Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system
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References listed on IDEAS
- Dirk Schoenmaker & Nicolas Véron, . "European banking supervision- the first eighteen months," Blueprints, Bruegel, number 14868, June.
- Péter Bauer & Marianna Endrész, 2016. "Modelling Bankruptcy Using Hungarian Firm-Level Data," MNB Occasional Papers 2016/122, Magyar Nemzeti Bank (Central Bank of Hungary).
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Cited by:
- Gergõ Horváth, 2021. "Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(1), pages 43-73.
- Márk Szenes & Zsófia Dabi, 2020. "Modelling Corporate Probability of Default – A Possible Supervisory Benchmark Model," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(3), pages 52-77.
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Keywords
modelling and analysis based on large databases; forecasting;JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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