Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model
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- Isaev, Mirolim & Masih, Mansur, 2017. "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper 79719, University Library of Munich, Germany.
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Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 87-105, March.
- Fungáčová, Zuzana & Jakubik, Petr, 2012. "Bank stress tests as an information device for emerging markets: The case of Russia," BOFIT Discussion Papers 3/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Zuzana Fungáèová & Petr Jakubík, 2012. "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Working Papers IES 2012/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2012.
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- Dimitrios P. Louzis & Aggelos T. Vouldis & Vasilios L. Metaxas, 2010. "Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios," Working Papers 118, Bank of Greece.
- Aleš Melecký & Martin Melecký & Monika Šulganová, 2015.
"Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice [Non-Performing Loans and The Macroeconomy: Modeling the Systemic Credit Risk in the Czech Republic],"
Politická ekonomie, Prague University of Economics and Business, vol. 2015(8), pages 921-947.
- Melecky, Ales & Melecky, Martin & Sulganova, Monika, 2014. "Úvěry v selhání a makroekonomika: Modelování systémového kreditního rizika v České republice [Non-performing loans and the macroeconomy: Modeling the systemic credit risk in Czech Republic]," MPRA Paper 59917, University Library of Munich, Germany.
- Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta, 2011. "The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 206-213, July.
- Sergio Edwin Torrico Salamanca, 2014. "Macro credit scoring as a proposal for quantifying credit risk," Investigación & Desarrollo 0814, Universidad Privada Boliviana, revised Nov 2014.
- Ozili, PK, 2015. "How Bank Managers Anticipate Non-Performing Loans. Evidence from Europe, US, Asia and Africa," MPRA Paper 63681, University Library of Munich, Germany.
- Petr Jakubik & Eyup Kadioglu, 2022. "Factors affecting bank loan quality: a panel analysis of emerging markets," International Economics and Economic Policy, Springer, vol. 19(3), pages 437-458, July.
- Josef Baumgartner & Jürgen Bierbaumer-Polly & Marian Fink & Klaus S. Friesenbichler & Serguei Kaniovski & Michael Klien & Simon Loretz & Hans Pitlik & Silvia Rocha-Akis & Franz Sinabell & Alexander Sc, 2020. "Ökonomische Bewertung der in der Regierungsklausur am 16. Juni 2020 vorgestellten Maßnahmen," WIFO Studies, WIFO, number 66415, January-A.
- Zuzana Fungacova & Petr Jakubik, 2013.
"Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 87-105, March.
- Zuzana Fungáèová & Petr Jakubík, 2012. "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Working Papers IES 2012/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2012.
- Fungáčová, Zuzana & Jakubik, Petr, 2012. "Bank stress tests as an information device for emerging markets : The case of Russia," BOFIT Discussion Papers 3/2012, Bank of Finland, Institute for Economies in Transition.
- Bogdan-Gabriel MOINESCU, 2012. "Determinants Of Nonperforming Loans In Central And Eastern European Countries: Macroeconomic Indicators And Credit Discipline," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 47-58, December.
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More about this item
Keywords
Credit risk; credit cycle; financial stability; stress testing;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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