...Anas Alaoui Mdaghri; Abdessamad Raghibi; Abdelhamid Ait Bihi Purpose This study investigates how climate risk exacerbates the nexus between credit risk and bank liquidity creation in African economies, where both financial and environmental vulnerabilities converge. Design/methodology/approach...

... of minimum economic capital requirement that are considerably higher (lower) than those using the linear model. Research limitations/implications The study has focused on credit risk because of lack of data on other types of risk at individual bank level. The future studies can estimate the aggregate...

... in the intellectual capital and SBM-TE nexus in terms of ownership and stock exchange listing? Firstly, the study computes SBM-TE scores using the method of Tone (2001) , with internal risk (credit risk) accounted for. Secondly, the study regresses the SBM-TE scores on intellectual capital performance or its...

... by the financial intermediaries of the information asymmetry in the lender–borrower relationship gives rise to credit risk, which is the potential loss arising from the possibility that a business will fail to fully meet its contractual obligations on time (Guo, 2013). Thus, it is expected that credit default...