Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Allen M. Featherstone & Laura M. Roessler & Peter J. Barry, 2006. "Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 28(1), pages 4-23.
References listed on IDEAS
- Khoju, Madhab R. & Barry, Peter J., 1993. "Business Performance Based Credit Scoring Models: A New Approach to Credit Evaluation," 1993 Regional Committee NC-207, October 4-5, 1993, Chicago, Illinois 131419, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Allen M. Featherstone & Christian R. Boessen, 1994. "Loan Loss Severity of Agricultural Mortgages," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 16(2), pages 249-258.
- anonymous, 2001. "Guidance on risk management of leveraged financing," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 413-414.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dressler, Jonathan B. & Stokes, Jeffrey R., 2006. "Mortgage Termination at AgChoice Farm Credit," 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC 133077, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Amelie Jouault & Allen M. Featherstone, 2011.
"Determining the Probability of Default of Agricultural Loans in a French Bank,"
Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 1(1), pages 1-1.
- Jouault, Amelie & Featherstone, Allen M., 2006. "Determining the Probability of Default of Agricultural Loans in a French Bank," 2006 Annual meeting, July 23-26, Long Beach, CA 21376, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Frederick Murdoch Quaye & Denis Nadolnyak & Valentina Hartarska, 2017. "Factors Affecting Farm Loan Delinquency in the Southeast," Research in Applied Economics, Macrothink Institute, vol. 9(4), pages 75-92, December.
- Deb Narayan Barik & Siddhartha P. Chakrabarty, 2022. "Does limited liability reduce leveraged risk?: The case of loan portfolio management," Papers 2209.12636, arXiv.org.
- Ferreira-Filho, Joaquim Bento de Souza & Horridge, Mark, 2010.
"Climate Change Impacts on Agriculture and Internal Migrations in Brazil,"
Conference papers
331926, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Joaquim Bento de Souza Ferreira-Filho & Mark Horridge, 2016. "Climate change impacts on agriculture and internal migrations in Brazil," Centre of Policy Studies/IMPACT Centre Working Papers g-262, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Boratyńska, Katarzyna & Grzegorzewska, Emilia, 2018. "Bankruptcy prediction in the agribusiness sector: Lessons from quantitative and qualitative approaches," Journal of Business Research, Elsevier, vol. 89(C), pages 175-181.
- Regmi, Madhav & Featherstone, Allen Merril, 2018. "Differential Taxation In Agricultural Credit Market," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266692, Southern Agricultural Economics Association.
- Allen M. Featherstone & Christine A. Wilson & Terry L. Kastens & John D. Jones, 2007.
"Factors affecting the agricultural loan decision‐making process,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(1), pages 13-33, May.
- Featherstone, Allen M. & Wilson, Christine A. & Kastens, Terry L. & Jones, John D., 2005. "Factors Affecting the Agricultural Loan Decision-Making Process," 2005 Agricultural and Rural Finance Markets in Transition, October 3-4, 2005, Minneapolis, Minnesota 132749, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Omobolaji Omobitan & Aditya R. Khanal, 2022. "Examining Farm Financial Management: How Do Small US Farms Meet Their Agricultural Expenses?," JRFM, MDPI, vol. 15(3), pages 1-15, March.
- Brewer, Brady & Wilson, Christine & Featherstone, Allen & Harris, J. & Erickson, Ken & Hallahan, Charles, 2012. "Measuring the Financial Health of U.S. Production Agriculture," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2012, pages 1-16.
- Ortiz, Antonio Carlos & Monaco, Henrique & Machado, Vitor & Boehlje, Michael, 2021. "Propensity for premature filing for judicial financial recovery in large-scale agriculture in Brazil," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 24(4), February.
- Durguner, Seda & Barry, Peter J. & Katchova, Ani L., 2006. "Credit Scoring Models: A Comparison between Crop and Livestock Farms," 2006 Annual meeting, July 23-26, Long Beach, CA 21431, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Brian C. Briggeman, 2011. "The importance of off-farm income to servicing farm debt," Economic Review, Federal Reserve Bank of Kansas City, vol. 96(Q I).
- Fiechter, Chad M. & Miller, Noah J. & Ifft, Jennifer & Nelson, Blaine, 2024. "Farm Characteristics and Cost of Borrowing," 2024 Annual Meeting, July 28-30, New Orleans, LA 343924, Agricultural and Applied Economics Association.
- Hisham S. El-Osta, 2016. "Farmland Ownership and Its Impact on the Debt Servicing Capacity Among U.S. Married-Couple Farm Households," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 190-206, November.
- Erickson, Kenneth W. & Featherstone, Allen M. & Subedi, Dipak & Nehring, Richard F. & Harris, James Michael, 2017. "How Fluctuations in Farm and Off-Farm Income Could Affect the Financial Performance of U.S. Farm Operator Dairy Farms: A Farm-level Analysis," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258488, Agricultural and Applied Economics Association.
- Jarko Fidrmuc & Pavel Ciaian & d'Artis Kancs & Jan Pokrivcak, 2013.
"Credit Constraints, Heterogeneous Firms and Loan Defaults,"
Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 53-68, May.
- Fidrmuc, Jarko & Ciaian, Pavel & Kancs, d'Artis & Pokrivcak, Jan, 2010. "Credit Constraints, Heterogeneous Firms and Loan Defaults," Conference papers 331924, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Jarko Fidrmuc & Pavel Ciaian & d'Artis Kancs & Jan Pokrivcak, 2011. "Credit Constraints, Heterogeneous Firms and Loan Defaults," EERI Research Paper Series EERI_RP_2011_17, Economics and Econometrics Research Institute (EERI), Brussels.
- Featherstone, Allen M. & Langemeier, Michael R. & Haverkamp, Kent, 2006. "Credit Quality of Kansas Farms," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35309, Southern Agricultural Economics Association.
- Nicholas D. Paulson & Allen M. Featherstone & Joleen C. Hadrich, 2020. "Distribution of Market Facilitation Program Payments and their Financial Impact for Illinois, Kansas, and Minnesota Farms," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(2), pages 227-244, June.
- Kagan, Adam & Soliwoda, Michał & Gospodarowicz, Marcin, 2024. "Evaluation of the Effects of Replacing the Wibor Rate by the Wiron Rate for Preferential Credits in Polish Agriculture," International Journal of Agricultural Sciences and Technology (IJAGST), SvedbergOpen, vol. 378(1), March.
- Quaye, Frederick & Hartarska, Valentina & Nadolnyak, Denis, 2015. "Farmer Credit Delinquency in Southeastern US: Factors and Behavior Prediction," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196914, Southern Agricultural Economics Association.
- Christine Wilson & Allan Featherston & Terry Kastens & John Jones, 2006.
"Determining What's Really Important to Lenders: Factors Affecting the Agricultural Loan Decision-Making Process,"
Working Papers
06-07, Purdue University, College of Agriculture, Department of Agricultural Economics.
- Wilson, Christine A. & Featherstone, Allen M. & Kastens, Terry L. & Jones, John D., 2006. "Determining What'S Really Important To Lenders : Factors Affecting The Agricultural Loan Decision-Making Process," Staff Papers 28678, Purdue University, Department of Agricultural Economics.
- Featherstone, Allen M. & Ifft, Jennifer & Yeager, Elizabeth A. & Hinkle, Bailey, 2022. "Section 179 and Bonus Depreciation Effect on Machinery Investment," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322480, Agricultural and Applied Economics Association.
- Yifei Wu & Jeffrey H. Dorfman & Brady E. Brewer, 2021. "The susceptibility of farmland loans to default under falling farmland and commodity prices," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 561-574, July.
- Jonathan B. Dressler & Jeffrey R. Stokes, 2010. "Survival analysis and mortgage termination at AgChoice ACA," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(1), pages 21-36, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Amelie Jouault & Allen M. Featherstone, 2011.
"Determining the Probability of Default of Agricultural Loans in a French Bank,"
Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 1(1), pages 1-1.
- Jouault, Amelie & Featherstone, Allen M., 2006. "Determining the Probability of Default of Agricultural Loans in a French Bank," 2006 Annual meeting, July 23-26, Long Beach, CA 21376, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Azamat Abdymomunov & Sharon Blei & Bakhodir Ergashev, 2015. "Integrating Stress Scenarios into Risk Quantification Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 57-79, February.
- Novak, Michael P. & LaDue, Eddy L., 1999. "Application Of Recursive Partitioning To Agricultural Credit Scoring," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(1), pages 1-14, April.
- Novak, Michael P. & LaDue, Eddy L., 1997. "Introducing Recursive Partitioning To Agricultural Credit Scoring," Working Papers 127878, Cornell University, Department of Applied Economics and Management.
- Gandjar Mustika & Enny Suryatinc & Maximilian Hall & Richard Simper, 2015. "Did Bank Indonesia cause the credit crunch of 2006–2008?," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 269-298, February.
- Stavros Degiannakis & Pamela Dent & Christos Floros, 2014.
"A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification,"
Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
- Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
- Arsalan Azamighaimasi, 2013. "Portfolio Risk and Dependence Modeling," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(1), pages 151-158, January.
- Ulyana Dremova, 2015. "Development Of The Technique Of Assessment Of Banking Risks Of Long-Term Crediting Of Investments (On The Example Of Banks Of Sevastopol)," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 234-244.
- Lorenzo Neri & Antonella Russo, 2013. "Risk Disclosures in the Annual Reports of Italian Listed Companies," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2013(3-4), pages 141-168.
- Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017.
"Evaluation of exchange rate point and density forecasts: An application to Brazil,"
International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016. "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series 446, Central Bank of Brazil, Research Department.
- Naveed R. Khan & Marinah Awang & Che Mohd Zulkifli, 2013. "Small and Medium Enterprises and Human Resource Practices in Pakistan," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 3(2), pages 460-471, February(.
- Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Working Paper Research 51, National Bank of Belgium.
- Donate, Mario J. & Sánchez de Pablo, Jesús D., 2015. "The role of knowledge-oriented leadership in knowledge management practices and innovation," Journal of Business Research, Elsevier, vol. 68(2), pages 360-370.
- Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2016. "A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices," Applied Economics, Taylor & Francis Journals, vol. 48(15), pages 1382-1389, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:revage:v:28:y:2006:i:1:p:4-23.. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press or Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.