Modelling of corporate credit risk, banks' stock returns, and the effect of risk-based capital standards on the UK commercial banks
This thesis is made up of three stand-alone research papers on the UK commercial banking. The first paper investigates how changes in the macroeconomic conditions, companies' liquidity position, and the financial market indicators affect corporate credit risk over different business cycles. The...
| Main Author: | |
|---|---|
| Published: |
University of Birmingham
2000
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.633218 |