Examining the Relationship Between Loan Pricing and Credit Risk

Azamat Abdymomunov, Ronel Elul, Doriana Ruffino and James Z. Wang
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Azamat Abdymomunov: https://www.richmondfed.org/banking/qsr/abdymomunov
James Z. Wang: https://www.federalreserve.gov/econres/james-wang.htm

No 2025-09-24-1, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, we focus on examining bank lenders' pricing of credit risk, and how higher loan interest rates may serve as compensation for higher credit losses. First, we study the extent to which loan-level and regional-level risk is priced at the product level.

Date: 2025-09-24
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2025-09-24-1

DOI: 10.17016/2380-7172.3876

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