Granular Credit Risk
收藏NBER2020-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w27994
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资源简介：
What is the impact of granular credit risk on banks and the economy? We quantify single-name exposure risk in bank portfolios by applying a novel empirical strategy to an administrative loan-level dataset from Norway. Exploiting the fat-tailed properties of the loan-share distribution, we use the
提供机构：
美国国家经济研究局
创建时间：
2020-10-01
