Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "JEL: C25"
Now showing items 1-3 of 3
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A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
(Working paper;7/2022, Working paper, 2022)We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment ... -
Failure Prediction of Norwegian Banks: A Logit Approach
(Working Papers;2/2008, Working paper, 2008)Norges Bank has since 1989 been using a risk index for banks. The purpose of this risk index is to identify potential problem banks, and to obtain a general picture of the health of the banking industry. In 1994 the risk ... -
The Impact of House Prices on Household Debt When Controlling for Home Ownership
(Working Papers;8/2011, Working paper, 2011)We analyze the effect of house price changes on debt secured on dwellings in Norway. To this end, we use both macro time series and micro panel data. With the intention of being both a cross-check and motivation for the ...