question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

-dealers when they are more profitable. These results allow for a better understanding of banks' credit risk management. …

. High unofficial euroisation is a source of indirect credit risk for countries with their own national legal tender, which …

We analyze the determinants of real estate and credit bubbles using a unique borrower-lender matched dataset on … mortgage loans in Spain. The dataset contain real estate credit and price conditions (loan principal and spread, and the … contract) and the lender identity, over the last credit boom and bust. We find that lending standards are softer in the boom …

We find that that the Current Expected Credit Loss (CECL) standard would slightly dampen fluctuations in bank lending … predictability of credit losses …

The Current Expected Credit Loss (CECL) framework represents a new approach for calculating the allowance for credit … losses. Credit cards are the most common form of revolving consumer credit and are likely to present conceptual and modeling … challenges during CECL implementation. We look back at nine years of account-level credit card data, starting with 2008, over a …