The Transmission of Bank Default Risk During the Global Financial Crisis

Deniz Anginer, Eugenio Cerutti and Maria Martinez Peria

Chapter 16 in The Future of Large, Internationally Active Banks, 2016, pp 237-258 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionDistance to Default MeasuresDataEmpirical FindingsConclusionsReferencesApendix A: Table A.1. Synthetic Credit Risk Scores

Keywords: Money and Banking; International Banking; Financial Instititions; Banks; Regulations; Compliance (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813141391_0016 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813141391_0016 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789813141391_0016

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().