Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans
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References listed on IDEAS
- Laeven, Luc & Majnoni, Giovanni, 2003.
"Loan loss provisioning and economic slowdowns: too much, too late?,"
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More about this item
KeywordsBasel II; Business Cycle; Capital Adequacy; Correlation; Credit Risk; Economic Downturn; Expected Loss; Fixed Income; Loss Given Default; Probability of Default; Value-at-Risk;
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-04-25 (All new papers)
- NEP-BAN-2009-04-25 (Banking)
- NEP-RMG-2009-04-25 (Risk Management)
- NEP-URE-2009-04-25 (Urban & Real Estate Economics)
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