This study aims to identify the effect of credit diversification in the economic sector on credit
risk and performance of commercial banks in Indonesia. Multiple linear regression is used to …

This paper provides evidence on the strategic lending decisions made by banks facing a
negative funding shock. Using bank–firm level credit data, we show that banks reallocate …

This study examines the impact of diversification on cost and profit efficiency of commercial
banks from six ASEAN countries over the period 2007–2014. Measured using the stochastic …

While small and medium-sized enterprises (SMEs) are important for economic growth and
employment, they face numerous obstacles in accessing external finance. In this article, we …

Using supervisory data on the loan portfolios of large US banks, we document that these
banks specialize by concentrating their lending disproportionately in a few industries. This …

This paper proposes a managerial control tool that integrates risk in efficiency measures.
Building on existing efficiency specifications, our proposal reflects the real banking …

Purpose The purpose of this paper is to investigate the bank-specific and macroeconomic
determinants of nonperforming loans (NPLs) as well as the impact of NPLs on bank …

This paper proposes a model to conduct macro stress test of credit risk for the banking sector
based on scenario analysis. We employ an original bank-level data set that splits bank credit …

Lending concentration features prominently in models of information acquisition by banks,
but empirical evidence on its role is limited. Using bank-level loan exposures, we find banks …

We simulate shocks to the real sector and evaluate how the financial system reacts and
amplifies these events using unique Brazilian loan-level data between banks and banks and …