A case study on loan loss analysis of a community bank

In this paper, we perform a case study on a community bank from the aspect of the terms structure of the banks historical loan losses and the loan quality rating matrix used by the bank. The data source is from a small rural community bank located in a Midwestern state of the United States. The basi...

Full description

Bibliographic Details
Main Authors: Weiping Li, Philip McMahan
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2015-12-01
Series:Journal of Finance and Data Science
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918815000033
id doaj-cd82b59743b847aa81b5d8a72d43491b
record_format Article
spelling doaj-cd82b59743b847aa81b5d8a72d43491b2021-02-02T05:10:09ZengKeAi Communications Co., Ltd.Journal of Finance and Data Science2405-91882015-12-0111113210.1016/j.jfds.2015.07.001A case study on loan loss analysis of a community bankWeiping Li0Philip McMahan1Southwest Jiaotong University, Chengdu, Sichuan Province, 610031, PR China5624 NW 130 St., Oklahoma City, OK, 73142, USAIn this paper, we perform a case study on a community bank from the aspect of the terms structure of the banks historical loan losses and the loan quality rating matrix used by the bank. The data source is from a small rural community bank located in a Midwestern state of the United States. The basic statistical analysis of the loan losses that is based on the banks internal loan quality rating system is presented.http://www.sciencedirect.com/science/article/pii/S2405918815000033Community bankLoan gradeFacility rating matrixTerm structure of the loss
collection DOAJ
language English
format Article
sources DOAJ
author Weiping Li
Philip McMahan
spellingShingle Weiping Li
Philip McMahan
A case study on loan loss analysis of a community bank
Journal of Finance and Data Science
Community bank
Loan grade
Facility rating matrix
Term structure of the loss
author_facet Weiping Li
Philip McMahan
author_sort Weiping Li
title A case study on loan loss analysis of a community bank
title_short A case study on loan loss analysis of a community bank
title_full A case study on loan loss analysis of a community bank
title_fullStr A case study on loan loss analysis of a community bank
title_full_unstemmed A case study on loan loss analysis of a community bank
title_sort case study on loan loss analysis of a community bank
publisher KeAi Communications Co., Ltd.
series Journal of Finance and Data Science
issn 2405-9188
publishDate 2015-12-01
description In this paper, we perform a case study on a community bank from the aspect of the terms structure of the banks historical loan losses and the loan quality rating matrix used by the bank. The data source is from a small rural community bank located in a Midwestern state of the United States. The basic statistical analysis of the loan losses that is based on the banks internal loan quality rating system is presented.
topic Community bank
Loan grade
Facility rating matrix
Term structure of the loss
url http://www.sciencedirect.com/science/article/pii/S2405918815000033
work_keys_str_mv AT weipingli acasestudyonloanlossanalysisofacommunitybank
AT philipmcmahan acasestudyonloanlossanalysisofacommunitybank
AT weipingli casestudyonloanlossanalysisofacommunitybank
AT philipmcmahan casestudyonloanlossanalysisofacommunitybank
_version_ 1724304234109730816