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 … model further reinforces the phenomenon. Moreover, we found that bank-specifi c variables are more signifi cant as loan …

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 …

commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss … 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 …

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 …

effect on bank loan costs. The result is robust to endogeneity concerns and alternative measures of key variables. It as well …

effect on bank loan costs. The result is robust to endogeneity concerns and alternative measures of key variables. It as well …

-in-differences strategy for a comparable sample of banks. We find that banks participating in the stress tests reallocate credit away from …

-differences strategy for a comparable sample of banks. We find that banks participating in the stress tests reallocate credit away from …

strategy for a comparable sample of banks. We find that banks participating in the stress tests reallocate credit away from …

IFRS 9 substantially affects the financial sector by changing the impairment methodology for credit losses. This paper … analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects …. First, the "cliff-effect", which refers to sudden increases in impairments. It occurred under IAS 39, as credit losses were …