Credit risk model of commercial banks.

In year 2008, the number of bank defaults in the U.S was 25, the highest recorded in nine years. In just the first two months of year 2009, the number of bank defaults was 16. The detrimental and domino-like repercussions of these defaults cannot be undermined. Common credit risk models to predict d...

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Bibliographic Details
Main Authors: Lim, Serena Xiu Ling., Foong, Amy Qian Yu., Low, Xi Ting.
Other Authors: Leon Chuen Hwa
Format: Final Year Project (FYP)
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/15077