This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … dynamics of overdue payment; assess the quality of the credit portfolio of the bank; determine possible trends in bank … the risk of the bank's credit portfolio. …

episodes of bank specialization. We use the banks’ real loan allocation worldwide instead of the in-sample data to compute a … bank specialization. We find that firms borrowing from banks with high specialization levels incur lower bank loan spreads …'s sector is the same as its banks' specialized sector. However, this rent would transfer to a discount once the bank is highly …

This paper analyses the systemic risk in relation to bank lending for Asian economies. The methodology complements … collect. Loan loss provisions of banks are decomposed into (i) a prediction component that is based on observable bank … characteristics, and (ii) two frailty components: a bank-specific systematic factor based on the assumption that a bank's asset …

by constructing two climate-relevant indices: Emissions Exposure (EEi), a measure of a bank’s climate risk exposure … through its loan portfolio, and Emissions Funding (EFi), a measure of how much of the climate risk a bank funds through its … lending relative to other banks and thus a measure of climate risk importance for each bank. Results from the emissions index …