our model. Banks increased lending to the agricultural sector in counties with higher insurance coverage after 1980, even … insurance such that their overall risk did not increase meaningfully. We discuss the implications of our results in the light of …In this paper, we introduce a model to study the interaction between insurance and banking. We build on the Federal …

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

banks do cross-subsidize unsecured lending through high credit insurance costs this behavior is not a universal practice … consumer lending and credit insurance was justified. This case has wide regulatory implications following international … concerns that the sale of credit insurance has been detrimental to customers due to overpriced credit insurance and a possible …

equation we model the bank's decision to grant a loan, in the second the probability of default. We confirm that banks provide … loans in a way that is not consistent with default risk minimization. The lending policy must thus either be inefficient or … be the result of some other type of optimizing behavior than expected profit maximization. Value at Risk, being a value …

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 …: loans are granted in a way that conflicts with both default risk minimization and survival time maximization. There is thus …

This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …

with a Value at Risk constraint. I also obtain closed form expressions for the interest rates that banks should set in …This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the … compensation for borrowers' credit risk under absence of arbitrage opportunities and I use these rates as a benchmark to interpret …

empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of … all borrowers. The results of the test supported the hypothesis of portfolio risk pricing and suggest that the spread of … loan required that the spread of loan required by risk-averse lenders is in general higher than the risk premium of the …

Credit risk is crucial to understanding banks' production technology and should be explicitly accounted for when … modeling the latter. The banking literature has largely accounted for risk by using ex-post realizations of banks' uncertain … outputs and associated credit risk levels from banks' supply functions via nonparametric kernel methods. We apply this …

. We use a panel of Vietnamese commercial banks during 2007 - 2019 for empirical analysis and measure uncertainty in … banking by the dispersion of bank-level shocks. Our results confirm that banks may reduce loan growth and experience more … credit risk amid greater uncertainty. These adverse impacts of uncertainty on bank lending (both quantity and quality) are …