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How bad is a bad loan? Distinguishing inherent credit risk from inefficient lending (does the capital market price this difference?)

Hughes, Joseph P.; Moon, Choon-Geol - 2017

We develop a novel technique to decompose banks' ratio of nonperforming loans to total loans into two components: first, a minimum ratio that represents best-practice lending given the volume and composition of a bank's loans, the average contractual interest rate charged on these loans, and...

Persistent link: https://www.econbiz.de/10012028607

How bad is a bad loan? Distinguishing inherent credit risk from inefficient lending (Does the capital market price this difference?)

Hughes, Joseph P.; Moon, Choon-Geol - 2018

We develop a novel technique to decompose banks' ratio of nonperforming loans to total loans into three components: first, a minimum ratio that represents best-practice lending given the volume and composition of a bank's loans, the average contractual interest rate charged on these loans, and...

Persistent link: https://www.econbiz.de/10012028609

Consumer lending efficiency: Commercial banks versus a fintech lender

Hughes, Joseph P.; Jagtiani, Julapa; Moon, Choon-Geol - 2018

Using 2013 and 2016 data, we compare the performance of unsecured consumer loans made by U.S. bank holding companies to that of the fintech lender, LendingClub. We focus on the volume of nonperforming unsecured consumer loans and apply a novel technique developed by Hughes and Moon (2017) that...

Persistent link: https://www.econbiz.de/10012028613

Financial Sector Legislative Reforms Commission (FSLRC) & financial sector regulation in India

Bhagwati, Jaimini; Khan, M. Shuheb; Bogathi, … - 2016

The Financial Sector Reforms Commission (FSLRC) which was set up in 2011 by the Ministry of Finance was mandated to study existing legislation and financial sector regulatory practices in India and to propose improvements. The FSLRC submitted its report in 2013 and four of its members recorded...

Persistent link: https://www.econbiz.de/10011807863

Diversificación productiva, geográfica y por deudores y su efecto sobre la calidad de la cartera crediticia en Argentina

Anastasi, Alejandra; Bebczuk, Ricardo; Elosegui, Pedro; … - 2008

This paper analyzes the relationship between the quality of the commercial credit portfolio and diversification in the financial entities of Argentina during the period 1998-2006. To this effect, a database of the financial sector (banking and non-banking) is used, which allows to consider three...

Persistent link: https://www.econbiz.de/10010325085

How voluntary information sharing systems form: Evidence from a U.S. commercial credit bureau

Liberti, José; Sturgess, Jason; Sutherland, Andrew - 2021

We use the introduction of a U.S. commercial credit bureau to study when lenders adopt voluntary information sharing technology and the resulting consequences for competition and credit access. Our results suggest that lenders trade off access to new markets against heightened competition for...

Persistent link: https://www.econbiz.de/10013254714

Competition, performance and portfolio quality in microfinance markets

Kar, Ashim Kumar; Swain, Ranjula Bali - 2014

In recent years growing competition in the microfinance industry has been censured for multiple borrowing, default … investigates the impact of competition on microfinance institutions' (MFIs) outreach, financial performance and quality of loan … methods of moments (GMM) estimation technique. Analysing the Microfinance Information Exchange data our empirical results show …

Persistent link: https://www.econbiz.de/10011396728

Strategic Bank Monitoring and Firms' Debt Structure

Kristiansen, Eirik Gaard - 2005

Firms choose debt structure and competing banks choose monitoring intensity. Monitoring improves credit allocation, but creates informational lock-in effects in bank-borrower relationships. In a competitive credit market, banks dissipate anticipated profit from serving locked-in borrowers...

Persistent link: https://www.econbiz.de/10012143646

BankCaR (Bank Capital-at-Risk): A credit risk model for US commercial bank charge-offs

Frye, Jon; Pelz, Eduard - 2008

BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs. The distribution depends only on systematic factors; BankCaR takes each bank and projects its expected charge-off across a distribution of good years and bad years. Since most bank failures occur...

Persistent link: https://www.econbiz.de/10010292167

Foreign Currency Loans and Loan Arrears of Households in Central and Eastern Europe

Beckmann, Elisabeth; Fidrmuc, Jarko; Stix, Helmut - 2012

Given recent adverse developments, widespread foreign currency borrowing in CEECs poses a serious challenge for financial stability. Against this background, we use survey data to study the determinants of loan arrears of private households. Our data confirm a non-negligible impact of foreign...

Persistent link: https://www.econbiz.de/10013370098

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