Explaining corporate credit default rates with sector level detail
Year of publication: |
2020
|
---|---|
Authors: | Gertler, Lubomira ; Jancovicova-Bognarova, Kristina ; Majer, Lukas |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 70.2020, 2, p. 96-120
|
Subject: | banking | corporate default risk | credit risk | stress tests | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätzung | Estimation | Kreditwürdigkeit | Credit rating | Bank |
-
Schechtman, Ricardo, (2009)
-
Bank size, functional distance and loss given default rate of bank loans
Cotugno, Matteo, (2011)
-
Estimating Probability of Default and Comparing It to Credit Rating Classification by Banks
Volk, Matjaz, (2013)
- More ...
-
Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve
Gertler, Lubomira, (2015)
- More ...