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Measurement of Farm Credit Risk: SUR Model and Simulation Approach

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Figure

Table 1 Credit Scoring Model and Proposed Probability of Default (PD) by Farm Credit System Risk
Table 2  Historical Default Frequency and Loss-Give-Default (LGD) of FBFM Farms (1995-2004) # of  Farms Default Rate # of  Farms Default Rate # of  Farms Default Rate # of  Farms Default Rate # of  Farms Default Rate # of  Farms Default Rate # of  Farms De
Table 4 Results of the SUR model in Measuring A Farm's Ability to Meet its Expected Debt over the Next 12 Months
Table 6 Predicted Probability of Default (PD) by the SUR Model and Simulation Risk Rating
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