question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

effect of the reforms on overall credit supply, while at the same time documenting a substantial decline in borrower- and …

credit-risk evaluation and loan monitoring, represents the inherent credit risk of the loan portfolio and is estimated by a … nonperformance among the five groups. Moreover, the inherent credit risk of their lending is the highest among the five groups. On …. Small community banks under $1 billion also exhibit higher inherent credit risk than all other size groups except the …

ratio a bank would experience if it were fully efficient at credit-risk evaluation and loan monitoring, represents the … inherent credit risk of the loan portfolio and is estimated by stochastic frontier techniques. We apply the technique to 2013 … credit risk of their lending is the highest among the five groups. On the other hand, their inefficiency at lending is one of …

proficiency of credit analysis and loan monitoring), and the statistical noise. Stochastic frontier techniques are used to … lending could a lender achieve if it were fully efficient at credit-risk evaluation and loan management? The frontier …. The conditional minimum ratio can be interpreted as a measure of inherent credit risk. The difference between the observed …

The US credit boom has been identified as one of the causes of the global financial crisis and the resulting debt … overhang is seen as the primary reason for the weak economic recovery. Most of the existing literature links the credit boom to … non-financial private sector had been originated by shadow banks. Consequently, dampening credit creation by the …