ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK
The main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled and
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
University of Oradea
2009-05-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | http://steconomice.uoradea.ro/anale/volume/2009/v3-finances-banks-and-accountancy/115.pdf |
| _version_ | 1818394994872942592 |
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| author | Benyovszki Anamaria Trenca Ioan |
| author_facet | Benyovszki Anamaria Trenca Ioan |
| author_sort | Benyovszki Anamaria |
| collection | DOAJ |
| description | The main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled and |
| first_indexed | 2024-12-14T06:10:03Z |
| format | Article |
| id | doaj.art-4c49c41660034bd886afb9a6013e776c |
| institution | Directory Open Access Journal |
| issn | 1222-569X 1582-5450 |
| language | deu |
| last_indexed | 2024-12-14T06:10:03Z |
| publishDate | 2009-05-01 |
| publisher | University of Oradea |
| record_format | Article |
| series | Annals of the University of Oradea: Economic Science |
| spelling | doaj.art-4c49c41660034bd886afb9a6013e776c2022-12-21T23:14:11ZdeuUniversity of OradeaAnnals of the University of Oradea: Economic Science1222-569X1582-54502009-05-0131682689ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISKBenyovszki AnamariaTrenca IoanThe main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled andhttp://steconomice.uoradea.ro/anale/volume/2009/v3-finances-banks-and-accountancy/115.pdfcredit risk, industry-specific default rate, credit portfolio loss distribution |
| spellingShingle | Benyovszki Anamaria Trenca Ioan ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK Annals of the University of Oradea: Economic Science credit risk, industry-specific default rate, credit portfolio loss distribution |
| title | ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK |
| title_full | ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK |
| title_fullStr | ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK |
| title_full_unstemmed | ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK |
| title_short | ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK |
| title_sort | analysis model on the relation between macroeconomical variable tendencies and comercial bank s credit risk |
| topic | credit risk, industry-specific default rate, credit portfolio loss distribution |
| url | http://steconomice.uoradea.ro/anale/volume/2009/v3-finances-banks-and-accountancy/115.pdf |
| work_keys_str_mv | AT benyovszkianamaria analysismodelontherelationbetweenmacroeconomicalvariabletendenciesandcomercialbankscreditrisk AT trencaioan analysismodelontherelationbetweenmacroeconomicalvariabletendenciesandcomercialbankscreditrisk |