electronics & Communication Engineering (AECE). IEEE, 2024. https://doi.org/10.1109/aece62803.2024.10911170.

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Raji, Ali Abdul Hussain, Ashraf Hashim Faris Alabdoon, and Akeel Almagtome. "AI in Credit Scoring and Risk Assessment: Enhancing Lending Practices and Financial Inclusion." In 2024 International Conference on Knowledge Engineering and Communication Systems (ICKECS). IEEE, 2024. http://dx.doi.org/10.1109/ickecs61492.2024.10616493.

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Kalpana, G., Bhoomika S S, Nagella Venkata Ramana, N. Shilpa, and Ramy Riad Hussein. "Dynamic Ensemble Machine Learning Classifier Based Credit Card Financial Risk Management and Prediction." In 2024 International Conference on Distributed Systems, Computer Networks and Cybersecurity (ICDSCNC). IEEE, 2024. https://doi.org/10.1109/icdscnc62492.2024.10939444.

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Xu, Yan. "University credit risk assessment via XGBoost and PFI with OCR-processed financial data." In Second International Conference on Intelligent Transportation and Smart Cities (ICITSC 2025), edited by Yaxian Li, Vitaliy Mezhuyev, and Zongzhi Li. SPIE, 2025. https://doi.org/10.1117/12.3074069.

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Wei, Ziqi. "Research on Supply Chain Financial Credit Risk Assessment Model Based on Data Mining Algorithm." In 2024 International Conference on Telecommunications and Power Electronics (TELEPE). IEEE, 2024. http://dx.doi.org/10.1109/telepe64216.2024.00078.

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Gonaygunta, Hari, Mohan Harish Maturi, Akhila Reddy Yadulla, et al. "Utilizing Explainable AI in Financial Risk Assessment: Enhancing User Empowerment through Interpretable Credit Scoring Models." In 2025 Systems and Information Engineering Design Symposium (SIEDS). IEEE, 2025. https://doi.org/10.1109/sieds65500.2025.11021190.

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Ryazanova, Yu Yu, and E. B. Solokhina. "Managing banks' credit risk." In Financial Economics: Topical Development Issues : collection of works of the III International Student Scientific Conference. RIC HGUEP, 2020. http://dx.doi.org/10.38161/978-5-7823-0738-7-2020-152-155.

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Simões, Jaira Patricia Francisco, and Abel Corrêa de Souza. "Angolan banking system: a perspective of granting credit to new entrepreneurs." In II INTERNATIONAL SEVEN MULTIDISCIPLINARY CONGRESS. Seven Congress, 2023. http://dx.doi.org/10.56238/homeinternationalanais-004.

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Abstract The main focus of this study is to understand how the banking system works in the perception of financial institutions (BANKS) regarding lending to new ventures or businesses. Considering the forms and methods of granting credits available by Angolan banks, taking into account that the stage of business introduction, ends up being the most difficult and risky, after the business needs the future time to make its operations sold, thus increasing the risk for both financial institutions, when for those who assume the risk of financing, investors. The study sand delimits in researching a
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Reports on the topic "Financial and credit risk"

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Trivelli, Carolina, Sergio Navajas, Mark D. Wenner, and Alvaro Tarazona. Managing Credit Risk in Rural Financial Institutions in Latin America. Inter-American Development Bank, 2007. http://dx.doi.org/10.18235/0008848.

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The purpose of this report is to review common credit risk management techniques used in a sample of Latin American financial institutions with agricultural portfolios, identify the factors that contribute to successful credit risk management as measured by several key financial performance indicators in order to assist donors, governments, and owners of financial institutions to promote and adopt the most efficient and robust techniques. This report also examines a sample of 42 financial institutions in Latin America that have agricultural portfolios, and identifies their principal perceived
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Galán, Jorge E. Macroprudential policy and the tail risk of credit growth. Banco de España, 2025. https://doi.org/10.53479/38957.

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I show that macroprudential policy has significant heterogeneous and time-varying effects on the credit growth distribution. These effects are particularly evident in reducing rightward skewness during expansionary periods of the financial cycle, thereby mitigating the upside risk of credit growth. Conversely, during financial crises, the relaxation of macroprudential policy positively impacts the left tail, reducing the risk of severe credit contractions. These findings align with previously documented benefits of macroprudential policy on the downside risk of GDP growth, providing evidence o
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Boz, Emine, and Enrique Mendoza. Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16020.

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Gresenz, Carole Roan, Jean M. Mitchell, Belicia Rodriguez, and Wilbert van der Klaauw. The Financial Consequences of Undiagnosed Memory Disorders. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1106.

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We examine the effect of undiagnosed memory disorders on credit outcomes using nationally representative credit reporting data merged with Medicare data. Years prior to eventual diagnosis, average credit scores begin to weaken and payment delinquency begins to increase, overall and for mortgage and credit card accounts specifically. Credit outcomes consistently deteriorate over the quarters leading up to diagnosis. The harmful financial effects of undiagnosed memory disorders exacerbate the already substantial financial pressure households face upon diagnosis of a memory disorder. Our findings
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Morais, Bernardo, Gaizka Ormazabal, José-Luis Peydró, Mónica Roa, and Miguel Sarmiento. Forward Looking Loan Provisions: Credit Supply and Risk-Taking. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1159.

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We show corporate-level real, financial, and (bank) risk-taking effects associated with calculating loan provisions based on expected—rather than incurred—credit losses. For identification, we exploit unique features of a Colombian reform and supervisory, matched loan-level data. The regulatory change induces a dramatic increase in provisions. Banks tighten all new lending conditions, adversely affecting borrowing-firms, with stronger effects for risky-firms. Moreover, to minimize provisioning, more affected (less-capitalized) banks cut credit supply to risky-firms— SMEs with shorter credit hi
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Gómez, Camilo, Carlos Andrés Quicazán-Moreno, and Hernando Vargas-Herrera. Changes in the distribution of new loans by risk category throughout the post-pandemic credit cycle in Colombia. Banco de la República, 2025. https://doi.org/10.32468/be.1313.

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Following the pandemic, the Colombia’s financial system experienced a pronounced credit cycle, with significant real growth in consumer loans followed by a deceleration from late 2022. This paper uses granular loan-level data to analyse how financial intermediaries adjusted the credit risk composition of new loans throughout this cycle. It examines the implications of these shifts for loan supply dynamics and financial conditions. Additionally, the study explores the interaction between credit risk composition and monetary policy transmission during the 2021–24 period. As monetary tightening l
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Klinger, Bailey, Asim Khwaja, and Joseph LaMonte. Improving Credit Risk Analysis with Psychometrics in Peru. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0009139.

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Access to finance remains a challenge for some micro, small, and medium-sized enterprises (MSMEs) in Peru, particularly informal enterprises with no borrowing history in the formal financial system. Lenders lack the tools to reach these borrowers with sufficient scale and control over risk due in part to the shortcomings of current screening technologies. For this paper, the authors carried out a pilot test of an innovative psychometric tool aimed at evaluating credit risk for business owners seeking a loan from Financiera Confianza, the fourth largest Empresa Financiera in Peru. Applicant res
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Gamba-Santamaria, Santiago, Luis Fernando Melo-Velandia, and Camilo Orozco-Vanegas. What can credit vintages tell us about non-performing loans? Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/be.1154.

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Using Colombian credit vintage data, we decompose the non-performing loans into one component that captures the evolution of the payment capacity of borrowers, and other component that captures changes in the credit risk taken by the financial system at the time of loan disbursement. We use intrinsic estimators and penalized regression techniques to overcome the perfect multicollinearity problem that the model entails. We find that these two type of components have evolved differently over time, and that good economic conditions and loose financial conditions improve the payment capacity of bo
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Rojas-Suárez, Liliana, and Steven R. Weisbrod. Achieving Stability in Latin American Financial Markets in the Presence of Volatile Capital Flows. Inter-American Development Bank, 1995. http://dx.doi.org/10.18235/0011613.

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This paper considers whether reserve requirements have been effective in controlling excessive liquidity growth. It also discusses the adequacy of bank supervisory standards, such as capital to risk-weighted asset standards, in controlling expansion of risky bank credit that often accompanies excessive liquidity expansion.
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Lee, Junkyu, Peter Rosenkranz, Arief Ramayandi, and Hoang Pham. The Influence of US Dollar Funding Conditions on Asian Financial Markets. Asian Development Bank, 2021. http://dx.doi.org/10.22617/wps210080-2.

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