Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics

A. Lucas, B. Schwaab, X. Zhang

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	13-063/IV/DSF56

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title = "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics",

author = "A. Lucas and B. Schwaab and X. Zhang",

year = "2013",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "13-063/IV/DSF56",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}