THE QUANTITATIVE SURVEY ON MACROECONOMIC DETERMINANTS OF AGGREGATE CREDIT RISK

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86095977" target="_blank" >RIV/61989100:27510/15:86095977 - isvavai.cz</a>
Result on the web
<a href="http://www.ocerint.org/intcess15_e-publication/papers/410.pdf" target="_blank" >http://www.ocerint.org/intcess15_e-publication/papers/410.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
THE QUANTITATIVE SURVEY ON MACROECONOMIC DETERMINANTS OF AGGREGATE CREDIT RISK
Original language description
Common exposure to macroeconomic risk factors across banks (financial institutions) is a source of systemic risk that influences, among others things, the quality of bank's loan portfolios and credit risk (Festić et al., 2011). This paper focuses on thegrowing literature on credit risk determinants (macroeconomic, bank-specific or institutional) that emerged especially in the last decade. The aim of the paper is to provide more general information on effects of macroeconomic credit risk drivers. The aim is fulfilled with usage of quantitative meta-analytic techniques.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
INTCESS'15 : 2nd International Conference on Education and Social Sciences : abstracts & proceedings : 2-4 February 2015- Istanbul, Turkey
ISBN
978-605-64453-2-3
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
619-627
Publisher name
OCERINT
Place of publication
Istanbul
Event location
Istanbul
Event date
Feb 2, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000369591700068

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