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Is Firm Interdependence Within Industries Important for Portfolio Credit Risk? · Study

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PreprintIs Firm Interdependence Within Industries Important for Portfolio Credit Risk?

Kenneth Carling2004

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Preprintgreen2004

Is Firm Interdependence Within Industries Important for Portfolio Credit Risk?

Kenneth Carling · Lars Rönnegård · Kasper F. Roszbach

22 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 2003A risk-factor model foundation for ratings-based bank capital rules 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 2000A comparative anatomy of credit risk models 2006Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios*2006Capital structure, credit risk, and macroeconomic conditions

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Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations22

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.589161

openalex_workW2136256155

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