An analysis of the impact of credit risk and liquidity risk on default probability in European banks

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An analysis of the impact of credit risk and liquidity risk on default probability in European banks

Credit risk is considered as the major risk in the banking industry. As such, it is one of the key factors used in estimating banks‟ probability of default (PD) and in ensuring financial stability in an economy. Liquidity risk, on the other hand, if not well-managed could pose a significant threat t...

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Bibliographic Details
Main Author:	Persand-Gujadhur, Hurvashee
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27452/

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