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Credit Market Consequences of Improved Personal Identification: Field Experimental Evidence from Malawi
Credit Market Field Experimental Evidence
2015/9/18
We implemented a randomized field experiment in Malawi examining
borrower responses to being fingerprinted when applying for loans.
This intervention improved the lender’s ability to implement dynam...
Regulating for Legitimacy:Consumer Credit Access in France and America
Borrowing and Debt Credit Financial Markets Personal Finance Governing Rules
2015/4/23
Theories of legitimate regulation have emphasized the role of governments either in fixing market failures to promote greater efficiency or in restricting the efficient functioning of markets in order...
Liquidity in Credit Networks: A Little Trust Goes a Long Way
Liquidity Credit Networks Little Trust Goes a Long Way
2010/10/21
Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This...
Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfo...
Business fluctuations in a credit-network economy
Business fluctuations credit-network economy
2010/10/20
We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the be...
Credit Default Swaps Liquidity modeling: A survey
Credit Default Swaps Liquidity modeling survey
2010/10/18
We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi an...
Information Asymmetry in Pricing of Credit Derivatives
Information Asymmetry Pricing Credit Derivatives
2010/10/18
We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the...
Credit Default Swap Valuation with Counterparty Risk
Counterparty risk contagious defaults intensity model credit default swap
2010/12/7
Using the reduced form framework with inter-dependent default correlation, we perform valuation of credit default swap with counterparty risk. The inter-dependent default risk structure between the pr...