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John A Morrison's Blog – August 2009 Archive (2)

ASSESSING PORTFOLIO CREDIT RISK CHANGES IN A SAMPLE OF EU LARGE AND COMPLEX BANKING GROUPS IN REACTION TO MACROECONOMIC SHOCKS

ASSESSING PORTFOLIO CREDIT

RISK CHANGES IN A SAMPLE

OF EU LARGE AND COMPLEX

BANKING GROUPS IN REACTION

TO MACROECONOMIC SHOCKS



by Olli Castrén, Trevor Fitzpatrick

and Matthias Sydow



I am not going to quote the abstract as I usually do I am simply going to say that if you have an interest in Credit Risk Stress Testing then



YOU HAVE TO READ THIS PAPER!!!…



Continue

Added by John A Morrison on August 10, 2009 at 1:04am — No Comments

A model of mortgage credit: Central Bank of Ireland

Diarmaid Addison-Smyth, Kieran McQuinn and Gerard O’Reilly





Abstract





The emergence and proliferation of the international financial crisis since mid-2007 has,

amongst other issues, refocussed attention on the interrelationship between mortgage credit

availability and house prices. A growing body of opinion is now of the view that the increase

in credit availability internationally was a primary contributor to the rate of house price… Continue

Added by John A Morrison on August 7, 2009 at 4:35am — 1 Comment

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