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Record W4408127141 · doi:10.1016/j.gfj.2025.101100

Understanding drought shocks: Bank financial stability and loan performance

2025· article· en· W4408127141 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueGlobal Finance Journal · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsConcordia University
FundersFonds de Recherche du Québec-Société et CultureFonds de recherche du Québec
KeywordsFinancial stabilityLoanFinancial systemEconomicsStability (learning theory)BusinessFinanceMonetary economicsComputer science

Abstract

fetched live from OpenAlex

Unlike other climate shocks, droughts are slow and silent, and their impacts are not immediate. We define a two-year drought shock at the bank level and quantify the impact of droughts on bank stability and performance. Applying a difference-in-differences methodology, we find drought shocks to significantly worsen Z -Score, return on assets, and stock volatility. Non-performing loans of affected banks are significantly higher compared to unaffected banks. The economic impacts are comparable to those associated with a 1 % decline in unemployment rate. We also document that affected banks close branches in drought-hit regions but do not increase their capital ratios.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.118
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.040
GPT teacher head0.239
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it