On the Relationship between Borrower and Bank risk
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More about this item
Keywords
Correlated defaults; borrower heterogeneity; bank failure; survival analysis;All these keywords.
JEL classification:
- 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
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-05-20 (Banking)
- NEP-FDG-2024-05-20 (Financial Development and Growth)
- NEP-RMG-2024-05-20 (Risk Management)
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