11 research outputs found
Measuring the Credit Risk of AgriBank Loans under the New Basel Capital Accord: A Logit Regression Approach
Financial Economics, Q21, G21,
BUSINESS GROWTH STRATEGIES OF ILLINOIS FARMS: A QUANTILE REGRESSION APPROACH
This study examines the business strategies employed by Illinois farms to maintain equity growth using quantile regression analysis. Using data from the Farm Business Farm Management system, this study finds that the effect of different business strategies on equity growth rates differs between quantiles. Financial management strategies have a positive effect for farms situated in the highest quantile of equity growth, while for farms in the lowest quantile the effect on equity growth is negative. Cost reduction, asset management and revenue enhancement strategies all proved to have important effects on the determination of growth equity rates.Farm Management,
BUSINESS GROWTH STRATEGIES OF ILLINOIS FARMS: A QUANTILE REGRESSION APPROACH
This study examines the business strategies employed by Illinois farms to maintain equity growth using quantile regression analysis. Using data from the Farm Business Farm Management system, this study finds that the effect of different business strategies on equity growth rates differs between quantiles. Financial management strategies have a positive effect for farms situated in the highest quantile of equity growth, while for farms in the lowest quantile the effect on equity growth is negative. Cost reduction, asset management and revenue enhancement strategies all proved to have important effects on the determination of growth equity rates
PORTFOLIO DIVERSIFICATION USING FARMLAND INVESTMENTS
This study examines the impact of farmland investments on the risk-efficiency of mixed asset portfolios. Traditional asset classes considered available for investment include various equity market indices, commercial REITs, corporate bonds of investment- and sub investment grade, government bonds and treasury bills, corporate bonds, ex-U.S. equity indices, short term interest rate indexes, and commodity investments. Unlevered farmland returns were constructed at the state level as the sum of cash rent and capital gains less property taxes as a fraction of asset values. In addition, a unique, high quality data set comprised of the returns to all managed farmland properties in the NCREIF Farmland Index was also considered. A traditional optimal E-V frontier is first identified considering optimal financial-asset only portfolios in the absence of the farmland asset class. Results show that, relative to financial-asset only portfolios, the inclusion of farmland significantly improves the risk-efficiency of the optimal E-V frontier. To address potential aggregation and smoothing biases, farmland returns are systematically penalized through reduced returns and increased variability. While the mix and shares of farmland investments under these restrictions are reduced, the fundamental result remains that farmland investments significantly improve the risk-efficiency of mixed-asset portfolios
Credit Risk Evaluation for Loans of Banco Agrario in Colombia (PowerPoint)
Agricultural Finance, Risk and Uncertainty,
Semana de la Agricultura Digital 2023 - Día 2 Bloque por la tarde
Participantes: Carlos Ruiz, equipo de Digitalización agroalimentaria. William Ernest Bondor, especialista del Laboratorio de Innovación del Banco Interamericano de Desarrollo (BIDLaB). Enrique Hennings, Representante de FIDA. Eduardo Chomali, ejecutivo principal del CAF. Alice Alcántara, equipo de Digitalización agroalimentaria. Martha Montoya, representante de agtools. Carlos Saito, coofundador de Green XPO LAB. Loren Ibarra, coofundadora de Green XPO LAB. Andrés Espinoza, Director de ignitia.Temas y actividades:
• Financiamiento público: Retos del financiamiento de la transformación digital del sector agrícola.
• Presentación de agtechs: Grupo 2
Semana de la Agricultura Digital 2023 - Día 1 Bloque matutino
Participantes: Manuel Otero, Director General del Instituto Interamericano de Cooperación para la Agricultura. Federico Villareal, Director de la Cooperación Técnica del Instituto Interamericano de Cooperación para la Agricultura. Federico Bert, Gerente de Digitalización Agroalimentaria del Instituto Interamericano de Cooperación para la Agricultura. Enrique Hennings, Representante de FIDA. William Ernest Bondor, especialista de BIDLaB. Rene Orillana, representante de CAF. Brandon Day, Ceo The Yield Lab. Ineke Geesink, representante de Microsoft. Carlos Serrano, representante de Veolia. Beatriz Arrieta, representante de Bayer. Joaquín Arias, IICA. Eugenia Salazar, IICA. Silvia Massruhá, Presidente de Embrapa. Federico Torres, Director de Innovación de Ciencia y Tecnología en Comunicaciones.Carla Mecario, Embrapa. Diego Caicedo, Secretario General de la Comunidad Andina. Francois Eudes, Director de Innovación. Keely Holder, Ministra de Agricultura de Barbados.Temas y actividades:
• Bienvenida y apertura.
• Bienvenida y mensaje de aliados estratégicos (The Yield Lab, BID Lab, CAF, Bayer, Microsoft, FIDA, Veolia).
• Digitalización Agroalimentaria y Semana de la Agricultura Digital.
• Digitalización agroalimentaria: Iniciativas y políticas públicas en países de las Américas