The interest collected by the main borrowers is collected to pay back the principal borrowed from the depositary bank. In financial risk management, credit risk assessment is becoming a significant sector. For the credit risk assessment of client data sets, many credit risk analysis methods are...

Marketplace lending has fundamentally changed the relationship between borrowers and lenders in financial markets. As with many other financial products that have emerged in recent years, internet-based investors may be inexperienced in marketplace lending, highlighting the importance of...

We analyse the impact of soft information on US mortgages for default prediction and provide a new measure for lender soft information that is based on the interest rates offered to borrowers and incremental to public hard information. Hard and soft information provide for a variation in annual...

This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria. The main objective of this material is to show how credit risk parameters are related to the expected performance of commercial banks in Nigeria. Using the regression analysis,...

This study relies on an aggregate dataset of 73 countries from 2013 to 2018 to investigate the nexus between fintech credit, credit information sharing on bank stability. We document several significant findings. First, our evidence implies that fintech credit tends to improve bank stability....

The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...

Журнал продолжает публикацию консультации Дйана Фантаццини, посвященной эконометрическому анализу финансовых данных в задачах управления риском. В данном...

Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...

The study was conducted to establish framework for measuring and managing credit risk for fifteen private Banks and to analyse the relationship of diversified portfolio of credit advances and NPAs of private banks. The portfolios of all credit advances in all regions were considered for the...

We construct a novel U.S. data set that matches bank holding company credit default swap (CDS) positions to detailed U.S. credit registry data containing both loan and corporate bond holdings to study the effects of banks' CDS use on corporate credit quality. Banks may use CDS to mitigate agency...