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Credit risk assessment

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Author Info

  • Cole R. Gustafson
  • Glenn D. Pederson
  • Brent A. Gloy

Abstract

Lenders, regulatory agencies, and investors have increased their demand for credit risk exposure information to appropriately price risk and evaluate risk migration patterns that affect institution safety and soundness. This review provides a synthesis of the advances in credit risk assessment made through journal articles and other professional reports. Contributions in three primary areas are considered: (a) how the credit risk assessment problem has been defined and redefined over time in response to the changing information needs of lenders and regulators, (b) how methodological innovations have improved credit assessment procedures, and (c) how the efficiency of financial markets has changed due to the evolution of credit risk assessment. The paper concludes with a discussion of how transactional and relationship lending approaches are expected to evolve in the future and whether measures can be developed to more accurately assess factors such as management capacity and commitment to repay.

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Bibliographic Info

Article provided by Emerald Group Publishing in its journal Agricultural Finance Review.

Volume (Year): 65 (2005)
Issue (Month): 2 (July)
Pages: 201-217

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Handle: RePEc:eme:afrpps:v:65:y:2005:i:2:p:201-217

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Web page: http://www.emeraldinsight.com

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Related research

Keywords: Credit evaluation; Credit risk assessment; Credit scoring; Loan default; Loan repayment;

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Cited by:
  1. Pederson, Glenn D. & Chu, Yu-Szu & Richardson, D. Wynn, 2011. "Community Bank Assessment of Agricultural Portfolio Risk Exposure: The Literature and the Methods in Use," Staff Papers 107483, University of Minnesota, Department of Applied Economics.
  2. Brian C. Briggeman & Michael A. Gunderson & Brent A. Gloy, 2009. "The Financial Health of Agricultural Lenders," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1406-1413.
  3. Jouault, Amelie & Featherstone, Allen M., 2006. "Determining the Probability of Default of Agricultural Loans in a French Bank," 2006 Annual meeting, July 23-26, Long Beach, CA 21376, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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