Credit Risk Migration Experienced By Agricultural Lenders

Brent A. Gloy, Eddy L. LaDue and Michael Gunderson

No 127147, Working Papers from Cornell University, Department of Applied Economics and Management

Abstract: Loan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers. The paper also examines factors that influence or predict credit risk migration and its impact on loan pricing.

Keywords: Agricultural Finance; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 35
Date: 2004-05
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https://ageconsearch.umn.edu/record/127147/files/Cornell_Dyson_wp0408.pdf (application/pdf)

Related works:
Working Paper: CREDIT RISK MIGRATION EXPERIENCED BY AGRICULTURAL LENDERS (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:cudawp:127147

DOI: 10.22004/ag.econ.127147

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