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Citations for "An Economic Rationale for the Pricing Structure of Bank Loan Commitments"

by Anjan V. Thakor & Gregory F. Udell

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  1. Sangkyun Park, 2004. "Consumer rationality and credit card pricing: An explanation based on the option value of credit lines," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 25(5), pages 243-254.
  2. Chateau, J.-P. & Wu, J., 2007. "Basel-2 capital adequacy: Computing the `fair' capital charge for loan commitment `true' credit risk," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 1-21.
  3. Martin, J. Spencer & Santomero, Anthony M., 1997. "Investment opportunities and corporate demand for lines of credit," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1331-1350, October.
  4. Berg, Tobias & Saunders, Anthony & Steffen, Sascha, 2015. "The Total Costs of Corporate Borrowing in the Loan Market: Don’t Ignore the Fees," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 489, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  5. Pinaki Bag & Michael Jacobs Jr, 2011. "Parsimonious exposure-at-default modeling for unfunded loan commitments," Journal of Risk Finance, Emerald Group Publishing, vol. 13(1), pages 77-94, January.
  6. Pablo Astorga, 2009. "A Century of Economic Growth in Latin America," Economics Series Working Papers 75, University of Oxford, Department of Economics.
  7. Robert B. Avery & Allen N. Berger, 1989. "Loan commitments and bank risk exposure," Finance and Economics Discussion Series 65, Board of Governors of the Federal Reserve System (U.S.).
  8. Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Competition, risk neutrality and loan commitments," Research Memorandum afd7b491-7ac6-41c8-8cae-0, Tilburg University, School of Economics and Management.
  9. Hallak, Issam, 2003. "Bank loans non-linear structure of pricing: Empirical evidence from sovereign debts," CFS Working Paper Series 2003/33, Center for Financial Studies (CFS).
  10. Chateau, John-Peter D., 2009. "Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 260-270, December.
  11. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," NBER Working Papers 9956, National Bureau of Economic Research, Inc.
  12. Allen N. Berger & Gregory F. Udell, 2002. "Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure," Economic Journal, Royal Economic Society, vol. 112(477), pages F32-F53, February.
  13. Bag, Pinaki, 2010. "Exposure at Default Model for Contingent Credit Line," MPRA Paper 20387, University Library of Munich, Germany.
  14. Plaut, Steven E. & Melnik, Arie L., 2003. "International institutional lending arrangements to sovereign borrowers," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 459-481, August.
  15. Allen N. Berger & Gregory F. Udell, 1998. "The economics of small business finance: the roles of private equity and debt markets in the financial growth cycle," Finance and Economics Discussion Series 1998-15, Board of Governors of the Federal Reserve System (U.S.).
  16. James R. Booth & Lena Chua, 1995. "Structure and pricing of large bank loans," Economic Review, Federal Reserve Bank of San Francisco, pages 52-62.
  17. Sumit Agarwal & Souphala Chomsisengphet & John C. Driscoll, 2004. "Loan commitments and private firms," Finance and Economics Discussion Series 2004-27, Board of Governors of the Federal Reserve System (U.S.).
  18. O. Emre Ergungor, 2002. "Community banks as small business lenders: the tough road ahead," Working Paper 0203, Federal Reserve Bank of Cleveland.
  19. Chung Baek & Jongwook Reem & Thomas Jackman, 2011. "Bank loan commitments and Material Adverse Change clause," Journal of Economics and Finance, Springer, vol. 35(3), pages 361-369, July.
  20. Stanhouse, Bryan & Schwarzkopf, Al & Ingram, Matt, 2011. "A computational approach to pricing a bank credit line," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1341-1351, June.
  21. Chateau, John-Peter D., 2007. "Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 412-433.
  22. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," Center for Financial Institutions Working Papers 03-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
  23. Ozgur Emre Ergungor, 2000. "Relationship loans and information exploitability in a competitive market: loan commitments vs. spot loans," Working Paper 0013, Federal Reserve Bank of Cleveland.
  24. Houston, Joel F. & Venkataraman, S., 1996. "Liquidation under moral hazard: Optimal debt maturity and loan commitments," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 115-133, January.
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