This appendix provides complete results for the robustness checks discussed in the paper, Spillover Effects of the Opioid Epidemic on Consumer Finance. The paper available at "https://ssrn.com/abstract=3324709" https://ssrn.com/abstract=3324709

Appendix available at "https://ssrn.com/abstract=3324720" https://ssrn.com/abstract=3324720.I examine the impact of the opioid epidemic on subprime auto lending. Using a difference-in-differences framework, I find that county-level increases in opioid abuse cause an increase in loan defaults....

Credit risk in financial institutions has been widely debated among experts and legislators as a substantial risk to the financial industry's health. In addition to examining bank-specific and macroeconomic reasons, the study examines the impacts of political institutions and macroprudential...

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be explained by accounting and macroeconomic factors. Aggregate...

Purpose–The purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL (contingent credit lines) portfolios. Design/methodology/approach–Using an algorithm similar to the basic...

This study extends the literature on the determinants of NPL. I investigate whether banks anticipate non-performing loans by making balance sheet adjustments. This study draws insights into the actions taken by credit risk management teams and bank managers to minimize the size of non-performing...

The paper studies the impact of bank specific, industry specific and macroeconomic factors affecting profitability of Indian Banks in a dynamic model framework. The persistence of bank profits and endogeneity of the factors have been accounted for using Generalised Method of Moments (GMM) as...

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be explained by accounting and macroeconomic factors. Aggregate...