Credit Risk Migration Experienced By Agricultural Lenders
AbstractLoan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers. The paper also examines factors that influence or predict credit risk migration and its impact on loan pricing.
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Bibliographic InfoPaper provided by Cornell University, Department of Applied Economics and Management in its series Working Papers with number 127147.
Date of creation: May 2004
Date of revision:
credit risk; agricultural lending; credit risk migration; credit quality; Agricultural Finance; Risk and Uncertainty;
Other versions of this item:
- Gloy, Brent A. & LaDue, Eddy L. & Gunderson, Michael A., 2004. "Credit Risk Migration Experienced By Agricultural Lenders," 2004 Annual meeting, August 1-4, Denver, CO 19944, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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.:
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