This study aims to significantly enhance the predictive modeling of credit risk within Egypt's banking sector, particularly by differentiating between retail and corporate credit risks and categorizing banks into listed and non-listed groups. By utilizing a comprehensive dataset from Middle...

This study integrates environmental factors, such as carbon emissions and climate-related risks, with traditional financial metrics to enhance corporate credit rating predictions for approximately 2,000 publicly listed Chinese firms. Utilizing Principal Component Analysis (PCA) for...

Sector-specific macroprudential regulations can increase the riskiness of credit to other sectors. First, using cross-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion, banks with larger portfolios of residential...

Sector-specific macroprudential regulations can increase the riskiness of credit to other sectors. First, using cross-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion, banks with larger portfolios of residential...