Bart Keijsers

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

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Scholarly Papers (1)

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Cyclicality in Losses on Bank Loans

Tinbergen Institute Discussion Paper 15-050/III
Number of pages: 68 Posted: 05 May 2015 Last Revised: 07 Oct 2017
Bart Keijsers, Bart F. Diris, Bart F. Diris and Erik Kole
University of Amsterdam - Amsterdam School of Economics (ASE), Erasmus University Rotterdam (EUR) - Department of EconometricsNetspar and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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Abstract:

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Loss-given-default, default rates, credit risk, capital requirements, dynamic factor models