Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 2395 for “"credit"”.
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Modeling credit risky bonds and credit derivatives
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1997.
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Trade credit
… the method to analyze a dynamic model of trade credit. This model features a principal/seller of an intermediate good who repeatedly sells on credit and lacks collateral to a cash-constrained buyer/agent who receives new history dependent private information each period and takes private and …
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Issues in Credit Risk Assessment in Agricultural Credit Markets
… based on different criteria to determine the creditworthiness of borrowers. Predictability of the estimated model for default is compared with the actual data. Classification accuracy is utilized with the discrete models, while RMSE is used with the continuous models. The importance of the …
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The Interaction of Policy, Credit Demand and Credit Supply in Banking System
… to observe the interaction among policy change, credit demand and credit supply. In my first paper, I focus on studying the impact of a new FASB accounting rule called Current Expected Credit Losses (CECL). This is a new FASB accounting standard in 2016 to modify the way how financial …
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Credit Information Sharing, Credit Growth and Bank Profitability: The Case of Lesotho
Credit extension plays an integral role in improving access to finance and financial inclusion by availing funds for borrowers while generating revenue for lenders and depositors. Borrowers’ delinquency and low risk appetite for lenders contribute to mediocre levels of credit extension. Information …
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Pricing of credit risk and credit risk derivatives : from theory to implementation
Includes abstract. Includes bibliographical references (leaves 223-230).
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Tornado in Credit Desert: Role of Consumer Credit Access in Disaster Recovery
I study the effect of credit access restrictions on post-disaster financial outcomes of subprime consumers in Arkansas, a state with the lowest usury cap of 17 percent. Due to the restrictive cap, neither payday nor consumer finance companies operate in Arkansas, while they do in all six …
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Risk, Return and Credit
This dissertation investigates the role of credit in the evaluation of risk and return. The research comprises three essays, which analyze the use of credit from different perspectives. Chapter 1: The first essay proposes a comprehensive theory for the assessment and implementation of "acceptable" …
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Essays on Trade Credit
… dissertation investigates how variation in trade credit standards play a role in firm maturation. In Chapter 1, I survey existing research in trade credit. Following this, I identify lifecycle trends in supplier trade credit policy in Chapter 2. Young suppliers assume greater risks in trade credit …
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Essays in credit derivatives
… of three essays that examine various problems in credit derivatives. In the first essay, we propose a novel method to extract asset correlations from credit derivatives. Default correlation is a concern especially after witnessing the financial crisis. To find default correlations, we would like …
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Credit derivatives in Brazil
The amounts outstanding of credit derivatives have grown exponentially over the past years, and these financial intruments that allow market participants to trade credit risk have become very popular in Europe and in the United States. Although the Central Bank of Brazil passed regulation in 2002 …
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Housing and credit markets
… thesis consists of three chapters on housing and credit markets. Chapter 1 tests the "housing lock hypothesis": the conjecture that homeowners with limited or negative home equity, low levels of financial assets and restricted opportunities to borrow are unable to move. It employs unique, …
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The wholesaler's credit system
… primarily to bring to the attention of the credit world the larness and antiqueness of the methods now being employed. The author has attempted to set forth the results of the present system as well as the revisions which he believes will remedy the undesirable conditions.
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Overdue Credit: Credit Management, Crime, and Immigrants in Early Twentieth Century United States
… immigrants and the professionalization of credit management in the early twentieth century. The history of early Arab Americans has previously been told as a clichéd story of upward mobility and financial success without much documented interaction between the Arab immigrant and real …
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Development and Evaluation of a Credit Scoring Model for the Farm Credit System
Credit scoring models were developed to identify the credit risk in term and operating loans for the principal purposes of evaluating portfolio quality and monitoring risk at the loan and portfolio levels in the Farm Credit System. Experience based (lender) and statistical (academic) approaches …
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Statistical aspects of credit scoring
… thesis is concerned with statistical aspects of credit scoring, the process of determining how likely an applicant for credit is to default with repayments. In Chapters 1-4 a detailed introduction to credit scoring methodology is presented, including evaluation of previous published work on …
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Essays on credit default swaps
… studies on the interrelationship between Credit Default Swap (CDS) and the bond and equity markets. The first essay performs an analysis of the relationship between CDS premia denominated in Pound Sterling and bond spread denominated in Pound Sterling and the Euro currency. We found clear …
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