Determinants of credit risk: Evidence from US national banks
The present study explores the impact of macroeconomic and bank-specific determinants on the credit risk of 79 national banks in the US from 2011-2017. Using GMM estimations, this study finds that the real effective exchange rate and capital ratio are the primary determinants of credit risk. If ther...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/57756/ |