Duration of consumer loans and bank lending policy: dormancy versus default risk
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- Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series 70, Sveriges Riksbank (Central Bank of Sweden).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Santos Silva, J.M.C. & Murteira, J.M.R., 2009.
"Estimation of default probabilities using incomplete contracts data,"
Journal of Empirical Finance,
Elsevier, vol. 16(3), pages 457-465, June.
- J. M. R. Murteira & Joao M. C. Santos Silva, 2000. "Estimation of Default Probabilities Using Incomplete Contracts Data," Econometric Society World Congress 2000 Contributed Papers 1121, Econometric Society.
- Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.
More about this item
KeywordsBank lending policy; duration analysis; semi-parametric methods; dormancy; cost-benefit analysis.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-11-23 (All new papers)
- NEP-CFN-1998-11-23 (Corporate Finance)
- NEP-FMK-1998-11-23 (Financial Markets)
- NEP-MON-1998-11-23 (Monetary Economics)
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