Loan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers. The paper also examines factors that influence or predict credit risk migration and its impact on loan pricing
In the last decade rating-based models have become very popular in credit risk management. These sys...
Credit risks are unanticipated variations in costs and availability of credit that arise from forces...
78 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2009.Finally, the results illustrat...
Loan records and lender credit risk classifications are used to examine agricultural credit risk mig...
Loan records and lender credit risk classifications are used to examine agricultural credit risk mig...
Agricultural credit risk migration is examined using loan records gathered from four agricultural le...
This study utilizes comparisons and Probit regression analysis to determine the influence of previou...
Probit regression techniques are used to identify factors affecting rates of farm credit migration. ...
Credit risk models are developed and used to estimate capital requirements for agricultural lenders ...
A framework is identified for modeling credit risk in agriculture. A CreditRisk+ type model is deeme...
This study examines credit score migration rates of farm businesses. We test whether migration prob...
Credit risk models are developed and used to estimate capital requirements for agricultural lenders ...
This study uses the cohort approach to estimate the credit risk migration probability of farm busine...
We applied the migration approach to credit scoring measurement to determine how ratings, focused on...
is deemed most suitable for agricultural lending. The CreditRisk+ model is modified to overcome its ...
In the last decade rating-based models have become very popular in credit risk management. These sys...
Credit risks are unanticipated variations in costs and availability of credit that arise from forces...
78 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2009.Finally, the results illustrat...
Loan records and lender credit risk classifications are used to examine agricultural credit risk mig...
Loan records and lender credit risk classifications are used to examine agricultural credit risk mig...
Agricultural credit risk migration is examined using loan records gathered from four agricultural le...
This study utilizes comparisons and Probit regression analysis to determine the influence of previou...
Probit regression techniques are used to identify factors affecting rates of farm credit migration. ...
Credit risk models are developed and used to estimate capital requirements for agricultural lenders ...
A framework is identified for modeling credit risk in agriculture. A CreditRisk+ type model is deeme...
This study examines credit score migration rates of farm businesses. We test whether migration prob...
Credit risk models are developed and used to estimate capital requirements for agricultural lenders ...
This study uses the cohort approach to estimate the credit risk migration probability of farm busine...
We applied the migration approach to credit scoring measurement to determine how ratings, focused on...
is deemed most suitable for agricultural lending. The CreditRisk+ model is modified to overcome its ...
In the last decade rating-based models have become very popular in credit risk management. These sys...
Credit risks are unanticipated variations in costs and availability of credit that arise from forces...
78 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2009.Finally, the results illustrat...
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