Original paper

Default risk drivers in shipping bank loans

Volume: 94, Pages: 71 - 94
Published: Oct 1, 2016
Abstract
This paper proposes a credit scoring model for the empirical assessment of default risk drivers of shipping bank loans. A unique dataset, consisting of the credit portfolio of a ship-lending bank is used to estimate a logit model with two-way clustered adjusted standard errors, ensuring robust inferences. Industry specific variables, captured through current and expected conditions in the extremely volatile global shipping freight markets, the...
Paper Details
Title
Default risk drivers in shipping bank loans
Published Date
Oct 1, 2016
Volume
94
Pages
71 - 94
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