Results 11 to 20 of about 260,668 (259)

Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios [PDF]

, 2021
This paper examines the role of loan characteristics in mortgage default probability for different mortgage lenders in the UK. The accuracy of default prediction is tested with two statistical methods, a probit model and linear discriminant analysis ...
Lux, N., Tsolacos, S.
core   +1 more source

Agricultural loan portfolios remain healthy [PDF]

, 2023
Agricultural loan portfolios remain healthy, despite 2 years of low farm commodity prices. Most farm lenders continue to report strong profitability and good loan quality.
Koenig, Steven R
core   +2 more sources

Climate transition risk in U.S. loan portfolios: Are all banks the same?

, 2023
We examine banks' exposure to climate transition risk using a bottom-up, loan-level methodology incorporating climate stress test based on the Merton probability of default model and transition pathways from the Intergovernmental Panel on Climate Change (
Kuruppuarachchi, Duminda, Tan, Eric KM, Nguyen, Quyen, McCarten, Matthew, Diaz-Rainey, Ivan   +4 more
core   +1 more source

THE MODERATING EFFECT OF COST PER LOAN ASSET RATIO ON THE RELATIONSHIP BETWEEN CREDIT RISK AND FINANCIAL PERFORMANCE OF LISTED DEPOSIT MONEY BANKS IN NIGERIA

The International Journal of Banking and Finance, 2023
In recent years, banks in Nigeria have experienced a significant increase in delinquent loan portfolios, which has contributed immensely to the financial difficulties in this sector.
Isah Shittu, Hannafi Abdulkadir
doaj   +1 more source

The process approach to the management of loan portfolios

Journal of Economic and Financial Sciences, 2009
Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
doaj   +1 more source

Using Discrete Markov Chain Model for Predicting the Behavior of Banks Loan Portfolios [PDF]

مجله مدل سازی در مهندسی, 2017
The main goal of total commercial banks is collect the saving of real and natural persons and allocate them in the form of facilities to industry, service and manufacturing companies. with the Non repayment of facilities from side of customers, the banks
Kazem Ebrahimi, Raheleh Lalee
doaj   +1 more source

Housing, Housing Finance and Credit Risk

International Journal of Financial Studies, 2018
This paper investigates the determinants of credit risk from a broad perspective. Particular attention is given to the role of housing affordability and household indebtedness.
Alessandra Canepa, Fawaz Khaled
doaj   +1 more source

Diversifikasi Portofolio Kredit, Risiko dan Return Bank

Jurnal Akuntansi, 2023
Banks as financial intermediaries, can diversify their credit portfolios into different sectors. This study aims to determine the effect of credit portfolio diversification on risks borne and returns earned by banks.
Rahmat Setiawan, Octavia Reniar Putri, Aulia Claraning Sukmawati   +2 more
doaj   +1 more source

Interconnectedness, systemic crises, and recessions

Latin American Journal of Central Banking, 2020
In this paper, we construct a simple model designed to capture four widely held views about financial crises: [1] Interconnectedness among financial institutions (banks) can play a major role in precipitating systemic financial crises.
Marco A. Espinosa-Vega, Steven Russell
doaj   +1 more source

Green Loans and Bank Intermediary Costs:

The International Journal of Financial Systems
Employing a unique dataset of green and non-green loans in Indonesia, we show that banks’ loan allocation in environmentally and non-environmentally friendly activities are associated with bank intermediary costs.
Indra Tumbelaka, Heru Setyo Handogo
doaj   +1 more source