Sovereign default risk assessment
Year of publication: |
2013
|
---|---|
Authors: | Altman, Edward I. ; Rijken, Herbert A. |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 5.2013/14, 1/2, p. 6-27
|
Subject: | sovereign risk | financial crisis | default probability | Z-scores | Länderrisiko | Country risk | Finanzkrise | Financial crisis | Staatsbankrott | Sovereign default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Internationale Staatsschulden | International sovereign debt | Öffentliche Schulden | Public debt | Welt | World |
-
Sovereign haircuts : 200 years of creditor losses
Luckner, Clemens von <Graf>, (2024)
-
Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann, (2014)
-
Sovereign haircuts : 200 years of creditor losses
Luckner, Clemens von <Graf>, (2024)
- More ...
-
Toward a bottom-up approach to assessing sovereign default risk
Altman, Edward I., (2011)
-
Toward a bottom-up approach to assessing sovereign default risk : an update
Altman, Edward I., (2012)
-
Do Basel III capital and liquidity ratios predict bank distress? : evidence from Europe
Cizel, Janko, (2014)
- More ...