How do technological advancements in credit markets affect minority communities? We use the endorsement of FICO credit … scores by the Government Sponsored Enterprises (GSEs) in mortgage underwriting to answer this question. The use of credit …

Although psychometric features have been considered for alternative credit scoring, they have not yet been applied to … credit scoring model for P2P lending by extracting typical personality types inferred from the borrowers' job category. We … probability. We found that each MBTI type's credit scoring model has different significant variables. This study provides insights …

). Credit risks stemming from introducing a carbon tax – during periods of low default rates – are modest on banks: on average …

better information sharing through public credit registries managed by central banks, but not private credit bureaus managed … more crucial for large banks, because such procyclicality cannot be offset by strengthening credit market environments …

This paper looks at the credit rating adjustments on Eurozone banks that followed the post-crisis regulation of bank … resolution in Europe in 2014. The empirical assessment analyses within-bank variation using the credit ratings of the major …, were subject to downward pressures; 2) however, credit rating agencies (CRAs) reacted in a variety of ways, moving to post …

to estimate joint probabilities that a firm with at least one line of credit will fall into certain categories of D …&B credit rating and secured/unsecured line of credit. From this multinomial logistic regression model, we derived conditional … logistic regression, where the probability the line of credit is secured is conditioned upon the credit rating category.We find …

This paper makes a fundamental contribution by studying loan-loss provisioning over the credit cycle as three distinct … Loan Officer Opinion Surveys (SLOOS), which provide useful controls for credit cycle information. Though the SLOOS dataset … is a restricted sample and generalizability to a broader sample could potentially be a stretch, we control for credit …

We examine the effect of firm credit rating downgrades on the pricing and structure of syndicated bank loans following … rating downgrades in the firms' countries of domicile. We find that the sovereign ceiling policies used by credit rating …