The common drivers of default risk
Year of publication: |
2012
|
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Authors: | Memmel, Christoph ; Gündüz, Yalin ; Raupach, Peter |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | credit risk | systematic risk | maturity | stress tests |
Series: | Bundesbank Discussion Paper ; 36/2012 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-876-0 |
Other identifiers: | 734419538 [GVK] hdl:10419/68467 [Handle] RePEc:zbw:bubdps:362012 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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