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Credit Scoring Models: A Comparison between Crop and Livestock Farms

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Author Info
Durguner, Seda
Barry, Peter J.
Katchova, Ani L.
Abstract

This paper uses FBFM (Illinois Farm Business Farm Management Association) data to analyze several key factors in the decision to categorize borrowers into acceptable or problematic and to classify borrowers across five classes. Net worth does not play significant role in the decision process for livestock farms, whereas it is significantly important for crop farms. For livestock farms, tenure ratio is not significant across classes and is generally not significant across categories depending on the cut off point used to describe acceptable or problematic borrower. However, it is significant for crop farms. Working capital to gross farm return, return on farm assets, and asset turnover ratio are all significant for both farm types. The operating expense to gross farm return is not an independent variable for livestock farms whereas an independent and significant variable for crop farms.

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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2006 Annual meeting, July 23-26, Long Beach, CA with number 21431.

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Date of creation: 2006
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Handle: RePEc:ags:aaea06:21431

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Keywords: Financial Economics;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Escalante, Cesar L. & Barry, Peter J. & Park, Timothy A. & Demir, Ebru, 2004. "Farm-Level And Macroeconomic Determinants Of Farm Credit Migration Rates," 2004 Annual meeting, August 1-4, Denver, CO 20227, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Stephanou, Constantinos & Mendoza, Juan Carlos, 2005. "Credit risk measurement under Basel II : an overview and implementation issues for developing countries," Policy Research Working Paper Series 3556, The World Bank. [Downloadable!]
  3. Allen M. Featherstone & Laura M. Roessler & Peter J. Barry, 2006. "Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio," Review of Agricultural Economics, American Agricultural Economics Association, vol. 28(1), pages 4-23, 03. [Downloadable!] (restricted)
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This page was last updated on 2009-12-11.


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