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Loan Portfolio Performance and El Niño, an Intervention Analysis

Author

Listed:
  • Collier, Benjamin
  • Katchova, Ani L.
  • Skees, Jerry R.

Abstract

Replaced by updated/revised version. This is an electronic version of a journal article, please cite as: Collier, B., A.L. Katchova, and J. Skees. “Loan Portfolio Performance and El Nino, an Intervention Analysis.” Agricultural Finance Review 71(2011):98-119.

Suggested Citation

  • Collier, Benjamin & Katchova, Ani L. & Skees, Jerry R., 2010. "Loan Portfolio Performance and El Niño, an Intervention Analysis," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida 56217, Southern Agricultural Economics Association.
  • Handle: RePEc:ags:saea10:56217
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    References listed on IDEAS

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    1. Hennie Van Greuning & Sonja Brajovic Bratanovic, 2009. "Analyzing Banking Risk : A Framework for Assessing Corporate Governance and Risk Management, Third Edition," World Bank Publications, The World Bank, number 2618.
    2. Vitaly Guzhva, 2008. "Applying intervention analysis to financial performance data: The case of US airlines and September 11th," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(3), pages 243-259, July.
    3. Lars Hultkrantz & Christina Olsson, 1997. "Chernobyl effects on domestic and inbound tourism in Sweden — A time series analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 9(2), pages 239-258, March.
    4. Ortiz, Guillermo, 1983. "Currency Substitution in Mexico: The Dollarization Problem," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(2), pages 174-185, May.
    5. Andrew Worthington & Abbas Valadkhani, 2004. "Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis," Applied Economics, Taylor & Francis Journals, vol. 36(19), pages 2177-2186.
    6. Jerry R. Skees & Barry J. Barnett, 2006. "Enhancing microfinance using index-based risk-transfer products," Agricultural Finance Review, Emerald Group Publishing, vol. 66(2), pages 235-250, September.
    7. Stephen R. Boucher & Michael R. Carter & Catherine Guirkinger, 2008. "Risk Rationing and Wealth Effects in Credit Markets: Theory and Implications for Agricultural Development," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(2), pages 409-423.
    8. Jeffrey P. Prestemon & Thomas P. Holmes, 2000. "Timber Price Dynamics Following a Natural Catastrophe," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 82(1), pages 145-160.
    9. Andreas Jobst, 2007. "Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, International Monetary Fund.
    10. Ani L. Katchova & Peter J. Barry, 2005. "Credit Risk Models and Agricultural Lending," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(1), pages 194-205.
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    Citations

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    Cited by:

    1. Leonardo Becchetti & Stefano Castriota & Pierluigi Conzo, 2012. "Bank strategies in catastrophe settings: empirical evidence and policy suggestions," CEIS Research Paper 254, Tor Vergata University, CEIS, revised 08 Oct 2012.
    2. Klomp, Jeroen, 2014. "Financial fragility and natural disasters: An empirical analysis," Journal of Financial Stability, Elsevier, vol. 13(C), pages 180-192.
    3. Jesse B. Tack & David Ubilava, 2015. "Climate and agricultural risk: measuring the effect of ENSO on U.S. crop insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 46(2), pages 245-257, March.
    4. repec:mth:raee88:v:9:y:2017:i:4:p:75-92 is not listed on IDEAS
    5. Ulf Römer & Oliver Musshoff, 2018. "Can agricultural credit scoring for microfinance institutions be implemented and improved by weather data?," Agricultural Finance Review, Emerald Group Publishing, vol. 78(1), pages 83-97, February.
    6. Benjamin Collier & Jerry Skees, 2012. "Increasing the resilience of financial intermediaries through portfolio-level insurance against natural disasters," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 64(1), pages 55-72, October.
    7. Collier, Benjamin, 2013. "Exclusive finance: How unmanaged systemic risk continues to limit financial services for the poor in a booming sector," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150433, Agricultural and Applied Economics Association.
    8. repec:eco:journ2:2017-03-42 is not listed on IDEAS
    9. Quaye, Frederick & Hartarska, Valentina & Nadolnyak, Denis, 2015. "Farmer Credit Delinquency in Southeastern US: Factors and Behavior Prediction," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196914, Southern Agricultural Economics Association.

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