A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales
Article Abstract:
A stochastic valuation model created to assess a commercial and industrial loan portfolio connected with the Mexican bank loan resolution process may be very helpful to both buyers and sellers. The method can have a considerable control on designating a satisfactory bidding strategy. The model demonstrate superb flexibility for assessing cash flows and examining various theories on default circumstances and litigation costs.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1998
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Detecting the risk of company failure at the Banque de France
Article Abstract:
The tools developed by the Banque de France for uncovering company difficulties include scores and ratings. These tools are ascertained exclusively from each other and are complementary. Other more important variables include market positioning and the organization of production. Future proposals include the creation of an extensive detection method based on the files of the Companies Division at the bank.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1998
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Intertemporal diversification in financial intermediation
Article Abstract:
This paper studies the incentive problem between a bank and depositors showing limited liability risks. The research indicates that no regulation is needed, since depositors, auditors, and deposit insurers can keep the bank solvent.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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