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Bank lending policy, credit scoring and value-at-risk

Citations

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Cited by:

  1. Odeh, Oluwarotimi O. & Featherstone, Allen M. & Sanjoy, Das, 2006. "Predicting Credit Default in an Agricultural Bank: Methods and Issues," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35359, Southern Agricultural Economics Association.
  2. Mocetti, Sauro & Viviano, Eliana, 2017. "Looking behind mortgage delinquencies," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 53-63.
  3. R Florez-Lopez, 2010. "Effects of missing data in credit risk scoring. A comparative analysis of methods to achieve robustness in the absence of sufficient data," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 486-501, March.
  4. Tuan, Tran Huu & Navrud, Stale, 2009. "Applying the dissonance-minimising format to value cultural heritage in developing countries," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 53(3), pages 1-17.
  5. Agata M. Lozinskaia & Evgeniy M. Ozhegov & Alexander M. Karminsky, 2016. "Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages," HSE Working papers WP BRP 55/FE/2016, National Research University Higher School of Economics.
  6. Lei Lu & Jianxing Wei & Weixing Wu & Yi Zhou, 2023. "Pricing strategies in BigTech lending: Evidence from China," Financial Management, Financial Management Association International, vol. 52(2), pages 333-374, June.
  7. Galema, Rients, 2020. "Credit rationing in P2P lending to SMEs: Do lender-borrower relationships matter?," Journal of Corporate Finance, Elsevier, vol. 65(C).
  8. Giorgio Di Pietro & Andrea Cutillo, 2006. "Does Attending a Catholic School Make a Difference? Evidence From Italy," Bulletin of Economic Research, Wiley Blackwell, vol. 58(3), pages 193-234, July.
  9. Fernando A. F. Ferreira & Ieva Meidutė-Kavaliauskienė & Edmundas K. Zavadskas & Marjan S. Jalali & Sandra M. J. Catarino, 2019. "A Judgment-Based Risk Assessment Framework for Consumer Loans," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 7-33, January.
  10. Grant, Charles & Padula, Mario, 2013. "Using bounds to investigate household debt repayment behaviour," Research in Economics, Elsevier, vol. 67(4), pages 336-354.
  11. Rais Ahmad Itoo & Selvarasu Appasamy Mutharasu & José António Filipe, 2013. "Effect of Loan Value and Collateral on Value of Mortgage Default," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(4), pages 635-635.
  12. Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2020. "Gender gap in peer-to-peer lending: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 112(C).
  13. Lobna Abid & Afif Masmoudi & Sonia Zouari-Ghorbel, 2018. "The Consumer Loan’s Payment Default Predictive Model: an Application of the Logistic Regression and the Discriminant Analysis in a Tunisian Commercial Bank," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 948-962, September.
  14. Marshall, Andrew & Tang, Leilei & Milne, Alistair, 2010. "Variable reduction, sample selection bias and bank retail credit scoring," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 501-512, June.
  15. Elisa Ughetto & Andrea Vezzulli, 2011. "What role can mutual guarantee consortia play for financing innovation? A firm-level study for Italy," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 3(4), pages 294-319.
  16. Hartmann-Wendels, Thomas & Mählmann, Thomas & Versen, Tobias, 2009. "Determinants of banks' risk exposure to new account fraud - Evidence from Germany," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 347-357, February.
  17. Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2002. "Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy," Working Paper Series 142, Sveriges Riksbank (Central Bank of Sweden).
  18. Thi Thu Tra Pham & Robert Lensink, 2008. "Household Borrowing in Vietnam," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(3), pages 237-261, December.
  19. Kasper Roszbach, 2004. "Bank Lending Policy, Credit Scoring, and the Survival of Loans," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 946-958, November.
  20. Roman Bohdan & Elizabeth Tipton & Dean Kiefer & Arsen Djatej, 2014. "The Case of Minority Small Business Owners: Empirical Evidence of Problems in Loan Financing," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 3(3), pages 01-13, July.
  21. Jessica Holmes & Jonathan Isham & Jessica Wasilewski, 2005. "Overcoming Information Asymmetries in Low‐Income Lending: Lessons from the “Working Wheels” Program," Southern Economic Journal, John Wiley & Sons, vol. 72(2), pages 329-351, October.
  22. João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, University Library of Munich, Germany.
  23. Li, Wanning & Hua, Xiuping, 2023. "The value of family social capital in informal financial markets: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  24. Y Kim & S Y Sohn, 2007. "Technology scoring model considering rejected applicants and effect of reject inference," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(10), pages 1341-1347, October.
  25. McAndrew, Clare & Thompson, Rex, 2007. "The collateral value of fine art," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 589-607, March.
  26. Juan Laborda & Seyong Ryoo, 2021. "Feature Selection in a Credit Scoring Model," Mathematics, MDPI, vol. 9(7), pages 1-22, March.
  27. González-Cabán, Armando & Loomis, John B. & Rodriguez, Andrea & Hesseln, Hayley, 2007. "A comparison of CVM survey response rates, protests and willingness-to-pay of Native Americans and general population for fuels reduction policies," Journal of Forest Economics, Elsevier, vol. 13(1), pages 49-71, May.
  28. Evžen Kocenda & Martin Vojtek, 2011. "Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(6), pages 80-98, November.
  29. Erol Muzir, 2013. "Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(4), pages 1-6, August.
  30. Bücker, Michael & van Kampen, Maarten & Krämer, Walter, 2013. "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1040-1045.
  31. Jorge Mota & António Carrizo Moreira & Cristóvão Brandão, 2018. "Determinants of microcredit repayment in Portugal: analysis of borrowers, loans and business projects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 141-171, November.
  32. Azam, Rehan & Muhammad, Danish & Syed Akbar, Suleman, 2012. "The significance of socioeconomic factors on personal loan decision a study of consumer banking local private banks in Pakistan," MPRA Paper 42322, University Library of Munich, Germany.
  33. Huseyin Ince & Bora Aktan, 2009. "A comparison of data mining techniques for credit scoring in banking: A managerial perspective," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 233-240, March.
  34. Cummins, Mark & Mac an Bhaird, Ciarán & Rosati, Pierangleo & Lynn, Theo, 2020. "Institutional investment in online business lending markets," International Review of Financial Analysis, Elsevier, vol. 71(C).
  35. Zongjun Wang & Gongkhonkwa Rujira, 2013. "The Dynamic Relationship of Stock Indexes on Interbank Money Market Rates: Evidence from Thailand," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 827-843.
  36. Alexander E. Ushanov, 2022. "Retracted: Internal procedures of the risk‐oriented lending process in the bank," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(2), pages 99-114, June.
  37. Thi Mai Luong, 2020. "Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2020.
  38. Kuhn, M.E. & Darroch, Mark A.G. & Ortmann, Gerald F., 2000. "Assessing the efficacy of a South African microlender's loan screening mechanism," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(4), pages 1-9, December.
  39. Lkhagvadorj Munkhdalai & Tsendsuren Munkhdalai & Oyun-Erdene Namsrai & Jong Yun Lee & Keun Ho Ryu, 2019. "An Empirical Comparison of Machine-Learning Methods on Bank Client Credit Assessments," Sustainability, MDPI, vol. 11(3), pages 1-23, January.
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