S-103 37 Stockholm
Sveriges Riksbank - Research Division
in Total Papers Downloads
in Total Papers Citations
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 $5.00 for this paper.
File name: DP7083.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data
bankruptcy risk model, micro-data, logistic spline regression, financial ratios
Liquidity management, Trade credit, Risk sharing
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ectj.
Trade credit, Credit contracts, Financing constraints
Default risk models, business cycles, price stability, financial stability, financial and real interaction
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.641 seconds