ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK

The main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled and

MoreLess

Year of publication:	2009
Authors:	Ioan, Trenca ; Anamaria, Benyovszki
Published in:	Annals of Faculty of Economics. - Facultatea de Ştiinţe Economice. - Vol. 3.2009, 1, p. 682-689
Publisher:	Facultatea de Ştiinţe Economice
Subject:	credit risk \| industry-specific default rate \| credit portfolio loss distribution

More details

Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G2 - Financial Institutions and Services
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008511814