Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F23%3A00059269" target="_blank" >RIV/61384399:31110/23:00059269 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11230/23:10469097
Result on the web
<a href="https://www.sciencedirect.com/science/article/abs/pii/S037842662300167X" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S037842662300167X</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jbankfin.2023.106969" target="_blank" >10.1016/j.jbankfin.2023.106969</a>
Alternative languages
Result language
angličtina
Original language name
Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis
Original language description
Main topics of the document: banking; credit risk; probability of default; bank regulation; COVID-19
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA20-00178S" target="_blank" >GA20-00178S: The impact of the normalisation of interest rates on risk management</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Banking & Finance
ISSN
0378-4266
e-ISSN
1872-6372
Volume of the periodical
154
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
17
Pages from-to
"nestrankovano"
UT code for WoS article
001060478900001
EID of the result in the Scopus database
2-s2.0-85166937339