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Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
We apply this strategy to the European Union banking system from 1997 to 2021.
The Risk-Return Relation in the Corporate Loan Market
This paper analyzes the hypothesis that returns play a risk-compensating role in the market for corporate revolving lines of credit.
Pricing and Usage: An Empirical Analysis of Lines of Credit
The hypothesis that committed revolving credit lines with fixed spreads can provide firms with interest rate insurance is a standard feature of models on these credit facilities' interest rate structure.
Are Charter Value and Supervision Aligned? A Segmentation Analysis
Previous work suggests that the charter value hypothesis is theoretically grounded and empirically supported, but not universally.
