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Multi-Country Study of Bank Credit Risk Determinants
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Multi-Country Study of Bank Credit Risk Determinants (2008)Multi-Country Study of Bank Credit Risk D…Risk management, capital structure and lending at banks (2003)Risk management, capital stru…Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects (1999)Bank loan loss provisions: a …Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model (1998)Sensitivity of the bank stock…Problem Loans and Cost Efficiency in Commercial Banks (1997)Problem Loans and Cost Effici…Problem loans and cost efficiency in commercial banks (1997)Problem loans and cost effici…Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)Commercial bank net interest …The relationship between risk and capital in commercial banks (1992)The relationship between risk…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…How Do Bank-Specific Factors Impact Non-Performing Loans: Evidence from G20 Countries (2022)How Do Bank-Specific Factors …Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy (2022)Bank green lending and credit…The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks (2020)The Determinants of Credit Ri…Non-performing loans in European Union: country governance dimensions (2019)Non-performing loans in Europ…Developments in Risk Management in Islamic Finance: A Review (2019)Developments in Risk Manageme…Determinants of Nonperforming Loans in Emerging Markets: Evidence from the MENA Region (2019)Determinants of Nonperforming…What drives credit risk in the Indian banking industry? An empirical investigation (2018)What drives credit risk in th…Impact of Credit Risk Management Systems on the Financial Performance of Commercial Banks in Uganda (2018)Impact of Credit Risk Managem…The Effect of Credit Risk and Capital Adequacy on the Profitability of Rural Banks in the Philippines (2017)The Effect of Credit Risk and…How to explain non-performing loans by many corporate governance variables simultaneously? 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The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. 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References

  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1997Problem loans and cost efficiency in commercial banks1,989 cited
  • 1999Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects914 cited
  • 1997Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking893 cited
  • 1992The relationship between risk and capital in commercial banks776 cited
  • 2003Risk management, capital structure and lending at banks449 cited
  • 1997Problem Loans and Cost Efficiency in Commercial Banks264 cited
  • 1998Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model251 cited

Cited by

  • 2022Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy165 cited
  • 2017How to explain non-performing loans by many corporate governance variables simultaneously? A corporate governance index is built to US commercial banks127 cited
  • 2019Developments in Risk Management in Islamic Finance: A Review119 cited
  • 2018What drives credit risk in the Indian banking industry? An empirical investigation88 cited
  • 2011The factors influencing bank credit risk: The case of Tunisia87 cited
  • 2016Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries

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75 cited
  • 2017The Effect of Credit Risk and Capital Adequacy on the Profitability of Rural Banks in the Philippines71 cited
  • 2016Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis67 cited
  • 2020The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks59 cited
  • 2018Impact of Credit Risk Management Systems on the Financial Performance of Commercial Banks in Uganda59 cited
  • 2016Effect of Credit Risk on the Performance of Nepalese Commercial Banks56 cited
  • 2013Credit Risk of Islamic Banks in GCC Countries46 cited
  • 2019Non-performing loans in European Union: country governance dimensions44 cited
  • 2019Determinants of Nonperforming Loans in Emerging Markets: Evidence from the MENA Region43 cited
  • 2016Impact of Non-Performing Loans on the Performance of Selected Commercial Banks in Nigeria38 cited
  • 2022How Do Bank-Specific Factors Impact Non-Performing Loans: Evidence from G20 Countries37 cited