Estimating probabilities of default for German savings banks and credit cooperatives
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References listed on IDEAS
- Hamerle, Alfred & Liebig, Thilo & Scheule, Harald, 2004. "Forecasting Credit Portfolio Risk," Discussion Paper Series 2: Banking and Financial Studies 2004,01, Deutsche Bundesbank.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Daniel Porath, 2006. "Estimating probabilities of default for German savings banks and credit cooperatives," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(3), pages 214-233, July.
- Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D., 2007.
"Accounting for distress in bank mergers,"
Journal of Banking & Finance,
Elsevier, vol. 31(10), pages 3200-3217, October.
- Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005. "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies 2005,09, Deutsche Bundesbank.
- M. Koetter, 2005.
"Evaluating the German Bank Merger Wave,"
05-16, Utrecht School of Economics.
- Koetter, Michael, 2005. "Evaluating the German bank merger wave," Discussion Paper Series 2: Banking and Financial Studies 2005,12, Deutsche Bundesbank, Research Centre.
More about this item
Keywordsbank failure; default probability; time-discrete hazard rate;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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