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Community Bank Assessment of Agricultural Portfolio Risk Exposure: The Literature and the Methods in Use

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  • Pederson, Glenn D.
  • Chu, Yu-Szu
  • Richardson, D. Wynn

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  • 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.
    • Handle: RePEc:ags:umaesp:107483
    DOI: 10.22004/ag.econ.107483
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    References listed on IDEAS

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    1. Pederson, Glenn D. & Wilberding, Tim, 1999. "Strategic Loan Portfolio Management In A Changing Risk Environment," Staff Papers 13343, University of Minnesota, Department of Applied Economics.
    2. Cole R. Gustafson & Glenn D. Pederson & Brent A. Gloy, 2005. "Credit risk assessment," Agricultural Finance Review, Emerald Group Publishing, vol. 65(2), pages 201-217, July.
    3. Peura, Samu & Jokivuolle, Esa, 2004. "Simulation based stress tests of banks' regulatory capital adequacy," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1801-1824, August.
    4. 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.
    5. Brent A. Gloy & Eddy L. LaDue & Michael A. Gunderson, 2005. "Credit risk migration and downgrades experienced by agricultural lenders," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 65(1), pages 1-16, May.
    6. Xiaohui Deng & Cesar L. Escalante & Peter J. Barry & Yingzhuo Yu, 2007. "Markov chain models for farm credit risk migration analysis," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(1), pages 99-117, May.
    7. 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).
    8. Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002. "Ratings migration and the business cycle, with application to credit portfolio stress testing," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March.
    9. Brent A. Gloy & Eddy L. LaDue & Michael A. Gunderson, 2005. "Credit risk migration and downgrades experienced by agricultural lenders," Agricultural Finance Review, Emerald Group Publishing, vol. 65(1), pages 1-16, May.
    10. Pederson, Glenn D., 1999. "Strategic Loan Portfolio Management In A Changing Risk Environment," 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada 132365, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    11. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January.
    12. Lyubov Zech & Glenn Pederson, 2004. "Application of credit risk models to agricultural lending," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 64(2), pages 91-106, November.
    13. Escalante, Cesar L. & Park, Timothy A. & Barry, Peter J. & Demir, Ebru, 2002. "Determinants Of Farm Credit Migration Rates," 2002 Regional Committee NC-221, October 7-8, 2002, Denver, Colorado 132368, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    14. Pederson, Glenn D. & Rm, R. Chellappan, 1991. "Use Of Credit Evaluation Procedures At Agricultural Banks In Minnesota: 1991 Survey Results," Staff Papers 13819, University of Minnesota, Department of Applied Economics.
    15. Andrew Behrens & Glenn D. Pederson, 2007. "An analysis of credit risk migration patterns of agricultural loans," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(1), pages 87-98, May.
    16. Jeffrey R. Stokes & Brent A. Gloy, 2007. "Estimating delinquency migration and the probability of default from aggregate data," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(1), pages 75-85, May.
    17. Glenn D. Pederson & Lyubov Zech, 2009. "Assessing Credit Risk in an Agricultural Loan Portfolio," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(2), pages 169-185, June.
    18. 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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    Keywords

    Agricultural Finance;

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