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  1. Female business owners pay higher interest rates on corporate loans
    Autor*in: Martinello, Alessandro Tang-Andersen; Mønsted, Bjarke; Matin, Rastin; Steffensen, Sigurd Anders Muus; Holm Laursen, Karen
    Erschienen: [2021]
    Verlag:  Danmarks Nationalbank, Copenhagen

    We analyze micro-level data from the Danish credit register and find that female business owners pay higher interest rates on corporate loans than male owners. The gender gap is partly explained by differences in firm and loan characteristics.... mehr

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    We analyze micro-level data from the Danish credit register and find that female business owners pay higher interest rates on corporate loans than male owners. The gender gap is partly explained by differences in firm and loan characteristics. However, an economically and statistically significant gap persists even after flexible machine learning techniques are applied to the data. While the gender gap most likely arises during the negotiation process, we do not find that it depends on market power or the extent to which banks use data-driven approaches to determine interest rates.

     
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    hdl: 10419/246000
    Schriftenreihe: Working paper / Danmarks Nationalbank ; nr. 179 (25 June 2021)
    Schlagworte: Financial sector; changes in interest rates; credit risk; statistical methods
    Umfang: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  2. COVID-19, credit risk and macro fundamentals
    Autor*in: Dubinova, Anna; Lucas, André; Telg, Sean
    Erschienen: [2021]
    Verlag:  Tinbergen Institute, Amsterdam, The Netherlands

    COVID-19, credit risk, macro fundamentals, frailty factors, dynamic latent factorsWe investigate the relationship between macro fundamentals and credit risk, rating migrations and defaults during the start of the COVID-19 pandemic. We find that... mehr

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    COVID-19, credit risk, macro fundamentals, frailty factors, dynamic latent factorsWe investigate the relationship between macro fundamentals and credit risk, rating migrations and defaults during the start of the COVID-19 pandemic. We find that credit risk models that use macro fundamentals as covariates overestimate credit risk incidence due to the unprecedented drops in economic activity in the first lockdowns. We argue that this break in the macro-credit linkage is less affected if we take an unobserved components modeling framework, both at shorter and longer credit risk horizons. An additional advantage of these models is that they automatically provide an integrated forecasting approach for both the credit and macro variables in the model. An effort to repair the macro-credit link via the addition of government subsidy expenses, though better in-sample, provides a worse fit to credits if implemented pre-covid.

     
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    hdl: 10419/237792
    Schriftenreihe: Array ; TI 2021, 059
    Schlagworte: COVID-19; credit risk; macro fundamentals; frailty factors; dynamic latent factors
    Umfang: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  3. Inflation risk and the finance-growth nexus
    Autor*in: Corhay, Alexandre; Tong, Jincheng
    Erschienen: [2021]
    Verlag:  [University of Toronto - Rotman School of Management], [Toronto]

    This paper shows that the effect of inflation on asset prices and real aggregates depends on the financial intermediation sector. When firms finance using nominal long-term debt issued by financial intermediaries, unexpected changes in inflation lead... mehr

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    This paper shows that the effect of inflation on asset prices and real aggregates depends on the financial intermediation sector. When firms finance using nominal long-term debt issued by financial intermediaries, unexpected changes in inflation lead to a wealth transfer across sectors. Higher inflation decreases firms' real liabilities and default risk, which helps reduce debt overhang. However, it hurts intermediaries' balance sheet, leading to a contraction in credit. We show theoretically that the ultimate effect of inflation depends on the tightness of financing constraints in the intermediation sector. We find strong empirical evidence consistent with these results. We also show that an inflation policy responding to both financial and real variables can help stabilize our economy

     
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    Schriftenreihe: [Rotman School of Management working paper ; no. 3795679]
    Schlagworte: Inflation; asset prices; credit risk; debt deflation; financial intermediation; monetarypolicy; general equilibrium model; recursive preferences
    Umfang: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  4. Resolving nonperforming loans in Sub-Saharan Africa in the aftermath of the COVID-19 crisis
    Autor*in: Bunda, Irina; Jack, Jehann; Jardak, Tarak; Ouedraogo, Rasmane; Wang, Zhangrui; Wezel, Torsten
    Erschienen: 2021
    Verlag:  International Monetary Fund, Publication Services, Washington, DC, U.S.A.

    Sub-Saharan African countries are facing an unprecedented health and economic crisis that is likely to severely hurt credit quality and raise non-performing loans from already high levels. Banks have a critical role to play not only during the crisis... mehr

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    Sub-Saharan African countries are facing an unprecedented health and economic crisis that is likely to severely hurt credit quality and raise non-performing loans from already high levels. Banks have a critical role to play not only during the crisis by providing temporarily relief to businesses and households, but also during the recovery by supporting economic activity and facilitating the structural transformations engaged by the pandemic

     
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    Quelle: Staatsbibliothek zu Berlin
    Beteiligt: Eyraud, Luc (HerausgeberIn)
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
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    Schriftenreihe: Departmental paper / International Monetary Fund ; DP/2021, 014
    Schlagworte: Nonperforming loans; credit risk; banking sector; Africa; Covid-19; default (finance); NPL ratio; resolution strategy; reduction target; NPL portfolio; ratios in SSA country; NPL write-off; removing legacy NPL; management strategy; Loans; Credit; Distressed assets; Financial soundness indicators; Sub-Saharan Africa; South Asia; West Africa; Banks; Credit; Depository Institutions; Money Multipliers; Money Supply
    Umfang: 1 Online-Ressource (circa 85 Seiten), Illustrationen
  5. The future is today why truly long-term sovereign ratings are needed now
    Autor*in: Kraemer, Moritz
    Erschienen: [2021]
    Verlag:  CEPS, Brussels

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    Schriftenreihe: CEPS policy insights ; no 2021, 11 (September 2021)
    Schlagworte: credit risk; sovereign solvency; sovereign credit risks
    Umfang: 1 Online-Ressource (circa 11 Seiten), Illustrationen
  6. Credit allocation when private banks distribute government loans
    Autor*in: Ornelas, José Renato Haas; PedrazaI, Alvaro; Ruiz-OrtegaI, Claudia; Silva, Thiago Christiano
    Erschienen: [2021]
    Verlag:  Banco Central do Brasil, Brasília, DF, Brazil

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    Schriftenreihe: Working paper series / Banco Central do Brasil ; 548 (April 2021)
    Schlagworte: bank lending; government credit programs; credit risk; cross-selling strategies
    Umfang: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  7. Is corporate credit risk propagated to employees?
    Autor*in: Correia, Filipe Peças; Cortes, Gustavo S.; Silva, Thiago Christiano
    Erschienen: [2021]
    Verlag:  Banco Central do Brasil, Brasília, DF, Brazil

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    Schriftenreihe: Working paper series / Banco Central do Brasil ; 551 (June 2021)
    Schlagworte: credit risk; default risk; employer-employee spillovers
    Umfang: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  8. Exploring the market risk profiles of U.S. and European life insurers
    Autor*in: Grochola, Nicolaus; Browne, Mark Joseph; Gründl, Helmut; Schlütter, Sebastian
    Erschienen: [2021]
    Verlag:  International Center for Insurance Regulation, Goethe University Frankfurt, Frankfurt am Main

    Market risks account for an integral part of life insurers' risk profiles. This paper explores the market risk sensitivities of insurers in two large life insurance markets, namely the U.S. and Europe. Based on panel regression models and daily... mehr

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    Market risks account for an integral part of life insurers' risk profiles. This paper explores the market risk sensitivities of insurers in two large life insurance markets, namely the U.S. and Europe. Based on panel regression models and daily market data from 2012 to 2018, we analyze the reaction of insurers' stock returns to changes in interest rates and CDS spreads of sovereign counterparties. We find that the influence of interest rate movements on stock returns is more than 50% larger for U.S. than for European life insurers. Falling interest rates reduce stock returns in particular for less solvent firms, insurers with a high share of life insurance reserves and unit-linked insurers. Moreover, life insurers' sensitivity to interest rate changes is seven times larger than their sensitivity towards CDS spreads. Only European insurers significantly su↵er from rising CDS spreads, whereas U.S. insurers are immunized against increasing sovereign default probabilities.

     
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    Schriftenreihe: ICIR working paper series ; no. 39 (2021)
    Schlagworte: Life insurance; interest rate risk; credit risk
    Umfang: 1 Online-Ressource (circa 48 Seiten)
  9. Loan guarantees, bank lending and credit risk reallocation
    Autor*in: Altavilla, Carlo; Ellul, Andrew; Pagano, Marco; Polo, Andrea; Vlassopoulo, Thomas
    Erschienen: November 2021
    Verlag:  CSEF, Centre for Studies in Economics and Finance, Department of Economics, University of Naples, Naples, Italy

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    Schriftenreihe: Working paper / CSEF, Centre for Studies in Economics and Finance ; no. 629
    Schlagworte: loan guarantees; bank lending; COVID-19 pandemic; substitution; credit risk
    Umfang: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  10. Loan guarantees, bank lending and credit risk reallocation
    Autor*in: Altavilla, Carlo; Ellul, Andrew; Pagano, Marco; Polo, Andrea; Vlassopoulos, Thomas
    Erschienen: [2021]
    Verlag:  Center for Financial Studies, Goethe University, Frankfurt am Main, Germany

    We investigate whether government credit guarantee schemes, extensively used at the onset of the Covid-19 pandemic, led to substitution of non-guaranteed with guaranteed credit rather than fully adding to the supply of lending. We study this issue... mehr

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    We investigate whether government credit guarantee schemes, extensively used at the onset of the Covid-19 pandemic, led to substitution of non-guaranteed with guaranteed credit rather than fully adding to the supply of lending. We study this issue using a unique euro-area credit register data, matched with supervisory bank data, and establish two main findings. First, guaranteed loans were mostly extended to small but comparatively creditworthy firms in sectors severely affected by the pandemic, borrowing from large, liquid and well-capitalized banks. Second, guaranteed loans partially substitute pre-existing non-guaranteed debt. For firms borrowing from multiple banks, the substitution mainly arises from the lending behavior of the bank extending guaranteed loans. Substitution was highest for funding granted to riskier and smaller firms in sectors more affected by the pandemic, and borrowing from larger and stronger banks. Overall, the evidence indicates that government guarantees contributed to the continued extension of credit to relatively creditworthy firms hit by the pandemic, but also benefited banks’ balance sheets to some extent.

     
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    hdl: 10419/248407
    Schriftenreihe: CFS working paper series ; no. 672
    Schlagworte: loan guarantees; bank lending; COVID-19 pandemic; substitution; credit risk
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  11. Credit risk in a pandemic
    Autor*in: Byström, Hans N. E.
    Erschienen: 2021
    Verlag:  Department of Economics, School of Economics and Management, Lund University, Lund

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    Schriftenreihe: Working paper / Department of Economics, Lund University ; 2021, 1
    Schlagworte: credit risk; Covid-19; equity market; debt market; CDS; Merton model; Basel II
    Umfang: 1 Online-Ressource
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  12. Can we take the "stress" out of stress testing?
    applications of generalized structural equation modeling to consumer finance
    Autor*in: Canals-Cerdá, José J.
    Erschienen: January 2021
    Verlag:  Research Department, Federal Reserve Bank of Philadelphia, Philadelphia, PA

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    Schriftenreihe: Working papers / Research Department, Federal Reserve Bank of Philadelphia ; 21, 01 (January 2021)
    Schlagworte: GSEM; stress test; CCAR; CECL; credit risk; regulatory capital; allowances; mortgages
    Umfang: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  13. Sovereign credit and exchange rate risks
    evidence from Asia-Pacific local currency bonds
    Autor*in: Chernov, Mikhail; Creal, Drew; Hördahl, Peter
    Erschienen: 2021
    Verlag:  Bank for International Settlements, Monetary and Economic Department, [Basel]

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    Schriftenreihe: BIS working papers ; no 918 (January 2021)
    Schlagworte: emerging bond markets; credit risk; currency risk; Twin Ds; affine model
    Umfang: 1 Online-Ressource (circa 60 Seiten), Illustrationen
  14. Understanding the performance of machine learning models to predict credit default
    a novel approach for supervisory evaluation
    Autor*in: Alonso, Andrés; Carbó, José Manuel
    Erschienen: 2021
    Verlag:  Banco de España, Madrid

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    Schriftenreihe: Documentos de trabajo / Banco de España, Eurosistema ; no. 2105
    Schlagworte: machine learning; credit risk; prediction; probability of default; IRB system
    Umfang: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  15. Loan guarantees, bank lending and credit risk reallocation
    Autor*in: Altavilla, Carlo; Ellul, Andrew; Pagano, Marco; Polo, Andrea; Vlassopoulo, Thomas
    Erschienen: [2021]
    Verlag:  EIEF, Einaudi Institute for Economics and Finance, [Rom]

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    Schriftenreihe: EIEF working paper ; 21, 13 (November 2021)
    Schlagworte: loan guarantees; bank lending; COVID-19 pandemic; substitution; credit risk
    Umfang: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  16. Government support schemes during the Covid-19 pandemic have had a dampening effect on corporate credit risk
    Autor*in: Hjelseth, Ida Nervik; Solheim, Haakon; Vatne, Bjørn Helge
    Erschienen: [2021]
    Verlag:  Norges Bank, Oslo

    After the Covid-19 pandemic broke out, the authorities have introduced a number of measures aimed at the business sector. Support has largely been given to the sectors hardest hit by the pandemic and measures to contain it. A considerable share of... mehr

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    After the Covid-19 pandemic broke out, the authorities have introduced a number of measures aimed at the business sector. Support has largely been given to the sectors hardest hit by the pandemic and measures to contain it. A considerable share of banks' loan customers in these sectors have received support from one or more of these schemes. This has likely had a dampening effect on banks' credit loss risk.

     
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    Sprache: Norwegisch
    Medientyp: Ebook
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    ISBN: 9788283791860
    Weitere Identifier:
    hdl: 11250/2755871
    hdl: 10419/246159
    Schriftenreihe: Staff memo / Norges Bank ; no. 2021, 3
    Schlagworte: Covid-19; coronavirus; pandemic; support schemes; support measures; business sector; credit risk; financial stability
    Umfang: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  17. The low-carbon transition, climate commitments and firm credit risk
    Autor*in: Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; Krämer, Johannes Sebastian; Nyholm, Ken; Vozian, Katia
    Erschienen: [2021]
    Verlag:  European Central Bank, Frankfurt am Main, Germany

    This paper explores how the need to transition to a low-carbon economy influences firm credit risk. It develops a novel dataset which augments data on firms' green-house gas emissions over time with information on climate disclosure practices and... mehr

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    This paper explores how the need to transition to a low-carbon economy influences firm credit risk. It develops a novel dataset which augments data on firms' green-house gas emissions over time with information on climate disclosure practices and forward-looking emission reduction targets, thereby providing a rich picture of firms' climate-related transition risk alongside their strategies to manage such risks. It then assesses how such climate-related metrics influence two key measures of firms' credit risk: credit ratings and the market-implied distance-to-default. High emissions tend to be associated with higher credit risk. But disclosing emissions and setting a forward-looking target to cut emissions are both associated with lower credit risk, with the effect of climate commitments tending to be stronger for more ambitious targets. After the Paris agreement, firms most exposed to climate transition risk also saw their ratings deteriorate whereas other comparable firms did not, with the effect larger for European than US firms, probably reflecting differential expectations around climate policy. These results have policy implications for corporate disclosures and strategies around climate change and the treatment of the climate-related transition risk faced by the financial sector.

     
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    ISBN: 9789289949187
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    hdl: 10419/249904
    Schriftenreihe: Working paper series / European Central Bank ; no 2631 (December 2021)
    Schlagworte: climate change; transition risk; disclosure; net zero; green finance; credit risk
    Umfang: 1 Online-Ressource (circa 70 Seiten), Illustrationen
  18. Interest on reserves as a main monetary policy tool
    Autor*in: Bratsiotis, George
    Erschienen: June 2021
    Verlag:  School of Social Sciences, The University of Manchester, Manchester

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    Schriftenreihe: Economics discussion paper series / The University of Manchester ; EDP-21, 02
    Schlagworte: Interest on reserves; monetary policy; excess reserves; credit risk; balance sheet; Euler equation; welfare; zero lower bound
    Umfang: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  19. Loan guarantees, bank lending and credit risk reallocation
    Autor*in: Altavilla, Carlo; Ellul, Andrew; Pagano, Marco; Polo, Andrea; Vlassopoulos, Thomas
    Erschienen: 15 November 2021
    Verlag:  Centre for Economic Policy Research, London

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    Schriftenreihe: Array ; DP16727
    Schlagworte: loan guarantees; bank lending; Covid-19 pandemic; substitution; credit risk
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  20. Investment response to monetary policy in a low interest rate environment
    evidence from the ECB's corporate QE
    Autor*in: Horny, Guillaume; Kapoor, Supriya
    Erschienen: [2021]
    Verlag:  Trinity College Dublin, Department of Economics, Dublin

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    Schriftenreihe: TEP working paper ; no. 21, 11 (October 2021)
    Schlagworte: CSPP; bond issuances; monetary policy; credit risk; investment
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  21. Resolving nonperforming loans in Sub-Saharan Africa in the aftermath of the COVID-19 crisis
    Autor*in: Bunda, Irina; Jack, Jehann; Jardak, Tarak; Ouedraogo, Rasmane; Wang, Zhangrui; Wezel, Torsten
    Erschienen: 2021
    Verlag:  International Monetary Fund, Publication Services, Washington, DC, U.S.A.

    Sub-Saharan African countries are facing an unprecedented health and economic crisis that is likely to severely hurt credit quality and raise non-performing loans from already high levels. Banks have a critical role to play not only during the crisis... mehr

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    Sub-Saharan African countries are facing an unprecedented health and economic crisis that is likely to severely hurt credit quality and raise non-performing loans from already high levels. Banks have a critical role to play not only during the crisis by providing temporarily relief to businesses and households, but also during the recovery by supporting economic activity and facilitating the structural transformations engaged by the pandemic

     
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    Quelle: Staatsbibliothek zu Berlin
    Beteiligt: Eyraud, Luc (HerausgeberIn)
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Departmental paper / International Monetary Fund ; DP/2021, 014
    Schlagworte: Bank loans; Default (Finance); COVID-19 Pandemic, 2020-; credit risk; banking sector; Africa; Covid-19; default (finance); NPL ratio; resolution strategy; reduction target; NPL portfolio; ratios in SSA country; NPL write-off; removing legacy NPL; management strategy; Sub-Saharan Africa; South Asia; West Africa; Nonperforming loans; Loans; Credit; Distressed assets; Financial soundness indicators; Banks; Credit; Depository Institutions; Money Multipliers; Money Supply; Industries: Financial Services; Micro Finance Institutions; Mortgages; Financial Institutions and Services: Government Policy and Regulation; Monetary Policy, Central Banking, and the Supply of Money and Credit: General; General Financial Markets: Government Policy and Regulation; Health Behavior; Political economy; International institutions; Finance; Monetary economics; Infectious & contagious diseases; Economics: General; Financial institutions; International Economics; Diseases: Contagious; Money; Money and Monetary Policy; Financial sector policy and analysis; Finance: General; Loans; Banks and banking; Money supply; Nonbank financial institutions; Law and legislation; Credit; Financial services industry; Communicable diseases
    Umfang: 1 Online-Ressource (circa 85 Seiten), Illustrationen