Banks’ loan charge-offs and macro-level risk

Author:

Jin Justin Y.,Ma Mary L.Z.,Song Victor,Guo Mengyang

Publisher

Elsevier BV

Subject

Finance

Reference78 articles.

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2. Quantifying systemic risk: How to calculate systemic risk surcharges;Acharya,2011

3. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

4. CoVaR;Adrian;Amer. Econ. Rev.,2016

5. Do ‘too-big-to-fail’ banks take on more risk?;Afonso;Econ. Policy Rev.,2014

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1. Analysis on Forecasting of Loan using Supervised Machine Learning Models;2022 International Conference on Data Science, Agents & Artificial Intelligence (ICDSAAI);2022-12-08

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