Relevant bibliographies by topics / Individual credit risk of the bank

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Individual credit risk of the bank'

Author: Grafiati
Published: 28 May 2022
Last updated: 30 July 2025

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Journal articles on the topic "Individual credit risk of the bank"

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Goodhart, C. A. E. "Financial Regulation, Credit Risk and Financial Stability." National Institute Economic Review 192 (April 2005): 118–27. http://dx.doi.org/10.1177/002795010519200111.

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In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks‘ assessment of their own economic capital. Even at the individual bank level there are concerns over (i) appropriate diversification allowances, (ii) differing objectives of banks and regulators, (iii) the n
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Pangestuti, Rinda Siaga. "THE EFFECT OF CREDIT AND LIQUIDITY RISK AGAINST SYSTEMIC RISK IN FOUR ASEAN BANKS." JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) 4, no. 1 (2019): 1–8. http://dx.doi.org/10.34204/jiafe.v4i1.1072.

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This study examines the effect of credit risk and liquidity risk on the potential increases in systemic risk of the banking sector in four ASEAN banks. Two systemic risk measurements, namely dCoVaR and MES, are used in order to evaluate the effect of credit risk and liquidity risk on systemic risk of individual bank (dCoVaR) and systemic risk when the market is in distress (MES). The result from the regressions shows that credit risk and liquidity risk significantly affect systemic risk at the market distress. Meanwhile, credit risk and liquidity risk do not affect systemic risk of individual
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Kozak, Sylwester. "Concentration of Credit Exposure as a Significant Source of Risk in Banking Activities: The Idea and Methods of Estimation." e-Finanse 11, no. 3 (2015): 103–15. http://dx.doi.org/10.1515/fiqf-2016-0122.

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Abstract The simultaneous activation of many sources of risk can slow bank operations and even lead to bankruptcy. Credit risk is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90% of their total capital requirement. Concentration of credit exposure to single entities, as well as to single economic sectors, can be a source of additional risks. Estimation of the additional portion of the capital requirement in selected banks in Poland in 2008-2013 indicates that banks should assign additional 4% and 2% of the capital requireme
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Berezinets, Irina V., and Anastasiya S. Loginova. "Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage." Contributions to Game Theory and Management 14 (2021): 20–37. http://dx.doi.org/10.21638/11701/spbu31.2021.02.

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Both the estimation of economic capital for bank's credit risk coverage, and the allocation of economic capital by sources in order to determine the contribution of individual elements to total credit risk play an important role in the area of risk management of a bank. The estimation of a bank's economic capital for credit risk coverage serves as a starting point in the management of a bank's credit risk, while the allocation of economic capital to cover credit risk among individual elements allows to answer the question of how individual elements contribute to the total credit risk of a bank
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Zhai, Weiwei. "Pricing of Non-financial Assets Considering Bank Credit Risk." Frontiers in Business, Economics and Management 8, no. 2 (2023): 178–84. http://dx.doi.org/10.54097/fbem.v8i2.7144.

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This paper selects the data of Shanghai and Shenzhen A-share listed companies and 12 commercial banks from January 2010 to December 2020, constructs A bank factor representing the level of bank credit risk and introduces it into the Fama-French three-factor model, and theoretically establishes a four-factor asset pricing model considering bank credit risk. The empirical test results show that: (1) In the non-financial market, the bank factor quantified by the level of bank credit risk plays a good role in explaining individual stocks, and can be used as the influence factor of asset pricing in
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Tsintsadze, Asie, Lela Oniani, and Tamar Ghoghoberidze. "Determining and predicting correlation of macroeconomic indicators on credit risk caused by overdue credit." Banks and Bank Systems 13, no. 3 (2018): 114–19. http://dx.doi.org/10.21511/bbs.13(3).2018.11.

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The banking system guarantees the economic strength of the country. Its sustainability is due to the sustainability of the credit portfolio. Therefore, scientific research on banking risks is always relevant. Basel recommendations and central bank regulations provide risk minimization in case of default of borrower by creating risk reserve, but the high range of macroeconomic factors creates a basis for creating credit risk. The model, which determines the risk factors, may be structurally the same, but the quality of the influence of factors is different in various countries. The influence of
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Doko, Fisnik, Slobodan Kalajdziski, and Igor Mishkovski. "Credit Risk Model Based on Central Bank Credit Registry Data." Journal of Risk and Financial Management 14, no. 3 (2021): 138. http://dx.doi.org/10.3390/jrfm14030138.

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Data science and machine-learning techniques help banks to optimize enterprise operations, enhance risk analyses and gain competitive advantage. There is a vast amount of research in credit risk, but to our knowledge, none of them uses credit registry as a data source to model the probability of default for individual clients. The goal of this paper is to evaluate different machine-learning models to create accurate model for credit risk assessment using the data from the real credit registry dataset of the Central Bank of Republic of North Macedonia. We strongly believe that the model develop
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Rozmetova, Umida Yuldashevna. "MONITORING OF CREDIT RISKS AS FINANCIAL RESOURCES IN COMMERCIAL BANKS." International journal of trends in business administration International journal of trends in business administration 12, no. 1 (2022): 106–11. https://doi.org/10.5281/zenodo.6683264.

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Credit risk analysis can be thought of as an extension of the credit allocation process. After an individual or business applies to a bank or financial institution for a loan, the lending institution analyzes the potential benefits and costs associated with the loan. Credit risk analysis is used to estimate the costs associated with the loan. Credit risk or credit default risk associated with a financial transaction is simply the expected loss of that transaction. In commercial banks, risk has always been one of the most basic concepts. This article examines the measurement and monitoring of t
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Ermolenko, O. M. "ORGANISATION OF CREDIT RISK IN THE ACTIVITIES OF COMMERCIAL BANKS AS VECTOR STABILIZATION OF THEIR ACTIVITY." Scientific bulletin of the Southern Institute of Management 1, no. 3 (2016): 38–41. http://dx.doi.org/10.31775/2305-3100-2016-3-38-41.

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In the course of activities of commercial banks the level of a credit risk especially it urgent in the conditions of financial crisis is of particular importance. Having sufficient inventories in assets bank institutes don’t wish to place means as the possibility of credit risks takes place. Therefore many banks modern conditions, choose a waiting attitude, however many large credit institutions can risk as they fulfilled a risk management policy. For achievement of minimization of a credit risk it is necessary to adapt activities of banks, including optimization of information systems and eva
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Irawan, Denny, and Febrio Kacaribu. "TRI-CYCLES ANALYSIS ON BANK PERFORMANCE: PANEL VAR APPROACH." Buletin Ekonomi Moneter dan Perbankan 19, no. 4 (2017): 403–42. http://dx.doi.org/10.21098/bemp.v19i4.694.

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The previous financial crisis has revealed the importance of risk in the financial and business cycle within the economy. This paper examines relationship among three cycles in the economy, namely (i) business cycle macro risk, (ii) credit cycle and (iii) risk cycle, and their impacts toward individual bank performance. We examine the responses of individual bank credit cycle and risk cycle toward a shock in business cycle macro risk and its consequence to the bank performance. We use Indonesian data for period of 2005q1 to 2014q4. We use unbalanced panel data of individual banks’ balance shee
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Dissertations / Theses on the topic "Individual credit risk of the bank"

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Верхуша, Н. П. "Механізм управління кредитним ризиком банку". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/51294.

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Дисертація присвячена розробці науково-методичних підходів і практичних рекомендацій щодо формування механізму управління кредитним ризиком банку в умовах значної волатильності зовнішнього середовища та обмеженості ресурсів для подолання наслідків реалізації таких ризиків. На основі узагальнення результатів наукових досліджень було визначено сутність понять “кредитний ризик банку”, “індивідуальний кредитний ризик банку”, “портфельний кредитний ризик банку”, розроблено авторську класифікацію видів кредитного ризику банку, систематизовано фактори, що визначають рівень кредитного ризику банку,
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Гудименко, С. Ю. "Удосконалення управління індивідуальним кредитним ризиком позичальника банку". Master's thesis, Українська академія банківської справи Національного банку України, 2014. http://essuir.sumdu.edu.ua/handle/123456789/49647.

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Важливу роль у стимулюванні відтворюваних процесів в економіці відіграє банківський кредит, який є джерелом забезпечення грошовими ресурсами як фізичних так і юридичних осіб. Тому, одним із найважливіших завдань банківського сектору є створення системи ефективного кредитування, адже саме кредитні операції є головним джерелом доходів. Але, водночас, кредитна діяльність є й головним джерелом ризиків, на які наражається кожний банк в процесі своєї діяльності. Отже, виникає необхідність мінімізації та своєчасної ідентифікації кредитного ризику на рівні окремого позичальника. Саме тому, удосконален
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Овчаренко, О. В. "Управління індивідуальним кредитним ризиком в банку". Master's thesis, Сумський державний університет, 2020. https://essuir.sumdu.edu.ua/handle/123456789/79708.

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В роботі автор поглиблює теоретичні засади управління вндивідуальним кредитним ризиком, досліджує науково-методологічні підходи до вирішення проблеми та надає рекомендації щодо управління індивідуальним кредитним ризиком.<br>В работе автор углубляет теоретические основы управления вндивидуальним кредитным риском, исследует научно-методологические подходы к решению проблемы и дает рекомендации по управлению индивидуальным кредитным риском.<br>In this work, the author deepens the theoretical foundations of individual credit risk management, explores scientific and methodological approaches to so
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Тарасов, С. Р. "Управління індивідуальним кредитним ризиком в умовах циклічності економіки". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71071.

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На основі огляду вітчизняних та іноземних джерел було досліджено поняття індивідуального кредитного ризику банку; доведено вплив економічного циклу на кредитування; на основі звітності банків України визначено циклічні галузі економіки; запропоновано розраховувати показник концентрації галузевого кредитування, на основі якого банк зможе коригувати свою кредитну політику враховуючи можливі коливання економічного циклу і, як наслідок, попереджувати настання наслідків кредитного ризику.<br>На основе обзора отечественных и иностранных источников было исследовано понятие индивидуального кредитного
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Takang, Felix Achou, and Claudine Tenguh Ntui. "Bank performance and credit risk management." Thesis, University of Skövde, School of Technology and Society, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-1318.

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<p>Banking is topic, practice, business or profession almost as old as the very existence of man, but literarily it can be rooted deep back the days of the Renaissance (by the Florentine Bankers). It has sprouted from the very primitive Stone-age banking, through the Victorian-age to the technology-driven Google-age banking, encompassing automatic teller machines (ATMs), credit and debit cards, correspondent and internet banking. Credit risk has always been a vicinity of concern not only to bankers but to all in the business world because the risks of a trading partner not fulfilling his oblig
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Erlenmaier, Ulrich. "Risk management in banking credit risk management and bank closure policies /." [S.l. : s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=963752502.

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Mu, Yuan. "Chinese bank's credit risk assessment." Thesis, University of Stirling, 2007. http://hdl.handle.net/1893/210.

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This thesis studies the Chinese banks’ credit risk assessment using the Post Keynesian approach. We argue that bank loans are the major financial sources in emerging economies and it is uncertainty, an unquantifiable risk, rather than asymmetric information about quantifiable risk, as held by the mainstream approach, which is most important for the risk attached to credit loans, and this uncertainty is particularly important in China. With the universal existence of uncertainty, borrowers and lenders have to make decisions based on convention and experience. With regard to the nature of decisi
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Akwaa, Sekyi Ellis Kofi. "Essays on bank internal governance and credit risk." Doctoral thesis, Universitat de Lleida, 2019. http://hdl.handle.net/10803/666178.

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Aquesta tesis pretén explorar els determinants del incompliment de préstecs bancaris i la relació entre els controls interns, les característiques del consell d’administració i del risc de crèdit en la banca europea. Dades primàries i dades de panell de Ghana i Europea respectivament varen ser utilitzades en un anàlisi quantitatiu mitjançant models OLS, GLS, 2-SLS i GMM per abordar la endogeneïtat. La propietat, les característiques dels préstecs, prestataris i prestadors, així com factores macroeconòmics i factors específics dels bancs són determinants significatius del incompliment del prést
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Grundke, Peter. "Integrated market and credit portfolio models : risk measurement and computational aspects /." Wiesbaden : Gabler, 2008. http://d-nb.info/987215159/04.

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Penalver, Adrian. "Essays on bank credit risk managment with long-term lending." Paris, EHESS, 2015. http://www.theses.fr/2015EHES0104.

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Au cours d'un prêt à long terme, la capacité d'un emprunteur à rembourser peut varier considérablement. En tout temps, l'emprunteur connait sa capacité de remboursement, mais s'il est coûteux pour la banque de la connaître, elle ne surveillera les prêts individuels que sporadiquement. Cette thèse propose un modèle théorique statique qui explore comment une banque qui maximise ses bénéfices choisit l'intensité de surveillance et un seuil de rentabilité minimale pour lequel le prêt est maintenu. Le modèle est ensuite utilisé pour montrer que l'assouplissement des conditions d'octroi de crédit et
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Books on the topic "Individual credit risk of the bank"

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Davis, E. P. Bank credit risk. Economics Division, Bank of England, 1993.

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Mayland, Paul F. Bank operating credit risk: Assessing and controlling credit risk in bank operating services. Bankers Pub.Co., 1993.

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Mueller, P. Henry. Perspective on credit risk. R. Morris Associates, 1988.

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Abrahams, Clark R. Credit Risk Assessment. John Wiley & Sons, Ltd., 2009.

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Lowe, Philip. Credit risk measurement and procyclicality. Bank for International Settlements, Monetary and Economic Dept., 2002.

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Stever, Ryan. Bank size, credit and the sources of bank market risk. Bank for International Settlements, 2007.

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Walraven, Nicholas Alan. Bank risk ratings and the pricing of agricultural loans. Federal Reserve Board, 2003.

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Saunders, Anthony. Credit risk measurement: New approaches to value at risk and other paradigms. 2nd ed. John Wiley, 2002.

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Witzeling, Ruth. Risk management and insurance: A credit union perspective. 2nd ed. Kendall/Hunt Pub. Co., 1993.

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Frye, Jon. BankCaR (bank capital-at-risk): A credit risk model for us commercial bank charge-offs. Federal Reserve Bank of Chicago, 2008.

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Book chapters on the topic "Individual credit risk of the bank"

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Heidelbach, Christoph, and Werner Kürzinger. "Basel II in the DaimlerChrysler Bank." In Credit Risk. Physica-Verlag HD, 2003. http://dx.doi.org/10.1007/978-3-642-59365-9_4.

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Wu, Desheng Dash, and David L. Olson. "Bank Credit Scoring." In Enterprise Risk Management in Finance. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137466297_8.

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Yhip, Terence M., and Bijan M. D. Alagheband. "Bank Credit Risk Analysis and Bank Credit Rating." In The Practice of Lending. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-32197-0_7.

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Modina, Michele. "Credit Risk Management." In Credit Rating and Bank-Firm Relationships. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137496225_3.

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Bascom, Wilbert O. "Managing Credit Risk." In Bank Management and Supervision in Developing Financial Markets. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1057/9780230372399_6.

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Cucinelli, Doriana, and Arturo Patarnello. "Bank Credit Risk Management and Risk Culture." In Risk Culture in Banking. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-57592-6_15.

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Nguyen, Duc Duy, Jens Hagendorff, and Arman Eshraghi. "When Do Individual Bank Executives Matter for Bank Performance?" In Financial Crisis, Bank Behaviour and Credit Crunch. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-17413-6_9.

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Lucarelli, Caterina, and Gianni Brighetti. "Errors in Individual Risk Tolerance." In Bank Strategy, Governance and Ratings. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230313866_9.

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Froelich, Wojciech, and Petr Hajek. "IVIFCM-TOPSIS for Bank Credit Risk Assessment." In Intelligent Decision Technologies 2019. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-8311-3_9.

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Floreani, Josanco, Maurizio Polato, Andrea Paltrinieri, and Flavio Pichler. "Credit Quality, Bank Provisioning and Systematic Risk in Banking Business." In Bank Risk, Governance and Regulation. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137530943_1.

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Conference papers on the topic "Individual credit risk of the bank"

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Zhou, Chao. "Risk Assessment of Bank Green Credit Using Levenberg-Marquardt Algorithm Based Back Propagation Neural Network." In 2024 International Conference on Data Science and Network Security (ICDSNS). IEEE, 2024. http://dx.doi.org/10.1109/icdsns62112.2024.10691010.

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M, Rakshitha, and Vinod Krishna M U. "A Study on Application of Explainable AI for Credit Risk Management of an Individual." In 2024 8th International Conference on Computational System and Information Technology for Sustainable Solutions (CSITSS). IEEE, 2024. https://doi.org/10.1109/csitss64042.2024.10816861.

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Vyas, Hemendra. "Data Management for Trading, Risk and Regulatory Compliance in Investment Banking." In 4th International Conference on AI, Machine Learning and Applications. Academy & Industry Research Collaboration Center, 2024. http://dx.doi.org/10.5121/csit.2024.140213.

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Data is growing enormously across all industries, banking and financial institutions are no exception. Financial organizations are increasingly interested in effectively managing and using day to day data to make business decisions and complying with new and existing regulations. There are general regulatory requirements for data retention of up to 7 years which makes the overall data management process challenging. To overcome this challenge banks and financial institutes rely on regular data backups of individual applications. With new regulations such as Fundamental Review of Trading Books
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Falebita, Oluwabunmi, and Oluwafemi Famakinde. "Unlocking Insights: Navigating Perceptions of Data Privacy in Digital Credit." In 2nd International Conference on Education & Information Technology. Academy & Industry Research Collaboration Center, 2024. http://dx.doi.org/10.5121/csit.2024.141207.

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This qualitative cross-sectional survey delves into the nuanced perceptions surrounding data privacy practices in the realm of digital credit in Nigeria. Through in-depth interviews (IDI) with Digital Credit Users (DCUs) across various economic hubs in Nigeria, we explore their attitudes and concerns regarding the level of sensitivity associated with personal information and their readiness to divulge it to Digital Credit Providers (DCPs). Employing a multi-stage sampling technique, clusters representing Nigeria's six zones were purposively selected, with the South-West zone chosen for its eco
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Xiang Liu and Xiaomin Zhu. "Study on the Evaluation System of Individual Credit Risk in commercial banks based on data mining." In 2010 Second International Conference on Communication Systems, Networks and Applications (ICCSNA). IEEE, 2010. http://dx.doi.org/10.1109/iccsna.2010.5588850.

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Liu, Huiling, and Yihan Li. "Credit Information Sharing, Bank Size and Bank Credit Risk." In IMMS 2021: 2021 4th International Conference on Information Management and Management Science. ACM, 2021. http://dx.doi.org/10.1145/3485190.3485227.

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Hui, Shou. "Bank Aggregation, Competition and Bank Credit Risk." In ICEME 2022: 2022 13th International Conference on E-business, Management and Economics. ACM, 2022. http://dx.doi.org/10.1145/3556089.3556156.

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Li, Jun, and Deqiang Xin. "The Identification of Bank Customer Credit Risk." In 2009 Second International Workshop on Computer Science and Engineering (WCSE 2009). IEEE, 2009. http://dx.doi.org/10.1109/wcse.2009.793.

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Gatina, G. F. "Credit risk management of a commercial bank." In Научный диалог: Экономика и менеджмент. ЦНК МОАН, 2018. http://dx.doi.org/10.18411/spc-08-11-2018-01.

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Pang, Lei, and Guangbin Zhang. "Credit Risk and Bank Credit Behavior under the New Normal Economy." In 2017 International Conference on Innovations in Economic Management and Social Science (IEMSS 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/iemss-17.2017.137.

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Reports on the topic "Individual credit risk of the bank"

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Pérez Montes, Carlos, Alejandro Ferrer, Gabriel Jiménez, et al. Individual and sectoral analysis framework for the impact of economic and financial risks. Banco de España, 2023. http://dx.doi.org/10.53479/34812.

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The Banco de España uses various microeconomic models, mostly of an empirical nature, to support its decision-making in relation to the analysis of economic and financial risks and economic policy advice. These models, which complement those of a macroeconomic nature, seeks to identify the potentially heterogeneous impact on different groups of agents of certain economic, financial or public policy scenarios. This analysis covers many areas, including the study of the behaviour of households and non-financial corporations, the internal credit rating of companies, the study of the demand for an
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Micco, Alejandro, Andrew Powell, and Arturo Galindo. Loyal Lenders or Fickle Financiers: Foreign Banks in Latin America. Inter-American Development Bank, 2005. http://dx.doi.org/10.18235/0010962.

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We suggest that foreign banks may represent a trade-off for their developing country hosts. A portfolio model is developed to show that a more diversified international bank may be one of lower, overall risk and less susceptible to funding shocks but may react more to shocks that affect expected returns in a particular host country. Foreign banks have become particularly important in Latin America where we find strong support for these theoretical predictions using a dataset of individual Latin American banks in 11 countries. Moreover, we find no significant difference between the size of the
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3

Cooperman, Harry, Darrell Duffie, Stephan Luck, Zachry Wang, and Yilin Yang. Bank Funding Risk, Reference Rates, and Credit Supply. National Bureau of Economic Research, 2023. http://dx.doi.org/10.3386/w30907.

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Acharya, Viral, Itamar Drechsler, and Philipp Schnabl. A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17136.

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5

Boddin, Dominik, Daniel Marcel te Kaat, and Kasper Roszbach. Cross-Border Bank Flows, Regional Household Credit Booms, and Bank Risk-Taking. Asian Development Bank, 2025. https://doi.org/10.22617/wps250175-2.

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6

Gómez, Camilo, and Daniela Rodríguez-Novoa. Firm Support Measures, Credit Payment Behavior, and Credit Risk. Banco de la República, 2024. http://dx.doi.org/10.32468/be.1277.

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This paper examines the relationship between three government support measures (debt moratorium, credit guarantee programs, and payroll subsidies) and the firm's payment behavior on loans in Colombia. To do so, we use the COVID-19 pandemic episode as a case study. Using highly granular data at the bank-firm level and a difference-in-difference approach, we find that firms subject to debt reliefs and government guarantee programs experienced a lower probability of default while these policies were in force. Subsequently, once the programs ended, the dynamic of the payment behavior of these firm
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Kashyap, Anil, Dimitrios Tsomocos, and Alexandros Vardoulakis. Optimal Bank Regulation In the Presence of Credit and Run-Risk. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w26689.

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8

Anguren, Rebeca, Gabriel Jiménez, and José-Luis Peydró. Bank capital requirements and risk-taking: evidence from Basel III. Banco de España, 2025. https://doi.org/10.53479/38938.

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We study the short-term effects of both tighter and looser bank capital requirements on bank risk-taking in a crisis period. We exploit credit register data matched with firm and bank level data in conjunction with changes in capital requirements stemming from Basel III, including the introduction of a SME supporting bank capital factor in the European Union. We find that tighter capital requirements reduce the supply of bank credit to firms, while looser capital requirements mitigate the credit supply effects of increasing capital. Importantly, at the loan level (credit supply), banks more af
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Rosenberger, Grant E., and Peter Zimmerman. Interest Rate Risk at US Credit Unions. Federal Reserve Bank of Cleveland, 2024. http://dx.doi.org/10.26509/frbc-wp-202403.

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Rising interest rates have prompted concerns about losses on bank assets, especially following the failure of Silicon Valley Bank (SVB) in March 2023. In this working paper, we examine whether US credit unions could be subject to similar losses as banks and analyze how their regulatory capital would be affected. We estimate that after realizing losses from assets that have decreased in value and not yet been sold the overall net worth of the credit union industry would have fallen by 40 percent in 2023:Q1. Unrealized losses were most severe at the largest credit unions. Nonetheless, the bulk o
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10

Galán, Jorge E. Macroprudential policy and the tail risk of credit growth. Banco de España, 2025. https://doi.org/10.53479/38957.

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I show that macroprudential policy has significant heterogeneous and time-varying effects on the credit growth distribution. These effects are particularly evident in reducing rightward skewness during expansionary periods of the financial cycle, thereby mitigating the upside risk of credit growth. Conversely, during financial crises, the relaxation of macroprudential policy positively impacts the left tail, reducing the risk of severe credit contractions. These findings align with previously documented benefits of macroprudential policy on the downside risk of GDP growth, providing evidence o
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