The purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may … intervals. The model in this paper is in interest of any bank and in particular of banks with a higher fraction of NPLs in their …

Using 2013 and 2016 data, we compare the performance of unsecured consumer loans made by U.S. bank holding companies to … proficiency of credit analysis and loan monitoring), and the statistical noise. Stochastic frontier techniques are used to … lending could a lender achieve if it were fully efficient at credit-risk evaluation and loan management? The frontier …

ratio a bank would experience if it were fully efficient at credit-risk evaluation and loan monitoring, represents the …, a minimum ratio that represents best-practice lending given the volume and composition of a bank's loans, the average … concentration; and, second, a ratio, the difference between the bank's observed ratio of nonperforming loans and the best …