Ratings based inference and credit risk : detecting likely-to-fail banks with the PC-Mahalanobis Method
Year of publication: |
December 2017
|
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Authors: | Pompella, Maurizio ; Dicanio, Antonio |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 34-44
|
Subject: | Bank failure | Early Warning Systems | Likely-to-Fail | Mahalanobis Distance | Principal Component Analysis | Ratings | Frühwarnsystem | Early warning system | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Bankinsolvenz | Kreditwürdigkeit | Credit rating |
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