Credit Risk Migration Experienced By Agricultural Lenders
Loan 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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Center for Financial Institutions Working Papers
00-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
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127134, Cornell University, Department of Applied Economics and Management.
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Journal of Banking & Finance,
Elsevier, vol. 24(1-2), pages 203-227, January.
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