Bankrupt UK cities: PD model for credit risk in sub-sovereign sector
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More about this item
Keywords
credit risk; probability of default (PD model); local authorities; capital requirements regulation (CRR); IFRS 9;All these keywords.
JEL classification:
- R5 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Regional Government Analysis
- H7 - Public Economics - - State and Local Government; Intergovernmental Relations
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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