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credit limits to show that a bank's MPL depends on a small number of parameters that can be estimated using our credit limit … funds on aggregate household borrowing, and highlights the importance of frictions in bank-borrower interactions for …
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This paper uses a new panel data set of credit card accounts to analyze credit card delinquency, personal bankruptcy, and the stability of credit risk models. We estimate duration models for default and assess the relative importance of different variables in predicting default. We investigate...
Persistent link: https://www.econbiz.de/10012470309
This paper uses a new panel data set of credit card accounts to analyze credit card delinquency, personal bankruptcy, and the stability of credit risk models. We estimate duration models for default and assess the relative importance of different variables in predicting default. We investigate...
Persistent link: https://www.econbiz.de/10012763129
largest U.S. banks had their senior unsecured bonds ranked pari-passu with bank deposits under the market conditions from 2006 … to 2015. Since 1994 senior bank bonds are subordinated to bank deposits in the event of liquidation. And during the … financial crises of 2008-2009 and 2011, the maximum 5-year bank credit spread among the four largest banks was over 400 basis …
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Assets and Net-Interest Income to Total Assets as a representative of the profitability of a bank. The dependent variables …
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development. The article employs a two-variable regression model on secondary data obtained from the Bank of Zambia and the …
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