This paper studies how organizational downsizing in a bank affects loan officer specialization and the credit default … officer specialization causes an increase in default rates due to an inferior production of default risk information and …

We analyze how Credit Default Swaps (CDS) affect bank incentives and borrower outcomes in renegotiations after covenant …

) model featuring deposit issuance via bank credit and endogenous default. We argue that the official policy rate and the … fourth, that money-financed fiscal expansion is effective in raising output and inflation, and accompanied with lower credit …

This paper proposes a credit scoring model for the empirical assessment of default risk drivers of shipping bank loans …. A unique dataset, consisting of the credit portfolio of a ship-lending bank is used to estimate a logit model with two … factors explaining default probabilities of bank loans …

This paper proposes a new theoretical framework for the analysis of the relationship between credit shocks, firm … defaults and volatility. The key feature of the modelling approach is to allow for the possibility of default in equilibrium …. The model is then used to study the impact of credit shocks on business cycle dynamics. It is assumed that firms are …

I use a discrete-time hazard model to analyze default for peer-to-peer (P2P) loans. My data set is large, publicly … available, and includes both extensive credit information and soft information. This combination of features, which is unique to … P2P data sets, allows for a more thorough analysis of consumer credit than is possible with data from traditional …

banks' sustainability is Loan Default. The objective of the study is to identify the socio-economic factors that determine … the probability of loan default in Niger state. Data were collected using the multistage random sampling technique from …, family size, income, interest rate and amortization period significantly determine borrower's probability of loan default in …