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Estimating expected and unexpected losses for agricultural mortgage portfolios

Dressler, Jonathan B.; Tauer, Loren W. - In: American journal of agricultural economics 98 (2016) 5, pp. 1470-1485

Persistent link: https://www.econbiz.de/10011635556

Survival analysis and mortgage termination at AgChoice ACA

Dressler, Jonathan B.; Stokes, Jeffrey R. - In: Agricultural finance review 70 (2010) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10003983630

Credit risk rating migration and unobserved borrower heterogeneity

Stokes, Jeffrey R.; Dressler, Jonathan B.; … - In: Agricultural finance review 68 (2008) 2, pp. 237-253

Persistent link: https://www.econbiz.de/10003797266

Agricultural mortgage portfolio delinquency based economic capital estimation

Dressler, Jonathan B. - 2014

Persistent link: https://www.econbiz.de/10012501834

Credit risk rating migration and unobserved borrower heterogeneity

Stokes, Jeffrey R.; Dressler, Jonathan B.; … - In: Agricultural Finance Review 68 (2008) 2, pp. 237-253

Some past studies of credit risk ratings migration have found trend reversals and evidence that the data‐generating process is nonstationary. Using a sample of Farm Credit System mortgages, we find no compelling statistical evidence of either phenomenon. We do find evidence that our sample of...

Persistent link: https://www.econbiz.de/10014667250

Credit risk rating migration and unobserved borrower heterogeneity

Stokes, Jeffrey R.; Dressler, Jonathan B.; … - In: Agricultural Finance Review 68 (2008) September, pp. 237-253

Some past studies of credit risk ratings migration have found trend reversals and evidence that the data-generating process is nonstationary. Using a sample of Farm Credit System mortgages, we find no compelling statistical evidence of either phenomenon. We do find evidence that our sample of...

Persistent link: https://www.econbiz.de/10004979846