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Internal ratings, credit risk, Value-at-Risk, banks, Basel II, retail credit, SME, risk weights
Internal ratings, credit risk, tails, Value-at-Risk, banks, Basel II
Internal ratings, rating systems, credit risk, tails, Value-at-Risk, banks, Basel II
Internal Ratings Based approach, relative risk weights, Value-at-Risk, credit risk models
Firm default, default risk, credit risk, corporate loans, duration model, survival, macroeconomy
IRB, Basel II, internal ratings, loan portfolio, credit risk, macroeconomic development
Default, default-risk model, business cycles, aggregate fluctuations, microdata, logit, firm-specific variables, macroeconomic variables
default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
business cycles, default, default-risk model, logit model, macroeconomic variables and micro-data
Default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data
bankruptcy risk model, micro-data, logistic spline regression, financial ratios
Trade credit, Credit contracts, Financing constraints
Liquidity management, Trade credit, Risk sharing
Trade credit, prices, inflation, liquidity, counterparty risk
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: ectj.pdf Size: 167K
Default risk models, business cycles, price stability, financial stability, financial and real interaction
