We develop estimates of risk-based capital requirements for single-family mortgage loans held in portfolio by financial …. Based on simulations with varying input parameters, we find that appropriate capital charges for credit risk vary …

availability of bank credit. ; In many LDCs, the government fixes interest rates on bank deposits and loans. If rates on loanable …

invest lower proportions of their assets in small business loans. However, we find that the likelihood that a small business …

to the interest rate spread between the highest- and lowest-risk borrowers. For those obtaining loans, the premium paid …Focusing on observable default risk's role in loan terms and the subsequent consequences for household behavior, this … paper shows that lenders increasingly used risk-based pricing of interest rates in consumer loan markets during the mid-1990 …

This paper explores the significance of unobservable default risk in mortgage and automobile loan markets. I develop …. Controlling for income levels, loan size and risk aversion, I find robust evidence of adverse selection, with borrowers self …-selecting into contracts with varying interest rates and collateral requirements. For example, ex-post higher-risk borrowers pledge …