equation we model the bank's decision to grant a loan, in the second the probability of default. We confirm that banks provide …

To evaluate loan applicants, banks increasingly use credit scoring models. The objective of such models typically is to … multiperiod contracts for which reason it is important for banks not only to know if but also when a loan will default. In this …

transforms existing financial claims against ultimate borrowers that have been originated by traditional banks. Based on … non-financial private sector had been originated by shadow banks. Consequently, dampening credit creation by the …

This paper examines banks' disclosures and loss recognition in the financial crisis and identifies several core issues …, banks' disclosures about relevant risk exposures were relatively sparse. Such disclosures came later after major concerns … about banks' exposures had arisen in markets. Similarly, the recognition of loan losses was relatively slow and delayed …

decisions of SMEs have been affected by credit constraints in the wake of the Great Recession. Variability in banks’ financial … healthy banks were significantly more likely to be affected by a credit constraint and, in turn, to adjust their labour input … downwards than pre-crisis clients of more healthy banks. These results are robust across types of loan applications that were …

decisions of SMEs have been affected by credit constraints in the wake of the Great Recession. Variability in banks' financial … healthy banks were significantly more likely to be affected by a credit constraint and, in turn, to adjust their labour input … downwards than pre-crisis clients of more healthy banks. These results are robust across types of loan applications that were …

is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90 … banks in Poland in 2008-2013 indicates that banks should assign additional 4% and 2% of the capital requirement to cover the … risk of exposure concentrations in: respectively, individual entities and individual economic sectors. For banks with a …