The common drivers of default risk:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt, M.
Dt. Bundesbank
2012
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,36 |
| Online-Zugang: | kostenfrei Inhaltsverzeichnis |
| Beschreibung: | Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet |
| Beschreibung: | 23 S. |
| ISBN: | 9783865588760 9783865588753 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804150002195365888 |
|---|---|
| adam_text | IMAGE 1
CONTENTS
1 INTRODUCTION 1
2 DRIVERS O F CREDIT RISK 3
2.1 CREDIT CYCLE 3
2.2 INDUSTRY COMPOSITION AND REGIONAL DIFFERENCES 4
2.3 MATURITY 5
2.4 OTHER FACTORS 8
3 D A T A 8
4 EMPIRICAL M O D E L 10
5 RESULTS 12
5.1 DETERMINANTS OF THE LOSS RATE 12
5.2 ROBUSTNESS CHECKS 15
6 APPLICATION T O STRESS T E S T I N G 16
7 CONCLUSION 18
A P P E N D I X I: IMPACT O F CREDIT LINES O N T H E SHORT-TERM LOSS
RATE 19
A P P E N D I X II: N O T A T I O N 2 0
REFERENCES 2 2
HTTP://D-NB.INFO/1030396868
|
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| id | DE-604.BV040700042 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:31:59Z |
| institution | BVB |
| isbn | 9783865588760 9783865588753 |
| language | English |
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| series2 | Discussion paper / Deutsche Bundesbank |
| spelling | Memmel, Christoph 1975- Verfasser (DE-588)129362999 aut The common drivers of default risk Christoph Memmel ; Yalin Gündüz ; Peter Raupach Frankfurt, M. Dt. Bundesbank 2012 23 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,36 Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet Gündüz, Yalın Verfasser (DE-588)134247825 aut Raupach, Peter Verfasser aut Deutsche Bundesbank Discussion paper Eurosystem ; 2012,36 (DE-604)BV040156046 2012,36 http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_12_31_dkp_36.pdf?__blob=publicationFile Verlag kostenfrei Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025680602&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Memmel, Christoph 1975- Gündüz, Yalın Raupach, Peter The common drivers of default risk |
| title | The common drivers of default risk |
| title_auth | The common drivers of default risk |
| title_exact_search | The common drivers of default risk |
| title_full | The common drivers of default risk Christoph Memmel ; Yalin Gündüz ; Peter Raupach |
| title_fullStr | The common drivers of default risk Christoph Memmel ; Yalin Gündüz ; Peter Raupach |
| title_full_unstemmed | The common drivers of default risk Christoph Memmel ; Yalin Gündüz ; Peter Raupach |
| title_short | The common drivers of default risk |
| title_sort | the common drivers of default risk |
| url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_12_31_dkp_36.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025680602&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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