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  • CONSTRAINTS

    Journals

    ISSN: 1383-7133 , eISSN: 1572-9354

  • Economics of credit scoring management

    Publication

    - Year 2019

    Credit scoring models constitute an inevitable element of modern risk and profitability management in retail financial lending institutions. Quality,or separation power of a credit scoring model is usually assessed with the Gini coefficient. Generally, the higher Gini coefficient the better, as in this way a bank can increase number of good customers and/or reject more bad applicants. In...

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  • Credit default swaps and banks

    Publication

    - Year 2023

    This chapter aims to explore the evolving role of credit default swaps (CDS) in managing and transferring default risk from the perspective of banks from a holistic perspective. This chapter examines credit default swaps (CDSs) as derivative financial instruments that transfer credit risk on debt securities. While CDSs offer benefits such as risk management and risk trading, they also introduce potential systemic risks, as evidenced...

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  • Cryptocurrency anomalies and economic constraints

    Publication

    - International Review of Financial Analysis - Year 2024

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  • Journal of Credit Risk

    Journals

    ISSN: 1744-6619 , eISSN: 1755-9723