Focal Interest
Focal Interest

Credit risk

  1. Network-level model detects systemic credit risk earlier
    Framework integrating graph neural networks and contagion modeling to identify systemic vulnerabilities in digital lending ecosystems months earlier than conventional monitoring systems.
  2. Morocco’s bank credit shows short-run inertia, not immediate policy-rate response
    ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.
  3. Credit risk is linked to liquidity hoarding in African banks
    Panel analysis of credit risk-driven liquidity hoarding in African banks, examining institutional quality and global uncertainty effects across 474 institutions, 2013-2022.