The COVID-19 pandemic that has hit the entire world also had a major impact on banking industry at global level. Therefore, this study aims to examine effects of COVID- 19 pandemic, non-performing loans, and non-interest income in ASEAN-5 countries from first quarter 2020 fourth 2021. sample consists 86 banks listed capital markets Indonesia, Malaysia, Thailand, Singapore, Philippines. research...

Banks’ exposure to fluctuations in interest rates strongly forecasts excess Treasury bond returns. This result is consistent with a bank-centric view of the market for interest rate risk. Banks’ activities — accepting deposits and making loans — naturally exposes their balance sheets to changes in interest rates. In equilibrium, the bond risk premium compensates banks for bearing these fluctuat...

Increasing default rates coupled with high information asymmetry have the potential to discourage future lenders on Zidisha, an online microfinance platform, from offering money to borrowers at low interest rates. The goal of this analysis is to develop a solution to this emerging problem by improving the quality of information available to the lender about potential borrowers’ riskiness prior ...

Do securitized loans differ from loans held on lenders’ balance sheets? If so, why? We assemble a unique dataset of commercial mortgages with information on loan characteristics at origination and subsequent performance. The most significant difference between securitized (CMBS) and balance sheet loans is the loan size. The largest loans are 42 percentage points more likely to be securitized th...

This paper investigates the effect of relationship-lending on loan contract terms, especially on the interest rate, loan value, and collateral requirements. For this purpose, data on 4850 loans granted by a bank in 2016 is employed. Our estimations show a negative and significant relationship between the interest rate and quality and quantity of borrower-lender relationship. Furthermore, there ...

Using a national survey data where the event of individual households being refused loans (credit rationed) by financial institutions -as well as the specific loans for which they were turned down -is observed directly, this study investigates both the role of relationships on credit rationing in the nineties and the differential role of relationships across credit rationing in various consumer...