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Covid-19, credit risk management modeling, and government support
We investigate rating and default risk dynamics over the covid-19 crisis from a credit risk modeling perspective. We find that growth dynamics remain a stable and sufficient predictor of credit risk incidence over the pandemic period, despite its large, short-lived swings due to government intervent...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Authors. Published by Elsevier B.V.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9394100/ https://www.ncbi.nlm.nih.gov/pubmed/36033649 http://dx.doi.org/10.1016/j.jbankfin.2022.106638 |