• 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 ...
    • Estimates of banks' losses on loans to the corporate sector 

      Hjelseth, Ida Nervik; Saxegaard, Elif Arbatli; Solheim, Haakon; Vatne, Bjørn H. (Staff Memo;10/2020, Working paper, 2020)
      Loans to non-financial enterprises are the main source of banks’ losses. Analyses of banks’ losses on corporate loans are therefore important in the assessment of financial stability. This paper presents Norges Bank’s framework ...