Academic literature on the topic 'Credit cycle'
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Journal articles on the topic "Credit cycle"
Chang, Yuan. "Financial Soundness Indicator, Financial Cycle, Credit Cycle and Business Cycle-Evidence from Taiwan." International Journal of Economics and Finance 8, no. 4 (March 23, 2016): 166. http://dx.doi.org/10.5539/ijef.v8n4p166.
Full textAikman, David, Andrew G. Haldane, and Benjamin D. Nelson. "Curbing the Credit Cycle." Economic Journal 125, no. 585 (March 26, 2014): 1072–109. http://dx.doi.org/10.1111/ecoj.12113.
Full textGootzeit, Michael J. "WICKSELL'S INFLATIONARY CREDIT CYCLE." Metroeconomica 44, no. 2 (June 1993): 146–66. http://dx.doi.org/10.1111/j.1467-999x.1993.tb00756.x.
Full textBluhm, Christian, and Walter Mussil. "Balanced Credit Cycle Management." Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 62, S61 (January 2010): 68–82. http://dx.doi.org/10.1007/bf03372982.
Full textMamonov, Mikhail, Vera Pankova, Renat Akhmetov, and Anna Pestova. "Financial Shocks and Credit Cycles." Russian Journal of Money and Finance 79, no. 4 (December 2020): 45–74. http://dx.doi.org/10.31477/rjmf.202004.45.
Full textKarminsky, A. M., and N. F. Dyachkova. "Empirical study of the relationship between credit cycles and changes in credit ratings." Journal of the New Economic Association 48, no. 4 (2020): 138–60. http://dx.doi.org/10.31737/2221-2264-2020-48-4-6.
Full textLin, Xi, Yafeng Yin, and Fang He. "Credit-Based Mobility Management Considering Travelers’ Budgeting Behaviors Under Uncertainty." Transportation Science 55, no. 2 (March 2021): 297–314. http://dx.doi.org/10.1287/trsc.2020.1014.
Full textWidodo, Arif. "THE ROLE OF INTEGRATED ISLAMIC COMMERCIAL AND SOCIAL FINANCE FOR CURBING CREDIT CYCLES AND ACHIEVING MACROPRUDENTIAL OBJECTIVE." Journal of Islamic Monetary Economics and Finance 3, no. 2 (March 28, 2018): 139–80. http://dx.doi.org/10.21098/jimf.v3i2.887.
Full textKing, Matt. "Is the Credit Cycle Dead?" CFA Institute Conference Proceedings Quarterly 24, no. 1 (March 2007): 45–54. http://dx.doi.org/10.2469/cp.v24.n1.4542.
Full textEmery, Dana M. "Credit Analysis throughout the Cycle." CFA Institute Conference Proceedings Quarterly 30, no. 2 (June 2013): 31–43. http://dx.doi.org/10.2469/cp.v30.n2.2.
Full textDissertations / Theses on the topic "Credit cycle"
he, xiaofeng. "CREDIT CYCLE, CREDIT RISK AND BUSINESS CONDITIONS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010718-110156.
Full textWe first present a Complex Singular Value Decomposition (CSVD)analysis of credit cyle and explore the lead-lag relation betweencredit cycle and business cycle, then propose a GeneralizedLinear Model (GLM) of credit rating transition probabilitiesunder the impact of business conditions.To detect the cyclic trend existence of credit condition in U.S.economy, all credit variables and business variables aretransformed to complex values and the transformed data matrix isapproximated by first order of CSVD analysis. We show that theeconomy, represented by both credit conditions and businessconditions, is changing recurrently but with different frequenciesfor different time periods. Credit variables making the greatestlinear contribution to first Principal Component can be identifiedas credit cycle indicators. The result of leading businessvariables to credit variables in an economy provides the basis topredict credit condition by business cycle indicators.The credit rating system is a publicly available measure of theriskiness of financial securities and a rating transition matrixquantifies the risk, by permitting calculation of the probabilityof downgrade or default. Credit migration is observed to beinfluenced both by business conditions and by an issuer's owncredit status. We assume the rating history for a particularinstitution is Markovian, and histories for differentinstitutions are assumed to be statistically independent, in bothcases the history of market conditions are known. With a simpleGLM, we investigate the significance of business conditions andtheir two major impacts - creditworthinessdeterioration/improvement and credit stability. We propose amodel of transition probability in discrete time and a model ofinstantaneous transition rates in continuous time, and fit themby maximum likelihood. Business conditions are shown to have asignificant effect: higher likelihood for credit qualityimprovement and stability under good business conditions whilehigher likelihood for credit quality deterioration and driftunder severe business conditions. The two business impacts aresignificant and business deterioration/improvement impact isgreater than its stability impact on credit rating transitions.Investment-grade rating transitions are more sensitive to longrate risk while speculative-grade rating transitions are moresensitive to short rate risk. Compared to a discrete model, thecontinuous transition model has much greater over-dispersion butis more practical.
Jericevic, Sandra Lynne. "Loan contracting and the credit cycle /." Connect to thesis, 2002. http://eprints.unimelb.edu.au/archive/00000737.
Full textKubin, Ingrid, and Thomas Zörner. "Human Capital in a Credit Cycle Model." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5681/1/wp251.pdf.
Full textSeries: Department of Economics Working Paper Series
Santos, João Ramiro Rodrigues Simões dos. "Credit cycle identification: A Markov-switching application." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11723.
Full textThis project aims to study credit dynamics and to identify phases of credit cycles at the country level. We applied a Markov-switching (MS) autoregressive framework and a MS with regime-invariant macroeconomic variables to a broad concept of credit, domestic credit. We used a sample of 10 developed countries. MS identification power is assessed using smooth probabilities of low growth states, collected as a by-product of models estimation, against historical databases of crisis events. Conclusions support that MS is accurate in identifying credit cycle phases, and that domestic credit is a good variable for such identification. Additionally, Credit Gap, excess growth over GDP and Broad Money contribute positively to the MS predictions.
Marchesini, Camilo. "Optimal Monetary Policy, Macroprudential Instruments, and the Credit Cycle." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388488.
Full textPoudel, Rajeeb. "Single Notch Versus Multi Notch Credit Rating Changes and the Business Cycle." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc848118/.
Full textChiu, Ching-Ngai. "Critical analysis of relationship between real estate cycle and credit ratings." Click to view the E-thesis via HKU Scholars Hub, 2006. http://lookup.lib.hku.hk/lookup/bib/B37937583.
Full textPu, Lifen. "Credit ratings and banking regulations in the context of real estate cycle." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B41895642.
Full textPu, Lifen, and 普麗芬. "Credit ratings and banking regulations in the context of real estate cycle." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B41895642.
Full textSousa, Maria Inês Ferreira Drumond. "Essays on Macroeconomics of Banking: Credit Frictions, Business Cycle and Bank Capital." Tese, Faculdade de Economia da Universidade do Porto, 2006. http://hdl.handle.net/10216/7418.
Full textDOCTORAL PROGRAMME IN ECONOMICS
O papel das imperfeições do sistema financeiro na propagação de choques exógenos na economia tem sido tema de debate constante na literatura, com implicações significativas ao nível institucional. A principal questão em jogo é saber se as referidas imperfeições são capazes de transformar choques exógenos de pequena magnitude em movimentos amplificados e persistentes do produto agregado. Esta dissertação insere-se nesta linha de investigação analisando a forma como as estruturas microeconómicas, tais como a forma de financiamento dos bancos e a relação entre estes e os seus clientes, interagem com as condições macroeconómicas. Este trabalho contribui para clarificar o papel do capital dos bancos e da sua regulação na propagação dos ciclos económicos, tendo em conta a presente alteração nos requisitos mínimos de capital proposta pelo Acordo de Basileia II. Após o Capítulo 1, que articula a literatura teórica sobre a relação entre o capital dos bancos e os ciclos económicos com a literatura sobre os requisitos de capital exigidos pelos Acordos de Basileia, o Capítulo 2 propõe um modelo dinâmico de equilíbrio geral no qual os bancos estão sujeitos a requisitos mínimos de capital ajustados pelo risco. Tendo em conta que a emissão de capital pelos bancos é mais onerosa do que os depósitos, devido à preferência das famílias por liquidez, e que esta diferença de custo tende a aumentar (diminuir) durante uma recessão (expansão), exploramos, neste capítulo, um canal adicional através do qual os efeitos dos choques exógenos na actividade económica são amplificados o bank capital channel. Este efeito de amplificação é mais forte quando introduzimos as regras propostas por Basileia II (por oposição a Basileia I). Para avaliar com mais exactidão os potenciais efeitos pró-cíclicos de Basileia II, integramos, no Capítulo 3, a relação entre o banco e as empresas às quais este empresta num modelo de agentes heterogéneos, de acordo com o qual as condições de acesso ao crédito por parte de cada uma dessas empresas dependem do seu risco de crédito. Este modelo permite-nos concluir que, na medida em que (i) é mais dispendioso deter capital dos bancos durante uma recessão e (ii) o portfolio do banco é caracterizado por uma fracção significativa de pequenas empresas fortemente dependentes do crédito bancário, a introdução de Basileia II acentua as tendências pró-cíclicas do sistema bancário, amplificando as flutuações dos ciclos económicos.
The role of financial frictions in the propagation of exogenous shocks in the economy has been subject of much debate in the literature and of significant implications at the institutional level. The main issue at stake is whether financial frictions are able to transform small exogenous shocks to the economy into amplified and persistent movements in aggregate output. This dissertation fits in this line of research by centering its attention on how microeconomic structures, such as the bank funding structure and the relationship between banks and borrowers, interact with macroeconomic conditions. It contributes to clarify the role of bank capital and its regulatory environment in the propagation of business cycles, taking into account the current institutional changeover from Basel I to Basel II bank capital requirements. After Chapter 1, that brings together the theoretical literature on the relationship between bank capital and the business cycle with the literature on the regulatory capital requirements under the Basel Accords, Chapter 2 proposes a dynamic general equilibrium model in which banks are constrained by a risk-based capital requirement. Taking into account that bank capital is more expensive to raise than deposits, due to households' preferences for liquidity, and that this difference tends to widen (narrow) during a recession (expansion), we explore an additional channel through which the effects of exogenous shocks on real activity are amplified - the bank capital channel. This amplification effect is larger under Basel II than under Basel I rules. To evaluate more accurately the potential procyclical effects of Basel II, we embed, in Chapter 3, the bank-borrower relationship into a heterogeneous-agent model, in which firms have different access to bank credit depending on their credit risk. We conclude that, to the extent that it is more costly to hold bank capital during recessions and that the bank's loan portfolio is characterized by a significant fraction of highly leveraged and small firms, the introduction of Basel II accentuates the procyclical tendencies of banking, amplifying business cycle fluctuations.
Books on the topic "Credit cycle"
S, Feldstein Martin. Housing, credit markets and the business cycle. Cambridge, Mass: National Bureau of Economic Research, 2007.
Find full textVihriälä, Vesa. Banks and the Finnish credit cycle, 1986-1995. Helsinki: Suomen Pankki, 1997.
Find full textStokes, Peter. Ship finance: Credit expansion and the boom-bust cycle. London: Lloyd's of London Press, 1992.
Find full textOrtalo-Magné, François. Housing market fluctuations in a life-cycle economy with credit constraints. London: London School of Economics, Financial Markets Group, 1998.
Find full textBernanke, Ben. The financial accelerator in a quantitative business cycle framework. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textL, Greaves Percy, and Greaves Bettina Bien, eds. On the manipulation of money and credit: Three treatises on trade-cycle theory. Indianapolis, IN: Liberty Fund, 2009.
Find full textAkoten, John E. Breaking the vicious cycle of poor access to credit by micro and small enteprises in Kenya. Nairobi: Institute of Policy Analysis and Research, 2007.
Find full textSegoviano, Miguel A. Internal ratings, the business cycle and capital requirements: Some evidence from an emerging market economy. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.
Find full textArellano, Cristina. Credit frictions and "sudden stops" in small open economies: An equilibrium business cycle framework for emerging markets crises. Washington, DC: Inter-American Development Bank, 2002.
Find full textArellano, Cristina. Credit frictions and 'sudden stops' in small open economies: An equilibrium business cycle framework for emerging market crises. Cambridge, MA: National Bureau of Economic Research, 2002.
Find full textBook chapters on the topic "Credit cycle"
Bridel, P. "Credit Cycle." In The New Palgrave Dictionary of Economics, 2461–65. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_649.
Full textBridel, P. "Credit Cycle." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_649-1.
Full textBridel, P. "Credit Cycle." In The New Palgrave Dictionary of Economics, 1–5. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_649-2.
Full textShaik, Khader. "Credit Contract Life Cycle." In Managing Derivatives Contracts, 339–51. Berkeley, CA: Apress, 2014. http://dx.doi.org/10.1007/978-1-4302-6275-6_16.
Full textRahmatian, Andreas. "A dynamic concept of money. The alienation cycle." In Credit and Creed, 146–91. Abingdon, Oxon ; New York, NY : Routledge, 2019. | Series: Routledge research in finance & banking law: Routledge, 2019. http://dx.doi.org/10.4324/9780429059803-4.
Full textPepper, Gordon. "Savings Imbalances and the Business Cycle." In Money, Credit and Asset Prices, 48–54. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_7.
Full textKindleberger, Charles P., and Robert Z. Aliber. "Frauds, Swindles, and the Credit Cycle." In Manias, Panics and Crashes, 143–75. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230628045_9.
Full textPepper, Gordon. "Shifts in the Savings Demand for Money and the Business Cycle." In Money, Credit and Asset Prices, 55–59. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_8.
Full textAliber, Robert Z., and Charles P. Kindleberger. "Bernie Madoff: Frauds, Swindles, and the Credit Cycle." In Manias, Panics, and Crashes, 143–82. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1007/978-1-137-52574-1_8.
Full textLissowska, Maria. "Inequalities and Use of Financial Products in Comparison with the Concept of the Life Cycle of a Household." In Consumer Credit in Europe, 91–117. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-88231-0_5.
Full textConference papers on the topic "Credit cycle"
Fabricius, Andreas, Mark Taylor, and David Moelling. "Impact of Startup Purge Credit on Combined Cycle Plant Operation." In ASME 2015 Power Conference collocated with the ASME 2015 9th International Conference on Energy Sustainability, the ASME 2015 13th International Conference on Fuel Cell Science, Engineering and Technology, and the ASME 2015 Nuclear Forum. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/power2015-49101.
Full textDyachkova, Natalya, Alexander M. Karminsky, and Yulia Kareva. "The Determinants of Credit Cycle and Its Forecast." In 2019 IEEE 21st Conference on Business Informatics (CBI). IEEE, 2019. http://dx.doi.org/10.1109/cbi.2019.00043.
Full textQerimi, Argjentë, Muhamet Aliu, and Besnik Krasniqi. "Financial Life Cycle of Kosovo SMEs: Results of an Enterprise Survey." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.s.p.2021.57.
Full textRazo-De Anda, Jorge Omar, Salvador Cruz-Aké, and Ana Cecilia Parada-Rojas. "THE CREDIT CYCLE AND THE FINANCIAL FRAGILITY HYPOTHESIS: AN EVOLUTIONARY POPULATION APPROACH." In 45th International Academic Conference, London. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.045.036.
Full textRazo-De Anda, Jorge Omar, and Ana Cecilia Parada-Rojas. "THE CREDIT CYCLE AND THE FINANCIAL FRAGILITY HYPOTHESIS: AN EVOLUTIONARY POPULATION APPROACH." In 46th International Academic Conference, Rome. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.046.017.
Full text"A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE." In 2006 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2006. ERES, 2006. http://dx.doi.org/10.15396/eres2006_178.
Full textWang, Xinhui, and Xizhao Zhou. "Research on the Optimal Cycle Time and Credit Time for Retailers under Permissible Delay in Payment." In Eighth International Conference of Chinese Logistics and Transportation Professionals (ICCLTP). Reston, VA: American Society of Civil Engineers, 2009. http://dx.doi.org/10.1061/40996(330)160.
Full textDai, Hengwei. "Research on Credit Loan Risk Control of Big Data Platform Based on Long and Cycle Memory Neural Network." In 2021 5th Annual International Conference on Data Science and Business Analytics (ICDSBA). IEEE, 2021. http://dx.doi.org/10.1109/icdsba53075.2021.00074.
Full textLokesh, Kadambari, Atma Prakash, Vishal Sethi, Eric Goodger, and Pericles Pilidis. "Assessment of Life Cycle Emissions of Bio-SPKs for Jet Engines." In ASME Turbo Expo 2013: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/gt2013-94238.
Full textGregg, Michael H. "The State of Green Engineering at Virginia Tech." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-42217.
Full textReports on the topic "Credit cycle"
Gilchrist, Simon, and Egon Zakrajšek. Credit Spreads and Business Cycle Fluctuations. Cambridge, MA: National Bureau of Economic Research, May 2011. http://dx.doi.org/10.3386/w17021.
Full textGreenwood, Robin, and Samuel Hanson. Issuer Quality and the Credit Cycle. Cambridge, MA: National Bureau of Economic Research, July 2011. http://dx.doi.org/10.3386/w17197.
Full textLópez-Salido, David, Jeremy Stein, and Egon Zakrajšek. Credit-Market Sentiment and the Business Cycle. Cambridge, MA: National Bureau of Economic Research, January 2016. http://dx.doi.org/10.3386/w21879.
Full textAmromin, Gene, Neil Bhutta, and Benjamin Keys. Refinancing, Monetary Policy, and the Credit Cycle. Cambridge, MA: National Bureau of Economic Research, October 2020. http://dx.doi.org/10.3386/w28039.
Full textFeldstein, Martin. Housing, Credit Markets and the Business Cycle. Cambridge, MA: National Bureau of Economic Research, October 2007. http://dx.doi.org/10.3386/w13471.
Full textArango-Thomas, Luis Eduardo, and Lina Marcela Cardona-Sosa. Consumer credit performance over the business cycle In Colombia : some empirical facts. Bogotá, Colombia: Banco de la República, January 2015. http://dx.doi.org/10.32468/be.861.
Full textArellano, Cristina, and Enrique Mendoza. Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises. Cambridge, MA: National Bureau of Economic Research, April 2002. http://dx.doi.org/10.3386/w8880.
Full textKiyotaki, Nobuhiro, and John Moore. Credit Cycles. Cambridge, MA: National Bureau of Economic Research, April 1995. http://dx.doi.org/10.3386/w5083.
Full textWen, Yi, Pengfei Wang, and Feng Dong. Credit Search and Credit Cycles. Federal Reserve Bank of St. Louis, 2015. http://dx.doi.org/10.20955/wp.2015.023.
Full textGu, Chao, and Randall Wright. Endogenous Credit Cycles. Cambridge, MA: National Bureau of Economic Research, October 2011. http://dx.doi.org/10.3386/w17510.
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