Analysis Model On The Relation Between Macroeconomical Variable Tendencies And Comercial Bank’S Credit Risk
AbstractThe 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
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Bibliographic InfoArticle provided by University of Oradea, Faculty of Economics in its journal The Journal of the Faculty of Economics - Economic.
Volume (Year): 3 (2009)
Issue (Month): 1 (May)
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Postal: Universitatii str. 1, Office F209, 410087 Oradea, Bihor
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More information through EDIRC
credit risk; industry-specific default rate; credit portfolio loss distribution;
Find related papers by JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G2 - Financial Economics - - Financial Institutions and Services
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