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Journal of the Operational Research Society Volume 66, 2015 - Issue 11
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General Paper

The impact of Basel Accords on the lender’s profitability under different pricing decisions

Bo HuangSchool of Finance, Renmin University of ChinaBeijingP.R. China
&
Lyn C ThomasSouthampton Business School, University of SouthamptonSouthamptonUKCorrespondence[email protected]
Pages 1826-1839 | Received 19 Nov 2012, Accepted 23 Sep 2014, Published online: 21 Dec 2017

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Debarati Basu, Shabana Mitra & Nishant Kumar Verma. (2023) Mitigating credit risk: modelling and optimizing co-insurance in loan pricing. Applied Economics 55:29, pages 3422-3441.
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Kanshukan Rajaratnam, Peter Beling & George Overstreet. (2017) Regulatory capital decisions in the Context of consumer loan portfolios. Journal of the Operational Research Society 68:7, pages 847-858.
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Articles from other publishers (3)

Wanan Liu, Hong Fan & Meng Xia. (2023) Tree-based heterogeneous cascade ensemble model for credit scoring. International Journal of Forecasting 39:4, pages 1593-1614.
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So Yeon Chun & Miguel A. Lejeune. (2020) Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Management Science 66:8, pages 3735-3753.
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So Yeon Chun & Miguel Lejeune. (2016) Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. SSRN Electronic Journal.
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