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Volumn 86, Issue 4, 2004, Pages 946-958

Bank lending policy, credit scoring, and the survival of loans

Author keywords

[No Author keywords available]

Indexed keywords


EID: 11144351798     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/0034653043125248     Document Type: Review
Times cited : (49)

References (14)
  • 2
    • 0031521799 scopus 로고    scopus 로고
    • Analyzing credit risk data: A comparison of logistic discrimination, classification tree analysis and feedforward networks
    • Arminger, Gerhard, Daniel Enache, and Thorsten Bonne, "Analyzing Credit Risk Data: A Comparison of Logistic Discrimination, Classification Tree Analysis and Feedforward Networks," Computational Statistics 12 (1997), 293-310.
    • (1997) Computational Statistics , vol.12 , pp. 293-310
    • Arminger, G.1    Enache, D.2    Bonne, T.3
  • 4
    • 13044262094 scopus 로고
    • An econometric analysis of the bank credit scoring problem
    • Boyes, William J., Dennis L. Hoffman, and Stuart A. Low, "An Econometric Analysis of the Bank Credit Scoring Problem," Journal of Econometrics 40 (1989), 3-14.
    • (1989) Journal of Econometrics , vol.40 , pp. 3-14
    • Boyes, W.J.1    Hoffman, D.L.2    Low, S.A.3
  • 5
    • 0012202379 scopus 로고    scopus 로고
    • Dormancy risk and expected profits of consumer loans
    • Carling, Kenneth, Tor Jacobson, and Kasper F. Roszbach, "Dormancy Risk and Expected Profits of Consumer Loans," Journal of Banking and Finance 25:4 (2001), 717-739.
    • (2001) Journal of Banking and Finance , vol.25 , Issue.4 , pp. 717-739
    • Carling, K.1    Jacobson, T.2    Roszbach, K.F.3
  • 6
  • 7
    • 0012125938 scopus 로고
    • Incentive-compatible debt contracts: The one-period problem
    • Gale, Douglas, and Martin Hellwig, "Incentive-Compatible Debt Contracts: The One-Period Problem," Review of Economic Studies LII (1985) 647-663.
    • (1985) Review of Economic Studies , vol.52 , pp. 647-663
    • Gale, D.1    Hellwig, M.2
  • 9
    • 1542603058 scopus 로고    scopus 로고
    • A k-nearest-neighbor classifier for assessing consumer credit risk
    • Henley, W. E., and David J. Hand, "A k-Nearest-Neighbor Classifier for Assessing Consumer Credit Risk," The Statistician 45:1 (1996), 77-95.
    • (1996) The Statistician , vol.45 , Issue.1 , pp. 77-95
    • Henley, W.E.1    Hand, D.J.2
  • 10
    • 0037375024 scopus 로고    scopus 로고
    • Bank lending policy, credit scoring and value-at-risk
    • Jacobson, Tor, and Kasper F. Roszbach, "Bank Lending Policy, Credit Scoring and Value-at-Risk," Journal of Banking and Finance 27:4 (2003) 615-633.
    • (2003) Journal of Banking and Finance , vol.27 , Issue.4 , pp. 615-633
    • Jacobson, T.1    Roszbach, K.F.2
  • 11
    • 0008104389 scopus 로고    scopus 로고
    • Forecasting bankruptcy more accurately: A simple hazard model
    • Shumway, Tyler, "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," Journal of Business 74:1 (2001), 101-124.
    • (2001) Journal of Business , vol.74 , Issue.1 , pp. 101-124
    • Shumway, T.1
  • 12
    • 0000342340 scopus 로고
    • Credit rationing in markets with imperfect information
    • Stiglitz, Joseph E., and Andrew Weiss, "Credit Rationing in Markets with Imperfect Information," American Economic Review 71 (1981), 393-110.
    • (1981) American Economic Review , vol.71 , pp. 393-1110
    • Stiglitz, J.E.1    Weiss, A.2
  • 13
    • 0000134692 scopus 로고
    • Optimal multiperiod contracts and the gain from enduring relationships under private information
    • Townsend, Robert M., "Optimal Multiperiod Contracts and the Gain from Enduring Relationships under Private Information," Journal of Political Economy 90:61 (1982), 1166-1186.
    • (1982) Journal of Political Economy , vol.90 , Issue.61 , pp. 1166-1186
    • Townsend, R.M.1
  • 14
    • 0000098481 scopus 로고
    • Costly monitoring, loan contracts and equilibrium credit rationing
    • Williamson, Stephen, "Costly Monitoring, Loan Contracts and Equilibrium Credit Rationing," Quarterly Journal of Economics 102:1 (1987), 135-145.
    • (1987) Quarterly Journal of Economics , vol.102 , Issue.1 , pp. 135-145
    • Williamson, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.