A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis
Year of publication: |
2012
|
---|---|
Authors: | Knaup, Martin ; Wagner, Wolf |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 58.2012, 8, p. 1423-1437
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | credit portfolio risk | asset quality | banks | subprime crisis |
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