14 citations · 34 across the 5 of their papers we have counts for
4 papers · 1 filter
Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
F. Bolivar, Miguel A. Duran, A. Lozano-Vivas
This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance…
Bank Business Models, Size, and Profitability
F. Bolivar, M. A. Duran, A. Lozano-Vivas
To examine the relation between profitability and business models (BMs) across bank sizes, the paper proposes a research strategy based on machine learning techniques. This strateg…
The Risk-Return Relation in the Corporate Loan Market
Miguel A. Duran
This paper analyzes the hypothesis that returns play a risk-compensating role in the market for corporate revolving lines of credit. Specifically, we test whether borrower risk and…
Pricing and Usage: An Empirical Analysis of Lines of Credit
Miguel A. Duran
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' i…