Concepedia

Loan Performance Modeling

Loan Performance Modeling is a quantitative analytical framework used in commercial real estate lending that predicts the likelihood of loan default, delinquency, or prepayment by integrating financial, property-level, and macroeconomic variables to assess the credit risk and cash flow stability of income-producing real estate loans.

75

Publications

3.8K

Citations

163

Authors

105

Institutions

Publications per year

2017–2026

22

Parents

Publications

75

Rational Herding in Microloan Markets

Juanjuan Zhang, Peng Liu · Management Science · 2012 · 883 citations · Full text

, , +13

Borrower–lender distance, credit scoring, and loan performance: Evidence from informational-opaque small business borrowers

Robert DeYoung, Dennis Glennon, Peter J. Nigro · Journal of Financial Intermediation · 2007 · 341 citations

, , +17

Predicting performance in the savings and loan association industry

Edward I. Altman · Journal of Monetary Economics · 1977 · 137 citations

, , +12

An improved method for developing neural networks: The case of evaluating commercial loan creditworthiness

Louis W. Glorfeld, Bill C. Hardgrave · Computers & Operations Research · 1996 · 135 citations

, , +16

Borrower Misreporting and Loan Performance

Mark J. Garmaise · The Journal of Finance · 2015 · 133 citations

, , +17

1–5 of 75

Authors

163

  1. MA
    Michelle A. Danis

    Marquette University, United States

    3 publications · 69 citations

    3

    h-index

  2. AP
    Anthony Pennington‐Cross

    Marquette University, United States

    3 publications · 69 citations

    3

    h-index

  3. SC
    Souphala Chomsisengphet

    Office of the Comptroller of the Currency, United States

    3 publications · 164 citations

    3

    h-index

  4. SA
    Sumit Agarwal

    National University of Singapore, Singapore

    3 publications · 164 citations

    3

    h-index

  5. AP
    Agus Perdana Windarto

    Universitas Tunas Pembangunan, Indonesia

    2 publications · 39 citations

    2

    h-index

1–5 of 163

Institutions

105

  1. Office of the Comptroller of the Currency

    Washington D.C., United States

    5 h-index

    5 publications

    560 citations

  2. New York University

    New York, United States

    4 h-index

    4 publications

    289 citations

  3. Federal Reserve Bank of St. Louis

    St Louis, United States

    4 h-index

    9 publications

    349 citations

  4. Federal Reserve

    Washington D.C., United States

    3 h-index

    3 publications

    93 citations

  5. University of Pennsylvania

    Philadelphia, United States

    3 h-index

    3 publications

    159 citations

  6. Federal Reserve Board of Governors

    Washington D.C., United States

    3 h-index

    3 publications

    93 citations

  7. University of Nevada, Reno

    Reno, United States

    2 h-index

    2 publications

    72 citations

  8. Escola Brasileira de Administração Pública e de Empresas

    Rio de Janeiro, Brazil

    2 h-index

    2 publications

    108 citations

1–8 of 105

Venues

  1. SSRN Electronic Journal

    Repository · 11 publications · 220 citations

    10

    h-index

  2. Real Estate Economics

    4 publications · 145 citations

    4

    h-index

  3. Review of Financial Studies

    2 publications · 154 citations

    2

    h-index

  4. The Journal of Finance

    2 publications · 150 citations

    2

    h-index

  5. Journal of Banking & Finance

    2 publications · 85 citations

    2

    h-index

1–5