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Credit score migration analysis of farm businesses: conditioning on business cycles and migration trends

Author

Listed:
  • Jill M. Phillips
  • Ani L. Katchova

Abstract

Keywords: Business cycle, Credit migration, Migration trend, Path dependence, Rating drift, Trend reversal

Suggested Citation

  • Jill M. Phillips & Ani L. Katchova, 2004. "Credit score migration analysis of farm businesses: conditioning on business cycles and migration trends," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 64(1), pages 1-15, May.
    • Handle: RePEc:eme:afrpps:00215090480001150
    DOI: 10.1108/00215090480001150
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    Citations

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    Cited by:

    1. Rusiana, Hofner D. & Escalante, Cesar L., 2015. "The Effects of Business Maturity, Experience and Size on the Farms’ Economic Vitality: A Credit Migration Analysis of Farm Service Agency Borrowers," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205282, Agricultural and Applied Economics Association.
    2. Durguner, Seda & Barry, Peter J. & Katchova, Ani L., 2006. "Credit Scoring Models: A Comparison between Crop and Livestock Farms," 2006 Annual meeting, July 23-26, Long Beach, CA 21431, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Hofner D. Rusiana & Cesar L. Escalante & Brady E. Brewer, 2024. "Financial Resilience of Young and Beginning Farmers under Recession: A Transition Probability Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-5.
    4. Rusiana, Hofner & Brewer, Brady & Escalante, Cesar & Dodson, Charles, 2016. "Transition Probability Approach in the Evaluation of Relative Financial Strength and Endurance of Farm Service Borrowers under Recessionary Conditions," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229813, Southern Agricultural Economics Association.
    5. Behrens, Andrew & Pederson, Glenn D., 2005. "Credit Risk Migration Patterns of Agricultural Loans," 2005 Agricultural and Rural Finance Markets in Transition, October 3-4, 2005, Minneapolis, Minnesota 132739, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    6. Gunderson, Michael A. & Gloy, Brent A. & LaDue, Eddy L., 2005. "Pricing Agricultural Loans to Account for Long-Term Default Risk," 2005 Agricultural and Rural Finance Markets in Transition, October 3-4, 2005, Minneapolis, Minnesota 132750, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    7. Dixon, Bruce L. & Ahrendsen, Bruce L. & Landerito, Aiko O. & Hamm, Sandra J. & Danforth, Diana M., 2010. "Determinants of FSA Direct Loan Borrowers' Financial Improvement and Loan Servicing Actions," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 28(2), pages 1-19.
    8. Katchova, Ani L. & Nam, Sangjeong, 2005. "Credit Risk Migration Analysis Focused on Farm Business Characteristics and Business Cycles," 2005 Annual meeting, July 24-27, Providence, RI 19451, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. 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.

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