Consistency of banks' internal probability of default estimates : empirical evidence from the COVID-19 crisis
Barbora Stepankova, Petr Teply
| Year of publication: |
2023
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|---|---|
| Authors: | Stepankova, Barbora ; Teply, Petr |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-17
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| Subject: | Probability of default | Bank regulation | Banking | COVID-19 | Credit risk | Coronavirus | Kreditrisiko | Basler Akkord | Basel Accord | Bankenregulierung | Kreditgeschäft | Bank lending | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106969 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491719