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 …

prediction model where the bank type is determined by observable risk proxies such as ex-ante credit ratings, which influence the …In this study, we examine quality of the lending decisions of public sector banks (PSBs) in India with a novel dataset … credit exclusively from PSBs, possibly, consistent with the directed lending programs of the government. If we exclude …

stable finance. One efficient way to promote SME financing is through credit guarantee schemes, where the government … guarantees a portion (ratio) of a loan provided by a bank to an SME. This research provides a theoretical model and an empirical … analysis of factors that determine optimal credit guarantee ratio. The ratio should be able to fulfill the government's goal of …

monitor liquidity risk exposure. The findings provide insights into reviewing bank credit policies and prudential guidelines. …The availability of bank loans is a vital component in determining the investment and spending patterns that influence …