Dormancy risk and expected profits of consumer loans

Article Abstract:

Research examining risks faced by banks lending money to households are examined. Particular attention is given to the risk of early redemption of the loan resulting on dormancy. A model of the transition of a household loan from an active, profitable loan into a dormant loan is presented.

Commercial Banking, Bank Loanable Funds, Models, Profit, Profits, Bank loans, Loanable funds (Banks)

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Bank lending policy, credit scoring and value-at-risk

Article Abstract:

This paper proposes a mathematical model to calculate portfolio credit risk. To test the model, Swedish consumer credit data is used. The paper shows that the size of a small consumer loan does not affect associated default risk. This calls into question the methods used by banks to provide consumer loans in a manner that is consistent with default-risk minimization.

Sweden, Science & research, Mortgage and Nonmortgage Loan Brokers, Consumer Loans, Research, Economic aspects, Personal loans

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Internal ratings systems, implied credit risk and the consistency of banksE risk classification policies

Article Abstract:

Internal risk rating systems in large banks and their usage in analyzing credit risk policies is presented.

Management dynamics, Financial Services, Finance and Insurance, DEPOSITORY INSTITUTIONS, Venture Analysis, Risk assessment, Financial services industry, Credit, Company business management

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