Excess credit risk and banks' default risk : an application of default prediction models to banks in emerging market economies
Year of publication: |
2005
|
---|---|
Authors: | Godlewski, Christophe J. |
Published in: |
Dynamic models and their applications in emerging markets. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-4039-9152-9. - 2005, p. 13-40
|
Subject: | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schwellenländer | Emerging economies | Bank | Bankrisiko | Bank risk | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating |
-
Improvements in loss given default forecasts for bank loans
Gürtler, Marc, (2013)
-
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei, (2021)
-
Predicting bank defaults in Ukraine : a macro-micro perspective
Hlazunov, Anatolii, (2020)
- More ...
-
Bank competition and collateral: theory and evidence
Hainz, Christa, (2008)
-
Does the type of debt matter? Stock market perception in Europe
Fungáčová, Zuzana, (2015)
-
Asymmetric information and loan spreads in Russia: evidence from syndicated loans
Fungáčová, Zuzana, (2009)
- More ...