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Subprime Mortgage Default in Minority Neighborhoods

Connolly, Robert A. - 2016

characteristics in order to clarify how the subprime foreclosure crisis played out in minority areas. An innovation in our modeling …, we find that borrowers in minority neighborhoods, delineated by Census tracts, were less likely to default at high … finding that subprime borrowers in minority neighborhoods have a lower propensity to default at high CLTV stands in contrast …

Persistent link: https://www.econbiz.de/10012988155

Determining the probability of default of agricultural loans in a French bank

Jouault, Amelie; Featherstone, Allen M. - In: Journal of applied finance & banking 1 (2011) 1, pp. 1-30

Recently, financial institutions have developed improved internal risk rating systems and emphasized the probability of default and loss given default. The default characteristics are studied for 756 loans from a French bank: CIC- Banque SNVB. A binomial logit regression is used to estimate...

Persistent link: https://www.econbiz.de/10009241570

Flooded credit markets : physical climate risk and small business lending

Barbaglia, Luca; Fatica, Serena; Rho, Caterina - 2023

We document that European banks charge higher interest rates on loans granted to small and medium-sized firms located in areas at high risk of flooding. At 6 basis points, the average risk premium does not adequately reflect the deterioration of loan performance in the aftermath of flood...

Persistent link: https://www.econbiz.de/10014465205

Peer influence and microfinance loan defaults under crisis conditions : evidence from Indian demonetization

Adbi, Arzi; Lee, Matthew T.; Singh, Jasjit - 2022 - Revised version of 2021/33/STR

Persistent link: https://www.econbiz.de/10013461889

Community influence on microfinance loan defaults under crisis conditions : evidence from Indian demonetization

Adbi, Arzi; Lee, Matthew T.; Singh, Jasjit - 2023 - Revised version of 2022/54/STR

Persistent link: https://www.econbiz.de/10014362867

Effect of Borrower's Socio-Economic Profile on Agribusiness Loans Default Rate in Agricultural Finance Corporation, Mount Kenya Region

M'Muruku, Salesio Miriti; Kingori, Gathungu Geofrey; … - 2023

Background: Agribusiness loans advanced by Agricultural Finance Corporation (AFC) in Mount Kenya Region have high default rate of 20.33% which compares unfavourably with 10% benchmark for all types of loans in Kenya. This is a challenge, given the strategic importance of agribusiness credit in...

Persistent link: https://www.econbiz.de/10014347945

Community influence on microfinance loan defaults under crisis conditions : evidence from Indian demonetization

Adbi, Arzi; Lee, Matthew T.; Singh, Jasjit - In: Strategic management journal 45 (2024) 3, pp. 535-563

Persistent link: https://www.econbiz.de/10014476782

Exploring the impact of financial literacy on predicting credit default among farmers : an analysis using a hybrid machine learning model

Lu, Zhiqiang; Li, Hongyu; Wu, JunJie - In: Borsa Istanbul Review 24 (2024) 2, pp. 352-362

This study explores whether financial literacy can enhance the ability to predict credit default by farmers using machine-learning models. It introduces a hybrid model combining k-means clustering and Adaboost to predict loan default using data on 10,396 farmers who obtained credit from Chinese...

Persistent link: https://www.econbiz.de/10014495219

Impacts of drought on loan repayment

Breeden, Joseph L. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-14

In order to stress test loan portfolios for the impacts of climate change, historical events need to be analyzed to create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a stress-testing template for future droughts. The analysis...

Persistent link: https://www.econbiz.de/10014306201

Race and Bankruptcy : Explaining Racial Disparities in Consumer Bankruptcy

Morrison, Edward R. - 2019

African American bankruptcy filers are more likely to select Chapter 13 than other debtors, who opt instead for Chapter 7, which has higher success rates and lower attorney fees. Prior scholarship blames racial discrimination by bankruptcy attorneys. We present an alternative explanation:...

Persistent link: https://www.econbiz.de/10012899824

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