| Title |
Macroeconomic business cycle indicators of credit risk increase in commercial banks / |
| Translation of Title |
Kredito rizikos didėjimo komerciniuose bankuose makroekonominiai verslo ciklo rodikliai. |
| Authors |
Mileris, Ričardas |
| DOI |
10.7220/AeSr.2335.8742.2014.8.2.6 |
| Full Text |
|
| Is Part of |
Taikomoji ekonomika: sisteminiai tyrimai = Applied Economics: Systematic Research.. Vilnius : Versus aureus. 2014, T. 8, nr. 2, p. 97-117.. ISSN 1822-7996. eISSN 2335-8742 |
| Keywords [eng] |
Banks ; Business cycle ; Credit risk ; Macroeconomics ; Statistical analysis |
| Abstract [eng] |
The macroeconomic factors were analyzed in this paper that allow to predict the increase of banks' clients credit risk when the stages of business cycle change. The statistical model was developed to predict the growth of doubtful and non-performing loans in the commercial banks loan portfolios. |
| Published |
Vilnius : Versus aureus |
| Type |
Journal article |
| Language |
English |
| Publication date |
2014 |
