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dc.contributor.authorNordal, Kjell Bjørn
dc.contributor.authorSyed, Haseeb
dc.description.abstractFor many financial institutions credit risk, and in particular credit risk on loans to corporate borrowers, is the major source of risk. Good estimates of credit risk are important both for pricing individual loans and managing risk at the aggregate level. The credit risk on loans to the corporate sector can be estimated in different ways. The model presented here links macroeconomic variables directly to an industry-level measure of credit risk. The model’s prediction performance is evaluated by backtests for the period 1988–2008.nb_NO
dc.publisherNorges Banknb_NO
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.titleA Model for Predicting Aggregated Corporate Credit Risknb_NO
dc.typeJournal articlenb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212nb_NO
dc.source.journalEconomic Bulletinnb_NO

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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal