• Failure Prediction of Norwegian Banks: A Logit Approach 

      Andersen, Henrik (Working Papers;2/2008, Working paper, 2008)
      Norges Bank has since 1989 been using a risk index for banks. The purpose of this risk index is to identify potential problem banks, and to obtain a general picture of the health of the banking industry. In 1994 the risk ...
    • Norwegian Banks in a Recession: Procyclical Implications of Basel II 

      Andersen, Henrik (Working Papers;4/2009, Working paper, 2009)
      While the new capital adequacy framework, Basel II, aims to make the banks’ capital requirements more sensitive to the underlying risk of the assets, it may also introduce an additional source of procyclicality in the ...
    • Risk-based pricing in competitive lending markets 

      Müller, Carola; Juelsrud, Ragnar; Andersen, Henrik (Working paper;19/2021, Working paper, 2021)
      We use unique data on banks' private risk assessments of corporate borrowers to quantify how competition among banks affect the risk sensitivity of interest rates in the Norwegian credit market. We show that an increase ...
    • The Dynamics of Operating Income in the Norwegian Banking Sector 

      Andersen, Henrik; Berg, Sigbjørn Atle; Jansen, Eilev S. (Working Papers;13/2008, Working paper, 2008)
      The banking literature contains only a handful of studies of how bank revenues vary over the business cycle, and nearly all of these studies look exclusively on the net interest margin. The general conclusion has been that ...