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Keywords: Loan pricing
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2023) 24 (2): 212–225.
Published: 24 January 2023
...Arun Kumar Misra; Molla Ramizur Rahman; Aviral Kumar Tiwari Purpose This paper has used account-level data of corporate and retail borrowers, assessed their credit risk through the risk-neutral principle and examined its implication on loan pricing. Design/methodology/approach It derives...
