Annals of the University of Oradea: Economic Science (May 2009)

ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK

  • Benyovszki Anamaria,
  • Trenca Ioan

Journal volume & issue
Vol. 3, no. 1
pp. 682 – 689

Abstract

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The main goal of this study is to apply a macroeconomic credit risk model which links a set of macroeconomic factors and industry-specific corporate sector default rates using Romanian data over the time period from 2002:2 to 2008:2. Using the modeled and

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