Using non-performing loan ratios as default rates in the estimation of credit losses and macroeconomic credit risk stress testing : a case from Turkey
Guray Kucukkocaoglu, M. Ayhan Altintas
| Year of publication: |
2016
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|---|---|
| Authors: | Kucukkocaoglu, Guray ; Altintas, M. Ayhan |
| Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 6.2016, 1, p. 52-63
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| Subject: | Credit Risk | Credit Portfolio View | Macroeconomic Stress Testing | Non Performing Loan Ratios | Turkish Banking System | Kreditrisiko | Credit risk | Türkei | Turkey | Kreditgeschäft | Bank lending | Notleidender Kredit | Non-performing loan | Basler Akkord | Basel Accord | Schätzung | Estimation | Bankrisiko | Bank risk | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Stresstest | Stress test |
| 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/10011656697