Identifying Threshold Effects in Credit Risk Stress Testing /
Using data from Argentina, Australia, Colombia, El Salvador, Peru, and the United States, we identify three types of threshold effects when assessing the impact of economic activity on nonperforming loans (NPLs). For advanced financial systems showing low NPLs, there is an embedded self-correcting a...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2004.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2004/150 |
| الوصول للمادة أونلاين: | Full text available on IMF |