Purpose – The purpose of this paper is to provide new empirical evidence on the impact of credit risk on China banks' total factor productivity. Design/methodology/approach – The paper employs the Malmquist Productivity Index (MPI) which allows for the examination of five different indices:...

Purpose – Commodity price volatility and small variations in climate conditions may have an important impact on the creditworthiness of any agricultural project. The evolution of such risk factors is vital for the credit risk analysis of a rural bank. The purpose of this paper is to determine...

Purpose The purpose of this paper is to investigate the bank-specific and macroeconomic determinants of nonperforming loans (NPLs) as well as the impact of NPLs on bank profitability. Design/methodology/approach Using a sample of 22 Ghanaian banks over the period 2005-2010, the study employs a...

Purpose – Quantitative methods known as scoring models have been traditionally developed for credit granting decisions using statistical procedures. The purpose of this paper is to develop a non‐parametric credit scoring model for micro enterprises that are not maintaining balance sheets,...

Purpose This paper aims to explore uncertainties in the interaction between Basel II and banking practices. Design/methodology/approach The research setting is a centralized bank’s risk control organization and its commercial lending operations. The bank, despite its early adoption of the...

Purpose The purpose of this paper is to test whether diversification of credit portfolios across economic sectors leads to improved profitability and reduced credit risks for Ghanaian banks that have been characterized by high non-performing loans in recent times (IMF, 2011)....

Purpose – This paper aims to examine how issue spreads are determined in the New Zealand commercial paper market both before and after the onset of the global financial crisis. Design/methodology/approach – This paper uses regression analysis on data from 1,340 commercial paper tenders...

Purpose - This study aims to examine the influence of internal and external factors on the credit risk (represented by nonperforming financing [NPF]) of Indonesian Sharīʿah rural banks (SRBs) - a type of Islamic bank that provides Islamic financial services especially to small and medium...