Analysis Model On The Relation Between Macroeconomical Variable Tendencies And Comercial Bank’S Credit Risk
The 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
Volume (Year): 3 (2009)
Issue (Month): 1 (May)
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