| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP14500 |
| DP14500 GENDER AND CREDIT RISK: A VIEW FROM THE LOAN OFFICER'S DESK | |
| Marta Reynal-Querol; José García-Montalvo | |
| 发表日期 | 2020-03-18 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | In this paper we analyze the effect of loan officers' gender on the approval of loans and, in particular, on their subsequent performance. Using detailed bank information on a sample of close to half a million loans, we show that female loan officers have, conditional on the risk score, around a 15\% lower delinquency rate than that of male officers. In addition to the original scoring of the loans, we also have the recommendation of the expert system. We find that the risk profile of applicants screened by male and female loan officers is very similar, but conditional on risk score, women follow the recommendations more often than men. Moreover, we find evidence of gender bias in terms of a mistake-punishment trade-off, which could explain, at least in part, women's higher compliance with the recommendations. Indeed, there is a double standard in terms of the consequences for breaking the rules: errors, in the form of delinquent loans as a result of not following the recommendation of the system, are forgiven more often for male than for female loan officers. |
| 主题 | Financial Economics |
| URL | https://cepr.org/publications/dp14500 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/543401 |
| 推荐引用方式 GB/T 7714 | Marta Reynal-Querol,José García-Montalvo. DP14500 GENDER AND CREDIT RISK: A VIEW FROM THE LOAN OFFICER'S DESK. 2020. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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