Gotowe bibliografie tematyczne / Default (finance)

Spis treści

Artykuły w czasopismach
Rozprawy doktorskie
Książki
Części książek
Streszczenia konferencji
Raporty organizacyjne

Gotowa bibliografia na temat „Default (finance)”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 1 sierpnia 2024

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Default (finance)”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Artykuły w czasopismach na temat "Default (finance)"

Phelps, Bruce D. "Defaults and Losses Given Default of Structured Finance Securities." CFA Digest 34, no. 4 (November 2004): 29–31. http://dx.doi.org/10.2469/dig.v34.n4.1561.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Hu, Jian, and Richard Cantor. "Defaults and Losses Given Default of Structured Finance Securities." Journal of Fixed Income 13, no. 4 (March 31, 2004): 5–24. http://dx.doi.org/10.3905/jfi.2004.391024.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Lefevre, Alexandra, and Agnes Tourin. "Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance." FinTech 2, no. 3 (September 7, 2023): 614–40. http://dx.doi.org/10.3390/fintech2030034.

Pełny tekst źródła

Streszczenie:

This paper examines the integration of climate risks into structural credit risk models. We focus on applications in housing finance and argue that mortgage defaults due to climate disasters have different statistical features than default due to household-specific reasons. We propose two models incorporating climate risk based on two separate default definitions. The first focuses on default as a response to a decrease in home value, and the second defines default as a consequence of missed mortgage payments. Using mortgage performance data during Hurricane Harvey, we conduct an empirical stu

Style APA, Harvard, Vancouver, ISO itp.

Ahmad, Sanep. "‘Banking Panics’ and Islamic Finance Principles: Lessons from the Current Crisis." ICR Journal 1, no. 2 (December 15, 2009): 358–61. http://dx.doi.org/10.52282/icr.v1i2.753.

Pełny tekst źródła

Streszczenie:

Clearly, the recent ‘bank panics’ and global economic crisis occurred mainly due to the result of debt defaults in subprime mortgages. Firstly, default by home buyers for their loans repayment to the banks and secondly default by banks for their bond repayment in the mortgage bond market. If debt defaults can be avoided in the first place, bank panics and economic crisis will most likely not happen. This means that the origin of the problem is related to bank defaults in the Sub-Prime Model which arises due to poor credit evaluation by banks. Therefore the solution for the current crises shoul

Style APA, Harvard, Vancouver, ISO itp.

TENG, LONG, MATTHIAS EHRHARDT, and MICHAEL GÜNTHER. "BILATERAL COUNTERPARTY RISK VALUATION OF CDS CONTRACTS WITH SIMULTANEOUS DEFAULTS." International Journal of Theoretical and Applied Finance 16, no. 07 (November 2013): 1350040. http://dx.doi.org/10.1142/s0219024913500404.

Pełny tekst źródła

Streszczenie:

We analyze the general risk-neutral valuation for counterparty risk embedded in a Credit Default Swap (CDS) contract by adapting the recent findings of Brigo and Capponi (2009) to allow for simultaneous defaults among the two parties and the underlying reference credit, while the counterparty risk is considered bilaterally. For the default intensities, we employ a Markov copula model allowing for the possibility of a simultaneous default. The dependence between defaults of three names in a CDS contract and the wrong-way risk will thus be represented by the possibility of simultaneous defaults.

Style APA, Harvard, Vancouver, ISO itp.

Klompjan, Richard, and Marc J. F. Wouters. "Default Risk in Project Finance." Journal of Structured Finance 8, no. 3 (October 31, 2002): 10–21. http://dx.doi.org/10.3905/jsf.2002.320283.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Castagnolo, Fernando, and Gustavo Ferro. "Models for predicting default: towards efficient forecasts." Journal of Risk Finance 15, no. 1 (January 28, 2014): 52–70. http://dx.doi.org/10.1108/jrf-08-2013-0057.

Pełny tekst źródła

Streszczenie:

Purpose – The purpose of this paper is to assess and compare the forecast ability of existing credit risk models, answering three questions: Can these methods adequately predict default events? Are there dominant methods? Is it safer to rely on a mix of methodologies? Design/methodology/approach – The authors examine four existing models: O-score, Z-score, Campbell, and Merton distance to default model (MDDM). The authors compare their ability to forecast defaults using three techniques: intra-cohort analysis, power curves and discrete hazard rate models. Findings – The authors conclude that b

Style APA, Harvard, Vancouver, ISO itp.

AMERIO, EMANUELE, PIETRO MULIERE, and PIERCESARE SECCHI. "REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS." International Journal of Theoretical and Applied Finance 07, no. 04 (June 2004): 407–23. http://dx.doi.org/10.1142/s0219024904002505.

Pełny tekst źródła

Streszczenie:

Based on a Reinforced Urn Process introduced by Muliere et al. [11], we propose a stochastic model for the probability of credit default for debt issuers belonging to the same Moody's rated class. The model predicts how a default probability belonging to a given term structure evolves in time as information about credit defaults of debt issuers with the same Moody's rating becomes available. Connections between implied credit default probabilities and credit spreads will be exploited.

Style APA, Harvard, Vancouver, ISO itp.

Huang, MeiChi. "Markov-switching impacts of housing-market expectations on credit markets." Managerial Finance 46, no. 3 (December 3, 2019): 381–400. http://dx.doi.org/10.1108/mf-08-2019-0391.

Pełny tekst źródła

Streszczenie:

Purpose The purpose of this paper is to investigate linkages between households’ expectations and credit markets in the housing crisis. Design/methodology/approach In the Markov-switching framework, the sample period is classified into high- and low-impact regimes based on impacts of expectations on default rates, and the good-time-to-buy (GTTB) index is chosen to proxy for expectations toward the housing-market dynamics. Findings The results suggest that in high-impact regimes, optimistic expectations are substantially associated with lower defaults for all default rates analyzed, and second

Style APA, Harvard, Vancouver, ISO itp.

Haggag, Kareem, and Giovanni Paci. "Default Tips." American Economic Journal: Applied Economics 6, no. 3 (July 1, 2014): 1–19. http://dx.doi.org/10.1257/app.6.3.1.

Pełny tekst źródła

Streszczenie:

We examine the role of defaults in high-frequency, small-scale choices using unique data on over 13 million New York City taxi rides. Using a regression discontinuity design, we show that default tip suggestions have a large impact on tip amounts. These results are supported by a secondary analysis that uses the quasi-random assignment of customers to different cars to examine default effects on a wider range of fares. Finally, we highlight a potential cost of setting defaults too high, as a higher proportion of customers opt to leave no credit card tip when presented with the higher suggested

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Rozprawy doktorskie na temat "Default (finance)"

Santos, Rafael Chaves. "Essays on international finance, default and inflation." reponame:Repositório Institucional do FGV, 2006. http://hdl.handle.net/10438/1049.

Pełny tekst źródła

Streszczenie:

Made available in DSpace on 2008-05-13T15:52:39Z (GMT). No. of bitstreams: 1 2282.pdf: 690901 bytes, checksum: f45f4bb28439e9a49c38f0a9702c71e4 (MD5) Previous issue date: 2006-12-21<br>This thesis is composed by three papers, each one of them corresponding to one chapter. The first and the second chapters are essays on international finance appraising default and inflation as equilibrium outcomes for crisis time, in particular, for confidence crisis time that leads to speculative attack on the external public debt issued by emerging economies. With this background in mind, welfare effects

Style APA, Harvard, Vancouver, ISO itp.

Van, Jaarsveldt Cole. "Modelling probabilities of corporate default." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/31331.

Pełny tekst źródła

Streszczenie:

This dissertation follows, scrupulously, the probability of default model used by the National University of Singapore Risk Management Institute (NUS-RMI). Any deviations or omissions are noted with reasons related to the scope of this study on modelling probabilities of corporate default of South African firms. Using our model, we simulate defaults and subsequently, infer parameters using classical statistical frequentist likelihood estimation and one-world-view pseudo-likelihood estimation. We improve the initial estimates from our pseudo-likelihood estimation by using Sequential Monte Carlo

Style APA, Harvard, Vancouver, ISO itp.

Zhang, Jie. "Modelling examples of loss given default and probability of default." Thesis, University of Southampton, 2011. https://eprints.soton.ac.uk/172581/.

Pełny tekst źródła

Streszczenie:

The Basel II accord regulates risk and capital management requirements to ensure that a bank holds enough capital proportional to the exposed risk of its lending practices. Under the advanced internal ratings based (IRB) approach, Basel II allows banks to develop their own empirical models based on historical data for probability of default (PD), loss given default (LGD) and exposure at default (EAD). This thesis looks at some examples of modelling LGD and PD. One part of this thesis investigates modelling LGD for unsecured personal loans. LGD is estimated through estimating Recovery Rate (RR,

Style APA, Harvard, Vancouver, ISO itp.

Guo, Biao. "Essays on credit default swaps." Thesis, University of Nottingham, 2013. http://eprints.nottingham.ac.uk/13101/.

Pełny tekst źródła

Streszczenie:

This thesis is structured to research on a financial derivative asset known as a credit default swap (CDS). A CDS is a contract in which the buyer of protection makes a series of payments (often referred to as CDS spreads) to the protection seller and, in exchange, receives a payoff if a default event occurs. A default event can be defined in several ways, including failure to pay, restructuring or rescheduling of debt, credit event repudiation, moratorium and acceleration. The main motivation of my PhD thesis is to investigate the determinants of the changes of CDS spreads and to model the ev

Style APA, Harvard, Vancouver, ISO itp.

Wang, Qian Sarah, and 王倩. "The real effects of credit default swaps." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48329575.

Pełny tekst źródła

Streszczenie:

In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on the economy. Different from the hitherto accepted view that derivatives are redundant, CDS may affect the credit risk and strategic liquidity decision of the reference entities. In this dissertation, I use a unique, comprehensive sample covering 901 CDS introductions on North American corporate issuers, between June 1997 and April 2009, to address these questions. In chapter 2, I investigate whether CDS trading increases the credit risk of the reference entities. I find that the probability o

Style APA, Harvard, Vancouver, ISO itp.

Levy, Ariel. "Essays on credit default swaps." Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1872060451&sid=3&Fmt=2&clientId=1564&RQT=309&VName=PQD.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Shan, Chenyu, and 陜晨煜. "Credit default swaps (CDS) and loan financing." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B5089965X.

Pełny tekst źródła

Streszczenie:

As evidenced by its market size, credit default swaps (CDSs) has been the cornerstone product of the credit derivatives market. The central question that I attempt to answer in this thesis is: why and how does the introduction of CDS market affect bank loan financing? Theoretical works predict some potential effects from CDS market, but empirical evidence is still rare. This dissertation empirically examines the effects of CDS trading on bank loan financing. In chapter one, I find that banks increase average loan amount and charge higher loan spread after the onset of CDS trading on the borr

Style APA, Harvard, Vancouver, ISO itp.

Scott, Robert H. Sturgeon James I. "The determinants of default on credit card debt." Diss., UMK access, 2005.

Znajdź pełny tekst źródła

Streszczenie:

Thesis (Ph. D.)--Dept. of Economics. University of Missouri--Kansas City, 2005.<br>"A dissertation in economics and social science consortium." Advisor: James I. Sturgeon. Typescript. Vita. Title from "catalog record" of the print edition Description based on contents viewed June 26, 2006. Includes bibliographical references (leaves 149-161 ). Online version of the print edition.

Style APA, Harvard, Vancouver, ISO itp.

Kooverjee, Jateen. "Estimating credit default swap spreads from equity data." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8525.

Pełny tekst źródła

Streszczenie:

Includes bibliographical references.<br>Corporate bonds are an attractive form of investment as they provide higher returns than government bonds. This increase in returns is usually associated with an increase in risk. These risks include liquidity, market and credit risk. This dissertation will focus on the modelling of a corporate bond's credit risk by considering how to estimate the credit default swap (CDS) spread of a firm's bond. A structural credit model will be used to do this. In this dissertation, we implement an extension of Merton's model by Hull, Nelken and White (2004), which is

Style APA, Harvard, Vancouver, ISO itp.

Paseka, Alexander I. "Debt valuation with endogenous default and Chapter 11 reorganization." Diss., The University of Arizona, 2003. http://hdl.handle.net/10150/280321.

Pełny tekst źródła

Streszczenie:

We examine a continuous-time structural model of debt valuation with the possibility of default and Chapter 11 bankruptcy. In doing so, we derive Chapter 11 duration and allocations to the debtor and bondholders in Chapter 1 I as the outcomes of a bargaining game between the debtor and the bondholders. The absolute priority rule (APR) violations arising in equilibrium are then embedded into closed-form solutions for the values of equity, finite-maturity debt, and credit spreads. It has been recently documented that existing credit risk models explain only a fraction of the observed yield sprea

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Książki na temat "Default (finance)"

Independent Research & Information Service., ed. Default properties. Los Angeles (2221 Barry Ave., Los Angeles 90064): Independent Research & Information Service, 1990.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Independent Research & Information Service., ed. Default properties. Los Angeles: Independent Research & Information Service, 1991.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Independent Research & Information Service., ed. Default properties. Los Angeles: Independent Research & Information Service, 1991.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Association, Federal National Mortgage, ed. Controlling default. Washington, DC: Fannie Mae, 1989.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Association, Federal National Mortgage, ed. Controlling default. Washington, DC: FannieMae, 1989.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

New York (State). Legislature. Senate. Standing Committee on Banks. Argentine bond default: Public hearing. New York: s.n., 2010.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Wolny, Philip. How debt and default affect you. New York: Rosen Pub., 2013.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Fraga, Rosendo. La Argentina en default. Buenos Aires: Editorial NuevaMayoría.com, 2002.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Federal National Mortgage Association. Consumer Education Group., ed. Foreclosure prevention: Controlling default. 2nd ed. Washington, DC (3900 Wisconsin Ave., NW, Washington 20016-2899): FannieMae, Consumer Education Group, 1993.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Waller, Neil G. Residential mortgage default: A clarifying analysis. Washington, D.C: Office of Policy and Economic Research, Federal Home Loan Bank Board, 1988.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Części książek na temat "Default (finance)"

Kartal, Dilşah Buşra. "Default." In The Palgrave Encyclopedia of Islamic Finance and Economics, 1–5. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-030-93703-4_248-1.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Jeanblanc, Monique, and Marek Rutkowski. "Default Risk and Hazard Process." In Springer Finance, 281–312. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-12429-1_14.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Akkaya, Nese, Alexandre Kurth, and Armin Wagner. "Incorporating Default Correlations and Severity Variations." In Springer Finance, 129–52. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-06427-6_9.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Hurd, T. R. "Zero Recovery Default Cascades." In SpringerBriefs in Quantitative Finance, 95–124. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33930-6_5.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

El Karoui, N., M. Jeanblanc, Y. Jiao, and B. Zargari. "Conditional Default Probability and Density." In Inspired by Finance, 201–19. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-02069-3_9.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Zweig, Derek. "Probability of Default." In A Technical Guide to Mathematical Finance, 165–71. Boca Raton: Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9781032687650-9.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Altieri, Agata, and Tiziano Vargiolu. "Optimal default boundary in a discrete time setting." In Mathematical Finance, 49–58. Basel: Birkhäuser Basel, 2001. http://dx.doi.org/10.1007/978-3-0348-8291-0_4.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Kluge, Daniel, and Frank Lehrbass. "Default Probabilities in Structured Commodity Finance." In Credit Risk, 139–47. Heidelberg: Physica-Verlag HD, 2003. http://dx.doi.org/10.1007/978-3-642-59365-9_7.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Peng, C. N., and J. L. Lin. "Using Public Information to Predict Corporate Default Risk." In Applied Quantitative Finance, 129–51. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54486-0_8.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Imerman, Michael B. "Structural Credit Risk Models: Endogenous Versus Exogenous Default." In Encyclopedia of Finance, 1293–316. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-91231-4_56.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Streszczenia konferencji na temat "Default (finance)"

Atrissi, Nizar, and Maya Akoum. "CREDIT DEFAULT SWAPS AND THE ARAB UPRISING." In Annual International Conferences on Accounting and Finance. Global Science & Technology Forum (GSTF), 2012. http://dx.doi.org/10.5176/2251-1997_af98.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Alexopoulos, Georgios. "THE ECB’S FINANCIAL STABILITY IMPACT ON CREDIT DEFAULT SWAPS MARKET." In 16th Economics & Finance Conference, Prague. International Institute of Social and Economic Sciences, 2022. http://dx.doi.org/10.20472/efc.2022.016.001.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Xu, Haolun. "DATA MINING TECHNIQUES TO PREDICT DEFAULT IN LENDING CLUB." In International Conference on Economics, Finance and Statistics. Volkson Press, 2018. http://dx.doi.org/10.26480/icefs.01.2018.66.68.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Amini, Hamed, Zhongyuan Cao, and Agnes Sulem. "The Default Cascade Process in Stochastic Financial Networks." In ICAIF '23: 4th ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2023. http://dx.doi.org/10.1145/3604237.3626845.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Penikas, Henry. "Identifying Default Correlation via a Mix of Correlated Bernoulli Distributions." In 2021 International Conference on Sustainable Islamic Business and Finance. IEEE, 2021. http://dx.doi.org/10.1109/ieeeconf53626.2021.9686334.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Shear, Falik, Hilal Anwar Butt, and Imtiaz Badshah. "AN ANALYSIS OF THE RELATIONSHIP BETWEEN THE SOVEREIGN CREDIT DEFAULT SWAPS AND THE STOCK MARKET OF PAKISTAN THROUGH HANDLING OUTLIERS." In 8th Economics & Finance Conference, London. International Institute of Social and Economic Sciences, 2017. http://dx.doi.org/10.20472/efc.2017.008.010.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Hocman, Frantisek. "PROBABILITY OF UNPROCLAIMED DEFAULT AND ITS INGERENTION IN SOVEREIGN COUNTRY RISK." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b22/s6.075.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Chitty, Rajiv, Keerthi Gunawikrama, and Harinda Fernando. "Development of Loan Default Prediction Model for Finance Companies in Sri Lanka – A Case Study." In 2022 International Conference on Data Science and Its Applications (ICoDSA). IEEE, 2022. http://dx.doi.org/10.1109/icodsa55874.2022.9862858.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Yang, Yue. "Discussion on the Factors Affecting College Students’ Campus Loan Default from the Perspective of Behavioral Finance." In Proceedings of the 1st International Symposium on Economic Development and Management Innovation (EDMI 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/edmi-19.2019.20.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Ikhsan, Arfan, Darwin Lie, Hendra Harmain, Andy Irawan, and Jubi Jubi. "The Affect Good Corporate Governance, Debt Default, Auditor Client Tenure, Audit Delay On Audit Going Concernopinion." In Proceedings of the 1st International Conference on Finance Economics and Business, ICOFEB 2018, 12-13 November 2018, Lhokseumawe, Aceh, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.12-11-2018.2288835.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Raporty organizacyjne na temat "Default (finance)"

Paulín-Hutmacher, Agustín, Raúl Abreu-Lastra, Marco A. López-Silva, and Alberto Saracho-Martínez. Housing Finance in Mexico: Current State and Future Sustainability. Inter-American Development Bank, November 2011. http://dx.doi.org/10.18235/0008970.

Pełny tekst źródła

Streszczenie:

In 2001, Mexico introduced a comprehensive federal housing policy package. The results have been quantitatively impressive; however, there are qualitative concerns. It is also uncertain whether current subsidy programs have negative financial implications for participating mortgage issuers, as poorer applicants with lower job stability are injected into the pool of borrowers. This paper addresses that question by analyzing a large database provided by INFONAVIT, Mexico¿s principal mortgage issuer, which contains information on borrowers¿ repayment behavior. It is found that borrowers who recei

Style APA, Harvard, Vancouver, ISO itp.

Agarwala, Matthew, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak, and Kamiar Mohaddes. Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. Inter-American Development Bank, April 2024. http://dx.doi.org/10.18235/0012885.

Pełny tekst źródła

Streszczenie:

Climate change is an existential threat to the world economy, with complex, evolving and nonlinear dynamics that remain a source of great uncertainty. There is a bourgeoning literature on the economic impact of climate change, but research on how climate change affects sovereign risks is limited. This paper provides forward-looking regional analysis of the effects of climate change on sovereign creditworthiness, probability of default and the cost of borrowing for the Caribbean economies. Our results indicate that there is substantial variation in the sensitivity of ratings to climate change a

Style APA, Harvard, Vancouver, ISO itp.

Frisancho, Verónica. Spillover Effects of Financial Education: The Impact of School-Based Programs on Parents. Inter-American Development Bank, February 2023. http://dx.doi.org/10.18235/0004736.

Pełny tekst źródła

Streszczenie:

This paper studies whether school-based financial education has spillover effects from children to parents. Leveraging data from a large-scale experiment with public high schools in Peru and credit bureau records on the parents of the youth targeted, this study measures the impact of providing personal finance lessons during secondary school on parental financial behavior. Financial education lessons in the school yield limited average spillover effects, but lead to sizable effects on parental financial behavior within disadvantaged households. Among parents from poorer households, the treatme

Style APA, Harvard, Vancouver, ISO itp.

Hausmann, Ricardo, and Michael Gavin. Preventing Crisis and Contagion: Fiscal and Financial Dimensions. Inter-American Development Bank, March 1999. http://dx.doi.org/10.18235/0010764.

Pełny tekst źródła

Streszczenie:

Recent economic developments highlight Latin America's vulnerability to economic and financial turmoil that is triggered by events in distant corners of the globe. The Asian financial crisis that began in 1997 and the more recent Russian crisis have left the region profoundly shaken, and living in fear of a full-scale collapse. This "contagion" has occurred through a number of channels. The collapse of Asian demand has contributed to the recent slide in world commodity prices, cutting into the commodity-dependent region's export income and undermining the public finances in a number of countri

Style APA, Harvard, Vancouver, ISO itp.

Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!