Browsing by Subject "Credit risk"
Now showing items 1-2 of 2
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Determinants of commercial banks' profitability. Evidence from Hungary
(Mendelova univerzita v Brně, 2018)This paper aims to find out whether bank-specific (internal) factors impact on the profitability of commercial banks in Hungary for 16 a year period ranging from 2000 - 2015. The study employs a sample of twenty-six ... -
The probability of default under ifrs 9: Multi-period estimation and macroeconomic forecast
(Mendelova univerzita v Brně, 2017)In this paper we propose a straightforward, flexible and intuitive computational framework for the multi-period probability of default estimation incorporating macroeconomic forecasts. The concept is based on Markov models, ...
