Does Credit Risk Vary with Economic Cycles? The Case of Finland
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More about this item
Keywordsbanking; credit risk; latent factor model; default rate;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-12-01 (All new papers)
- NEP-BAN-2006-12-01 (Banking)
- NEP-BEC-2006-12-01 (Business Economics)
- NEP-RMG-2006-12-01 (Risk Management)
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