risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank … risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans. We then …

This paper studies the business cycle effects on the performance of commercial bank loan portfolios across major … related to expected losses in bank income statements). Our results indicate that while economic growth is the main driver of … equivalent to the median emerging market bank profitability; while a decline of more than 10 pp in growth implies significant …

, listed at Borsa Italiana SpA in 2006-2008, and a number of accounting proxies to express the loan portfolio quality of a bank … monitoring loan portfolio quality of the bank, with the subsequent damage of the interests of stakeholders. A positive …

measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … examine the risk levels in the loan portfolios of merging bank holding companies (BHCs) and the change in risk that occurs in …

-of-credits pricing by using a sample extracted from a large Tunisian bank credit portfolio. We, thus, find out that only the opaqueness … neglected by our test bank. The latter gives more weight to the strength of the long-term relationship mainly its status as a … main bank to lower prices. Still, the duration used as a proxy of banking relationship indicates that our bank should …

, contradictory to the common Western papers' results; (2) the participation of the Russian state in the bank equity is surprisingly …