Ratings based inference and credit risk : detecting likely-to-fail banks with the PC-Mahalanobis Method
Maurizio Pompella, Antonio Dicanio
| Year of publication: |
December 2017
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|---|---|
| Authors: | Pompella, Maurizio ; Dicanio, Antonio |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 34-44
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| Subject: | Bank failure | Early Warning Systems | Likely-to-Fail | Mahalanobis Distance | Principal Component Analysis | Ratings | Frühwarnsystem | Early warning system | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Bankinsolvenz | Hauptkomponentenanalyse | Principal component analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.08.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813761