Title:

Threshold Effects in Credit Risk and Stress Scenarios

Authors:

Tiago M. T. Nunes (Bank of Portugal)
Paulo M. M. Rodrigues (U Nova, Bank of Portugal)

Journal:

International Journal Of Finance And Economics

Year:

2011

Volume:

16

Pages:

393-407

JEL codes:

G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G28 - Government Policy and Regulation