On credit spread slopes and predicting bank risk

C. N. V. Krishnan, Peter H. Ritchken and James Thomson

No 938, Proceedings from Federal Reserve Bank of Chicago

Keywords: Credit; Bonds; Risk; Securities (search for similar items in EconPapers)
Pages: 188-226
Date: 2004
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Published in Conference on Bank Structure and Competition (2004 : 40th) ; How do banks compete? strategy, regulation, and technology

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Journal Article: On Credit-Spread Slopes and Predicting Bank Risk (2006)
Working Paper: On credit spread slopes and predicting bank risk (2003)
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