Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics

Author:

Bonfim Diana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. Allen, L., Saunders, A., 2003. A survey of cyclical effects in credit risk measurement models. BIS Working Paper 126.

2. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;The Journal of Finance,1968

3. Antunes, A., 2005. Analysis of delinquent firms using multi-state transitions. Banco de Portugal Working Paper 5-05.

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5. Not if but when will borrowers default;Banasik;The Journal of Operational Research Society,1999

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