English, Article edition: An analysis of credit risk migration patterns of agricultural loans Andrew Behrens; Glenn D. Pederson

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Bookmark: http://trove.nla.gov.au/version/22324
Physical Description
  • article
Language
  • English

Edition details

Title
  • An analysis of credit risk migration patterns of agricultural loans
Author
  • Andrew Behrens
  • Glenn D. Pederson
Physical Description
  • article
Notes
  • Loan migration analysis is conducted using a large data set of loan risk ratings in the Farm Credit System. We find path dependence and limited support for a trend reversal pattern. There is evidence that the magnitude of migrations reported in previous credit score proxy studies overstates trend reversal in agricultural loans rated by lenders. Our results indicate that retention rates of agricultural loan risk ratings are quite high. Small loans are less likely to migrate than medium and large-sized loans, and unseasoned loans are more likely to migrate than seasoned farm loans
  • Agricultural loans, Credit risk migration, Farm Credit System associations, Trend reversal
  • RePEc:eme:afrpps:v:67:y:2007:i:1:p:87-98
Language
  • English
Contributed by
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