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Camba-Méndez, Gonzalo; Mongelli, Francesco Paolo - 2021

How much of the heterogeneity in bank loan pricing is explained by disparities in banks’ attitude towards risk? The answer to this question is not simple because there are only very weak proxies for gauging the degree of a bank’s risk aversion. We handle this constraint by means of a novel...

Persistent link: https://www.econbiz.de/10013243821

Short-Run Dynamics in Bank Credit : Assessing Nonlinearities in Procyclicality

Bouvatier, Vincent - 2011

The aim of this paper is to investigate the relationship between credit and business cycles within a nonlinear … the 1986-2010 period. Our findings show that credit procyclicality is nonlinear, depending on economic conditions. More … specifically, credit is highly procyclical in extreme-booms and busts-regimes in Canada, the UK and the US, while procyclicality is …

Persistent link: https://www.econbiz.de/10013121160

Macroeconomic Determinants of Bad Loans : Evidence from Italian Banks

Bofondi, Marcello - 2011

In this paper we use a single-equation time series approach to examine the macroeconomic determinants of banks' loan quality in Italy in the past twenty years, as measured by the ratio of new bad loans to the outstanding amount of loans in the previous period. We analyse the quality of loans to...

Persistent link: https://www.econbiz.de/10013124759

Loan Prospecting

Heider, Florian - 2012

loan officers' compensation, banks' use of soft information in credit approval, and their lending standards. When … more competition, banks lower lending standards, may choose to disregard soft and use only hard information in their credit …

Persistent link: https://www.econbiz.de/10013106196

A Pricing Model for Bank Loans with Covenants

Bazzana, Flavio - 2010

) are used as instruments of business policy and (3) are used by banks as a means of credit monitoring. If a bank decides to …

Persistent link: https://www.econbiz.de/10013146251

Measurement and Determinants of Access to Loans

Hainz, Christa - 2013

information on a firm's credit demand, we develop a direct measurement for access to credit and provide for the first time an … empirical evaluation of these methods. We find that information on the usage of credit is not sufficient to identify financially …

Persistent link: https://www.econbiz.de/10013082979

Is There Any Dependence between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data

Bergerès, Anne-Sophie - 2013

Whereas recent studies on revolving lines of credit suggest a positive relationship between exposure at default and … simultaneous analysis of credit line utilization and default probability on a personal loan. We model both financial instruments …. Individuals in the default state use their credit line 59% more than those in the non-default state, and full utilization of the …

Persistent link: https://www.econbiz.de/10013092704

Loan Spreads and Unexpected Earnings

Yu, Jeff Jiewei - 2013

This paper provides a more direct test of the superior information hypothesis of banks and informs a long standing policy debate about whether banks serve a special information role in the economy. I circumvent the self-selection bias that contaminated prior studies by obtaining bank loan...

Persistent link: https://www.econbiz.de/10013075262

The Role of Non-Performing Loans for Bank Lending Rates

Bredl, Sebastian - 2019

Against the backdrop of a high stock of non-performing loans (NPLs) in several European countries, this paper investigates the role of NPLs for lending rates charged for newly granted loans in the euro area. More precisely, it looks for an effect that extends beyond losses caused by that stock...

Persistent link: https://www.econbiz.de/10012894494

Bank Credit Supply and Firm Innovation

Giebel, Marek - 2018

We analyze the causal effect of the credit supply shock to banks induced by interbank market disruptions in the recent …

Persistent link: https://www.econbiz.de/10012926239