Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies
Year of publication: |
2004-09-08
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Authors: | Godlewski, Christophe |
Institutions: | EconWPA |
Subject: | excess credit risk | bank default | emerging market economies | institutional factors of default | two step logit model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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Godlewski, Christophe J., (2006)
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Distance to default and the financial crisis
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Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis
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Godlewski, Christophe, (2004)
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Godlewski, Christophe, (2004)
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Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?
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