Keywords: Credit risk migration
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Journal Articles
Journal Articles
Journal Articles
Agricultural Finance Review (2007) 67 (1): 99–117.
Published: 05 May 2007
...Xiaohui Deng; Cesar L. Escalante; Peter J. Barry; Yingzhuo Yu This study introduces two Markov chain time approaches, time‐homogeneous and nonhomogeneous models, for analyzing farm credit risk migration as alternatives to the traditional discrete‐time (cohort) method. The Markov chain models...
Journal Articles
Agricultural Finance Review (2005) 65 (1): 1–16.
Published: 05 May 2005
...Brent A. Gloy; Eddy L. LaDue; Michael A. Gunderson Agricultural credit risk migration is examined using loan records gathered from four agricultural lenders. Results indicate that lender risk ratings are much more stable than ratings based on credit scores estimated from financial statements...

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