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Keijsers, Bart; Diris, Bart; Kole, Erik - 2015

Cyclicality in the losses of bank loans is important for bank risk management. Because loans have a different risk profile than bonds, evidence of cyclicality in bond losses need not apply to loans. Based on unique data we show that the default rate and loss given default of bank loans share a...

Persistent link: https://www.econbiz.de/10010515860

Bank-lending standards, loan growth and the business cycle in the Euro area

Kaufmann, Sylvia; Scharler, Johann - 2013

We study the relationship between bank lending standards, loan growth and the business cycle in the euro area and the US within a vector error correciton model using Bayesian estimation methods. To deal with the short data series available for the euro area, we exploit information from the...

Persistent link: https://www.econbiz.de/10010197600

Do bank loan rates exhibit a countercyclical mark-up?

Dueker, Michael; Thornton, Daniel L. - 1997

Persistent link: https://www.econbiz.de/10010365947

Credit risk management and cyclicality of bank lending to non-financial corporations in Italy during the financial crisis : 2008-2012 : a modeling study

Olgiati, Stefano; Danovi, Alessandro - In: Problems and perspectives in management : PPM ; … 13 (2015) 2, pp. 7-14

Persistent link: https://www.econbiz.de/10011490933

Why are euro area banks' credit standards still tight?

Kerola, Eeva - In: Bulletin / Bank of Finland 88 (2014) 4, pp. 53-65

Persistent link: https://www.econbiz.de/10010422128

The credit cycle and the business cycle : new findings using the loan officer opinion survey

Lown, Cara Sue; Morgan, Donald P. - In: Journal of money, credit and banking : JMCB 38 (2006) 6, pp. 1575-1598

Persistent link: https://www.econbiz.de/10003363380

Financial regulation and banking sector performance : a comparison of bad loan problems in Japan and Korea

Huh, Chan-guk - In: Economic review : an annual report of the Economic … (1994), pp. 18-29

Persistent link: https://www.econbiz.de/10001178681

Lending Standards Over the Credit Cycle

Rodano, Giacomo - 2018

institutional feature of the Italian credit market that generates a sharp discontinuity in the allocation of comparable firms into … credit risk categories. Using loan-level data, we show that during the expansionary phase of the cycle, banks relax lending … the cycle, the abrupt tightening of lending standards leads to the exclusion of substandard firms from credit. These firms …

Persistent link: https://www.econbiz.de/10012936690

Bank credit rates across the business cycle : evidence from a French cooperative contracts database

Dereeper, Sébastien; Lobez, Frédéric; Statnik, … - In: Journal of banking & finance 112 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012225290

Credit markets and bubbles : is the benign credit cycle over?

Altman, Edward I.; Kuehne, Brenda J. - In: Economics and business review 2 (2016) 3, pp. 20-31

Persistent link: https://www.econbiz.de/10011634955

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