Bank credit risk management and migration analysis : conditioning transition matrices on the stage of the business cycle
Dimitris Gavalas; Theodore Syriopoulos
| Year of publication: |
2014
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|---|---|
| Authors: | Gavalas, Dimitris ; Syriopoulos, Theodore |
| Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 20.2014, 2, p. 151-166
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| Subject: | Credit ratings migration | Business cycle | Maximum likelihood | Stress testing | Basel III | Kreditrisiko | Credit risk | Konjunktur | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | Bank | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519305