Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We … for banks to systematically identify regional and industrial credit concentrations and reduce the detected concentrations … through diversification. In recent years, the development of markets for credit securitization and credit derivatives has …

The features of credit risk management under rapid growth of a bank are investigated. The growth rate of loan portfolio … is shown to be needed to take into account for effective credit risk management. It is developed a dynamic model of … profitability and covering credit risk …

Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector …. The impact of credit supply on the financial and real sectors may vary across different economies, and the …

traditional loan pricing model, this new proposed one, requiring lower loan interest rates from customers with higher credit … rating, while higher loan interest rates from customers with lower credit rating, could thus be able to provide higher risk …

considerable heterogeneity. Banks reduced lending more for the riskier loans (HELOCs, CRE) and to borrowers with high credit risk …. However, banks expanded lending, including riskier loans, to borrowers with the lowest credit risk in areas more impacted by …

credit boom and bust cycles. Using a unique, hand-collected dataset on 156 banks from Central and Eastern Europe during 2005 …-2012, we assess whether banks with stronger risk management and corporate governance display more moderate credit growth in the … pre-crisis credit boom as well as a smaller credit contraction and fewer credit losses in the crisis period. With respect …

We show that firm demand-side factors are strong drivers of procyclical refinancing be- havior over the credit cycle … using novel data from the Shared National Credit program. Firms are more likely to refinance early when credit conditions … are good to keep the ef- fective maturity of their loans long and hedge against having to refinance in tight credit …