Corpus ID: 166567492

Credit Risk Model for the Estonian Banking Sector

@inproceedings{Kattai2010CreditRM,
  title={Credit Risk Model for the Estonian Banking Sector},
  author={Rasmus Kattai},
  year={2010}
}
  • Rasmus Kattai
  • Published 2010
  • Business
  • This paper gives an overview of the credit risk model that has been developed for the Estonian banking system. The non-performing loans and loan loss provisions of the four largest banks and the rest of the banking sector have been modelled conditional on the underlying economic conditions: economic growth, unemployment, interest rates, in- flation, indebtedness and credit growth. The model highlights the importance of economic growth as the most influential factor behind the soundness of the… CONTINUE READING

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