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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model ... probability of default, and credit‐induced debt volatility. 17. The interim results of the analysis are presented in Table 2 ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments