Gloy, Brent A.; LaDue, Eddy L.; Gunderson, Michael A. - Agricultural and Applied Economics Association - AAEA - 2004
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. …