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...

This paper develops a specification of the credit scoring model with high discriminatory power to analyze data on loans at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using logistic regression (parametric) and one model using...

We examine whether rating shopping and rating catering behaviours, two sources of credit rating inflation, are still prevalent in the post-Global Financial Crisis (GFC) period after the introduction of new regulations regarding Credit Rating Agencies (CRAs) in the European securitisation market....