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Credit score migration analysis of farm businesses: conditioning on business cycles and migration trends
11 references·1 citing·43 second hop
Credit score migration analysis of farm businesses: conditioning on business cycles and migration trends (2004)Credit score migration analysis of farm b…Credit Risk Models and Agricultural Lending (2005)Credit Risk Models and Agricu…Measurement and Estimation of Credit Migration Matrices (2003)Measurement and Estimation of…The Bank for International Settlements (2002)The Bank for International Se…Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…Predictors of farm performance and repayment ability as factors for use in risk‐rating models (2002)Predictors of farm performanc…Credit risk migration analysis of farm businesses (2002)Credit risk migration analysi…Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …Modern capital management by financial institutions: Implications for agricultural lenders (2001)Modern capital management by …Stability of rating transitions (2000)Stability of rating transitio…Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (1999)Credit Risk Measurement: New …A joint experience and statistical approach to credit scoring (1994)A joint experience and statis…FSA farm loan repayment under economic recession and drought conditions (2016)FSA farm loan repayment under…Managerial Performance and Income Variability for a Sample of Illinois Cash Grain Producers (1989)Credit scoring for agricultural loans: a review with applications (1991)Financial Performance, Risk, and Specialization (1997)The Importance of Off-Farm Income to Servicing Farm Debt (2011)Financial risk and resiliency on US dairy farms: Measures, thresholds, and management implications (2023)Credit risk measurement (1992)The importance and subtlety of credit rating migration (1998)Default and Recovery Rates of Corporate Bond Issuers: 2000 (2001)Credit risk migration and downgrades experienced by agricultural lenders (2005)A multi-objective approach for the prediction of loan defaults (2011)An integrated credit rating and loan quality model: application to bank shipping finance (2014)A Markov Model for the Term Structure of Credit Risk Spreads (1997)On cox processes and credit risky securities (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Common Failings: How Corporate Defaults Are Correlated (2007)Frailty Correlated Default (2009)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Estimating Continuous Time Transition Matrices From Discretely Observed Data (2006)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Using the artificial neural network to assess bank credit risk: a case study of Indonesia (2009)Rating Drift in High-Yield Bonds (1992)The Implications of Corporate Bond Ratings Drift (1992)The Credit Rating Industry (1995)How rating agencies achieve rating stability (2004)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A comparative analysis of current credit risk models (2000)Parameterizing credit risk models with rating data (2001)Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio (2005)Loan portfolio performance and El Niño, an intervention analysis (2011)Implementing natural capital credit risk assessment in agricultural lending (2019)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Forecasting Default with the Merton Distance to Default Model (2008)Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing (2016)Credit Risk Assessment and Racial Minority Lending at the Farm Service Agency (2006)Forecasting Retail Portfolio Credit Risk (2004)Risk and regret aversions on optimal bank interest margin under capital regulation (2012)Foreign bank entry in South East Asia (2013)
this work references cited by second hop

References

  • 2000Stability of rating transitions574 cited
  • 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
  • 2002Analyzing rating transitions and rating drift with continuous observations439 cited
  • 1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited
  • 2005Credit Risk Models and Agricultural Lending71 cited
  • 1994A joint experience and statistical approach to credit scoring49 cited
  • 2002The Bank for International Settlements47 cited
  • 2002Credit risk migration analysis of farm businesses39 cited
  • 2003Measurement and Estimation of Credit Migration Matrices37 cited
  • 2002Predictors of farm performance and repayment ability as factors for use in risk‐rating models33 cited
  • 2001Modern capital management by financial institutions: Implications for agricultural lenders33 cited

Cited by

  • 2016FSA farm loan repayment under economic recession and drought conditions11 cited

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