• A Model of Bankruptcy Prediction 

      Bernhardsen, Eivind (Working Papers;10/2001, Working paper, 2001)
      In this thesis, a model of bankruptcy prediction conditional on financial statements is presented. Apart from giving a discussion on the suggested variables the issue of functional form is raised. The specification most ...
    • Aggregate Bankruptcy Probabilities and Their Role in Explaining Banks’ Loan Losses 

      Andreeva, Olga (Working Papers;2/2004, Working paper, 2004)
      Increased competition forces banks to narrow lending margins and at the same time relaxed lending standards worsen the pool of borrowers. To preserve sound banking system it is important task to monitor credit risk as one ...