A comparative analysis about bank credit risk determinants in the European Union and the United States

The purpose of this paper is to study and compare credit risk determinants of commercial banks in the European 28 countries (EU) and the US by applying a dynamic panel data. This study covers the period from 2011 to 2017 and begins by assuming that both bank-specific and mac-roeconomy variables have...

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Bibliographic Details
Main Author: LI, XIN
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/58265/