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 …

Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs … particularly rich and well developed credit market for SMEs in Germany. We estimate asset correlations as the key measure of …

This paper analyses empirically the effect of judicial efficiency on bank credit contractual terms for the universe of … proceedings across different jurisdictions, the paper uses a spatial regression discontinuity design that compares credit … characteristics. The results show that judicial efficiency is associated with a reduction in the cost of credit as well as with an …

study the effects of positive and negative credit supply (CS) shocks on subsequent household defaults on debt over the last … defaults. These results provide further empirical evidence to theories of endogenous credit cycles …

small business fintech credit platform. We document that while the number of loan applications increased sharply early in … March 2020, the supply of credit collapsed as online lenders dropped from the platform and the likelihood of applicants …

degree of credit/maturity transformation. We develop a dynamic model in which an entrepreneur borrows from overlapping …-generation households via layers of funds, forming a credit chain. Each intermediary fund in the chain faces rollover risks from its lenders …. We show that the equilibrium chain length minimizes the run risk for any given contract and find that restricting credit …