Matches in SemOpenAlex for { <https://semopenalex.org/work/W49658138> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W49658138 abstract "This paper detects how the Basel II internal ratings based (IRB) approach affects the bank loan pricing mechanism. A multi-period risk-adjusted pricing methodology under the prevalent loan repayment schemes based on the theoretical framework provided by Hasan and Zazzara (2006) is developed. In addition to the previous literature, more light is shed on the contribution of the two types of losses (expected and unexpected) to the total risk-adjusted spread, finding evidence which is consistent with what credit risk modelling theory suggests. On the implications stemming from the adoption of the IRB advanced approach, it is shown that lower risk-adjusted spreads are assured when the effect of longer maturities (higher spreads) is off-balanced by a reduction in loss given default (LGD)." @default.
- W49658138 created "2016-06-24" @default.
- W49658138 creator A5042793409 @default.
- W49658138 creator A5012356792 @default.
- W49658138 date "2011-04-14" @default.
- W49658138 modified "2023-10-03" @default.
- W49658138 title "A Risk-Adjusted Pricing Model for Bank Loans: Challenging Issues from Basel II" @default.
- W49658138 hasPublicationYear "2011" @default.
- W49658138 type Work @default.
- W49658138 sameAs 49658138 @default.
- W49658138 citedByCount "1" @default.
- W49658138 countsByYear W496581382015 @default.
- W49658138 crossrefType "posted-content" @default.
- W49658138 hasAuthorship W49658138A5012356792 @default.
- W49658138 hasAuthorship W49658138A5042793409 @default.
- W49658138 hasConcept C10138342 @default.
- W49658138 hasConcept C133930124 @default.
- W49658138 hasConcept C144133560 @default.
- W49658138 hasConcept C149782125 @default.
- W49658138 hasConcept C162118730 @default.
- W49658138 hasConcept C162324750 @default.
- W49658138 hasConcept C175444787 @default.
- W49658138 hasConcept C178350159 @default.
- W49658138 hasConcept C2777764128 @default.
- W49658138 hasConcept C2779806880 @default.
- W49658138 hasConcept C2779812064 @default.
- W49658138 hasConcept C2780759654 @default.
- W49658138 hasConcept C2864544 @default.
- W49658138 hasConcept C29122968 @default.
- W49658138 hasConceptScore W49658138C10138342 @default.
- W49658138 hasConceptScore W49658138C133930124 @default.
- W49658138 hasConceptScore W49658138C144133560 @default.
- W49658138 hasConceptScore W49658138C149782125 @default.
- W49658138 hasConceptScore W49658138C162118730 @default.
- W49658138 hasConceptScore W49658138C162324750 @default.
- W49658138 hasConceptScore W49658138C175444787 @default.
- W49658138 hasConceptScore W49658138C178350159 @default.
- W49658138 hasConceptScore W49658138C2777764128 @default.
- W49658138 hasConceptScore W49658138C2779806880 @default.
- W49658138 hasConceptScore W49658138C2779812064 @default.
- W49658138 hasConceptScore W49658138C2780759654 @default.
- W49658138 hasConceptScore W49658138C2864544 @default.
- W49658138 hasConceptScore W49658138C29122968 @default.
- W49658138 hasLocation W496581381 @default.
- W49658138 hasOpenAccess W49658138 @default.
- W49658138 hasPrimaryLocation W496581381 @default.
- W49658138 hasRelatedWork W1482153054 @default.
- W49658138 hasRelatedWork W1517605583 @default.
- W49658138 hasRelatedWork W166542568 @default.
- W49658138 hasRelatedWork W1837861806 @default.
- W49658138 hasRelatedWork W1974962032 @default.
- W49658138 hasRelatedWork W2017310596 @default.
- W49658138 hasRelatedWork W2093312081 @default.
- W49658138 hasRelatedWork W2094704096 @default.
- W49658138 hasRelatedWork W2122766850 @default.
- W49658138 hasRelatedWork W2163794444 @default.
- W49658138 hasRelatedWork W2277770654 @default.
- W49658138 hasRelatedWork W2341840506 @default.
- W49658138 hasRelatedWork W2896933918 @default.
- W49658138 hasRelatedWork W2954195505 @default.
- W49658138 hasRelatedWork W3122025716 @default.
- W49658138 hasRelatedWork W3122181230 @default.
- W49658138 hasRelatedWork W3122670733 @default.
- W49658138 hasRelatedWork W3122743028 @default.
- W49658138 hasRelatedWork W3124381616 @default.
- W49658138 hasRelatedWork W3124930165 @default.
- W49658138 isParatext "false" @default.
- W49658138 isRetracted "false" @default.
- W49658138 magId "49658138" @default.
- W49658138 workType "article" @default.