Add to ORKGWhen banks’ overall risk is evaluated, their credit risk exposure to the enterprise sector is a key element. In analyses of banks’ credit risk in the enterprise sector, both a macroeconomic and a business economics approach are generally applied, the latter based on corporate earnings, liquidity and financial strength. In this article, we present a new model that predicts enterprise-specific bankruptcy probabilities. On the basis of these probabilities, both aggregate bankruptcy probabilities and the magnitude of accompanying losses for banks can be estimated
In this thesis, I present a model that measures credit risk in the Norwegian business sector, using ...
We propose an econometric model for predicting the share of bank debt held by bankrupt firms by comb...
Historically, banks’ solvency problems are often due to losses on loans to enterprises. Credit risk ...
When banks’ overall risk is evaluated, their credit risk exposure to the enterprise sector is a key ...
We propose a method for assessing the risk of losses on bank lending to the non-financial corporate ...
Since 2001, Norges Bank has used an empirical model, the SEBRA model2, to estimate bankruptcy probab...
Since 2001, Norges Bank has used an empirical model, the SEBRA model2, to estimate bankruptcy probab...
Loans to non-financial enterprises are the main source of banks’ losses. Analyses of banks’ losses on...
We present a model linking macroeconomic variables directly to an aggregate measure of credit risk i...
We present a model linking macroeconomic variables directly to an aggregate measure of credit risk i...
For many financial institutions credit risk, and in particular credit risk on loans to corporate bor...
Managing credit risk might be the single most important business area for any commercial bank. The a...
Increased competition forces banks to narrow lending margins and at the same time relaxed lending st...
In this thesis, I present a model that measures credit risk in the Norwegian business sector, using ...
Increased competition forces banks to narrow lending margins and at the same time relaxed lending st...
In this thesis, I present a model that measures credit risk in the Norwegian business sector, using ...
We propose an econometric model for predicting the share of bank debt held by bankrupt firms by comb...
Historically, banks’ solvency problems are often due to losses on loans to enterprises. Credit risk ...
When banks’ overall risk is evaluated, their credit risk exposure to the enterprise sector is a key ...
We propose a method for assessing the risk of losses on bank lending to the non-financial corporate ...
Since 2001, Norges Bank has used an empirical model, the SEBRA model2, to estimate bankruptcy probab...
Since 2001, Norges Bank has used an empirical model, the SEBRA model2, to estimate bankruptcy probab...
Loans to non-financial enterprises are the main source of banks’ losses. Analyses of banks’ losses on...
We present a model linking macroeconomic variables directly to an aggregate measure of credit risk i...
We present a model linking macroeconomic variables directly to an aggregate measure of credit risk i...
For many financial institutions credit risk, and in particular credit risk on loans to corporate bor...
Managing credit risk might be the single most important business area for any commercial bank. The a...
Increased competition forces banks to narrow lending margins and at the same time relaxed lending st...
In this thesis, I present a model that measures credit risk in the Norwegian business sector, using ...
Increased competition forces banks to narrow lending margins and at the same time relaxed lending st...
In this thesis, I present a model that measures credit risk in the Norwegian business sector, using ...
We propose an econometric model for predicting the share of bank debt held by bankrupt firms by comb...
Historically, banks’ solvency problems are often due to losses on loans to enterprises. Credit risk ...