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.

Guaranteed loan is a common way for an enterprise to raise money from banks without any collateral in China. It is welcome for both enterprises and banks when the economy is up. However, the situation becomes tough as long as the economy is down. The financial risk caused by guaranteed loans not only makes the enterprise which takes the loan in trouble but also spreads over the intertwined netw...

The Internal Ratings Based (IRB) approach suggested in the New Basel Accord regulations (BIS 2005) uses a capital allocation formula derived from a Merton style structural model of the credit risk of portfolios of corporate loans. Yet this formula is being applied in the case of consumer loans as well as corporate loans. This has highlighted that although there are a number of well established ...

Using credit default swap data, we propose a novel empirical framework to identify the structure of credit risk networks across international major financial institutions around the recent global credit crisis. The findings shed light on the credit risk transmission process and helps identify key financial institutions. Specifically, we identify three groups of players including prime senders, ...

Concerning the information asymmetry, subjectivity and other problems in the prediction of port customer credit risk level, a port customer credit risk evaluation system was designed, which provided the quantification base for port customer credit risk prediction. External-internal information fusion model was proposed for port customer credit risk prediction. Customers’ internal history inform...

This study wants to investigate the rating of the actual customers of banks based on credit risk using multiple criteria decision making and artificial intelligence hyperbolic regression. This is an applied research. The statistical population of the study includes the credit customers of Agriculture Bank in west branches of Mazandaran province, Iran in 2012-2016. A total of 100 cases have been...