Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic
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- Alexis Derviz & JiÅÃ Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
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- Evžen Kocenda & Martin Vojtek, 2011.
"Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data,"
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More about this item
KeywordsBank rating; CAMELS; ordered logit model; panel data analysis.;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-16 (All new papers)
- NEP-DCM-2005-04-16 (Discrete Choice Models)
- NEP-FIN-2005-04-16 (Finance)
- NEP-MAC-2005-04-16 (Macroeconomics)
- NEP-RMG-2005-04-16 (Risk Management)
- NEP-TRA-2005-04-16 (Transition Economics)
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