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Lending relationship in the traditional credit market : implications for credit risk management strategy in micro credit institutions

Suryani, Embun; Hermanto; Hidayati, Siti Aisyah; Putra, … - In: Journal of international commerce, economics and policy 12 (2021) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10013399974

Bank risk taking, credit booms and monetary policy : conference paper

Afanasyeva, Elena; Guentner, Jochen - 2014 - Very preliminary and incomplete, This version: February 28, 2014

This paper investigates the risk-taking channel of monetary policy on the asset side of banks' balance sheets. We use a factor-augmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, e.g. their collateral requirements for firms, are significantly...

Persistent link: https://www.econbiz.de/10010485247

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632

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 …

Persistent link: https://www.econbiz.de/10012175768