Search results with tag "Modeling banking"

Modeling Banking, Sovereign, and Macro Risk in a …

corporate sector credit risk, economic growth, and credit variables are combined in a fully endogenous setting. Upon estimation and calibration of the global model, we simulate Upon estimation and calibration of the global model, we simulate

  Corporate, Risks, Direct, Modeling, Macro, Sovereign, Banking, Credit risk, Modeling banking, And macro risk