Memmel, Christoph; Gündüz, Yalin; Raupach, Peter - In: Journal of Financial Stability 16 (2015) C, pp. 232-247
, and the state of the global economy, the loans’ maturity structure is identified as an additional driver of the bank …-wide loss rates in the credit portfolio. (ii) The nationwide loss rate has the largest impact, followed by the maturity …