Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Year of publication: |
September 2015
|
---|---|
Authors: | Bergerès, Anne-Sophie ; D'Astous, Philippe ; Dionne, Georges |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 276-286
|
Subject: | Consumer finance | Credit line utilization | Term loan default probability | Ability to pay | Endogeneity | Simultaneous equations | Verbraucherkredit | Consumer credit | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditgeschäft | Bank lending | Theorie | Theory | Kreditwürdigkeit | Credit rating |
-
Lending standards and borrowing premia in unsecured credit markets
Dempsey, Kyle P., (2021)
-
Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin, (2023)
-
Predicting prepayment and default risks of unsecured consumer loans in online lending
Li, Zhiyong, (2019)
- More ...
-
Bergerès, Anne-Sophie, (2013)
-
Bergerès, Anne-Sophie, (2011)
-
Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?
Dionne, Georges, (2014)
- More ...