. Banks that were subject to regulatory stress tests responded by significantly reducing their out-of-market lending. Credit …

The loan impairment rules recently introduced by IFRS 9 require banks to estimate their future credit losses by using …

Bank market power, both in the loan and deposit market, has important implications for credit provision and for … offer demandable contracts. This structure allows us to review the literature on the role of market power for credit …

Higher bank credit growth implies that excess returns of bank stocks over the next one year are lower by nearly 3 …%. Credit growth tracks bank stock returns over the business cycle and explains nearly 14% of the variation in bank stock …, the predictive power, as measured by the absolute magnitude of the coefficient on credit growth and the adjusted-R2 at the …

the credit supply process. The economy is susceptible to self-fulfilling credit freezes: banks abstain from lending when … they fear that other banks will withhold lending, and the resultant credit contraction impedes economic growth. Capital … credit to the real economy. However, the equilibrium interest rate reveals public information about economic fundamentals and …

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

Credit risk measurement and management become more important in all financial institutions in the light of the current … and non-defaulting LBO transactions. -- Logistic Regression ; Logit ; Credit Risk ; Credit Risk Modeling ; Rating …

This study explores the role of credit ratings in predicting a bank failure in recent financial crisis. Both logistic … regression and Cox proportion model confirm that credit ratings can predict the probability of bank failure, but only two … variables. There is suspicion on the delay rating adjustment as the result of inflated credit ratings, issuers shop for …

We apply machine-learning techniques to construct nonlinear nonparametric forecasting models of consumer credit risk …. By combining customer transactions and credit bureau data from January 2005 to April 2009 for a sample of a major … of credit-card-holder delinquencies and defaults, with linear regression R-squared's of forecasted/realized delinquencies …

financial institutions and support credit availability have invited heated debate. This paper comprehensively reviews empirical …