Credit risk management and cyclicality of bank lending to non-financial corporations in Italy during the financial crisis : 2008-2012 : a modeling study
Year of publication: |
2015
|
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Authors: | Olgiati, Stefano ; Danovi, Alessandro |
Published in: |
Problems and perspectives in management : PPM ; international research journal. - Sumy : Business Perspectives, ISSN 1727-7051, ZDB-ID 2464229-0. - Vol. 13.2015, 2, p. 7-14
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Subject: | frequent cyclical fluctuations | credit growth rate | default rate | retrospective forecasting | steady state function | cyclical sensitivity parameter | Kreditrisiko | Credit risk | Italien | Italy | Konjunktur | Business cycle | Kreditgeschäft | Bank lending | Finanzkrise | Financial crisis | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
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