scholarly journals Loan Guarantees, Bank Lending and Credit Risk Reallocation

2021 ◽  
Author(s):  
Carlo Altavilla ◽  
Andrew Ellul ◽  
Marco Pagano ◽  
Andrea Polo ◽  
Thomas Vlassopoulos
Keyword(s):  
Credit Risk ◽  
Bank Lending ◽  
Loan Guarantees

Small and Medium-Sized Enterprise (SME) Credit Risk Analysis Using Bank Lending Data: An Analysis of Thai SMEs

2016 ◽  
Vol 15 (3) ◽  
pp. 383-406 ◽  
Author(s):  
Naoyuki Yoshino ◽  
Farhad Taghizadeh-Hesary ◽  
Phadet Charoensivakorn ◽  
Baburam Niraula
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Bank Lending ◽  
Credit Risk Analysis

scholarly journals SME Credit Risk Analysis Using Bank Lending Data: An Analysis of Thai SMEs

2015 ◽  
Author(s):  
Naoyuki Yoshino ◽  
Farhad Taghizadeh Hesary ◽  
Phadet Charoensivakorn ◽  
Baburam Niraula
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Bank Lending ◽  
Credit Risk Analysis

scholarly journals Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages

De Economist ◽  
2020 ◽  
Vol 168 (4) ◽  
pp. 453-473
Author(s):  
Leo de Haan ◽  
Mauro Mastrogiacomo
Keyword(s):  
Credit Risk ◽  
Policy Implication ◽  
Debt Service ◽  
Mortgage Loan ◽  
Mortgage Loans ◽  
Mortgage Insurance ◽  
Level Data ◽  
Model Predictions ◽  
Income Ratio ◽  
Loan Guarantees

Abstract Using loan level data on mortgage loans originated by Dutch banks during 1996 to 2015, we analyse the determinants of the incidence of non-performance. We find that both the originating loan-to-value ratio (OLTV) and the debt-service-to-income ratio are significantly positively associated with the probability of non-performance. The results suggest that mortgages with government-loan-guarantees perform better. Moreover, several mortgage loan and borrower characteristics, such as the (interest-only) loan type and the underwater status of the borrower, increase credit risk. Our model predictions suggest a novel policy implication: in order to avoid acceleration of non-performance probabilities, the OLTV-limit should be set to about 70–80% for uninsured mortgages, and to about 90% for those with mortgage insurance.

Credit risk management : a study on risk integration in the bank lending process

2011 ◽  
Author(s):  
Linda Elsa Wilhelmina Sleddens
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Bank Lending ◽  
Credit Risk Management

Economic policy uncertainty effect on credit risk, lending decisions and banking performance: evidence from Tunisian listed banks

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Khalfaoui Hamdi ◽  
Guenichi Hassen
Keyword(s):  
Economic Policy ◽  
Credit Risk ◽  
Bank Lending ◽  
Policy Uncertainty ◽  
Content Type ◽  
Economic Policy Uncertainty ◽  
Empirical Level ◽  
Private Banks ◽  
Lending Decisions ◽  
And Performance

PurposeThis paper examines the effect of economic policy uncertainty (EPU) on credit risk, lending decisions and banking performance of Tunisian listed banks over the period 1999–2019.Design/methodology/approachTo identify the relationship between EPU, credit risk, lending decisions and banking performance, we have proceeded with a fixed effects panel regression model over the period 1999–2019.FindingsOur empirical analysis showed a significant positive effect of EPU on credit risk and a significant negative effect on loan size and performance. We have also found that state-owned banks were the most affected by increasing EPU. Their credit risk has increased and their returns have decreased. While highly leveraged private banks have recorded a sharp decline in their results.Research limitations/implicationsFacing increasing credit risks, generated by EPU, Tunisian banks are allowed to revise their lending decisions to ensure consequently their sustainability and performance.Practical implicationsTunisian resident banks should set up a monitoring system and an early-warning system of credit risk in order to guarantee both, their performance and the sustainability of the economy's financing.Social implicationsA good banking governance and a stable economic and political environment are the key factors that improve the allocation of credit, credit risk diversification and the creation of added value for the different activity sectors.Originality/valueOn the theoretical as well as on the empirical level, the analysis of the Tunisia EPU on credit risk, bank lending strategy and banking performance was not handled previously in the literature. It was noted that state banks are more influenced by the increase of EPU. Their credit risk has increased and their returns have declined. However, private banks with a high leverage effect have recorded a net decrease in their results. Since the 2011 revolution, invisibility and EPU have largely influenced the bank lending decisions and subsequently banking performance.

Government Loan Guarantees during a Crisis: The Effect of the PPP on Bank Lending and Profitability

2021 ◽  
Author(s):  
W. Blake Marsh ◽  
Padma Sharma
Keyword(s):  
Bank Lending ◽  
Loan Guarantees

Bank Lending Standards Over the Cycle: The Role of Firmss Productivity and Credit Risk

2018 ◽  
Author(s):  
Gabriel Jimenez ◽  
Enrique Moral-Benito ◽  
Raquel Vegas
Keyword(s):  
Credit Risk ◽  
Bank Lending ◽  
Lending Standards
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