Determinants of credit risk: Evidence from US national banks

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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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Bibliographic Details
Main Author:	Yuan, Yuequan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/57756/

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