Bank Credit Risk: Theory, Models, and Empirical Analysis: Theory, Models, and Empirical Analysis

Author: Yang Jun
Publisher:
Publish Date: 2004-09-01
Features: This book provides an in-depth explanation of adverse selection and credit rationing in the credit market, moral hazard, and credit contracts. It systematically discusses models and methods for identifying and measuring credit risk, and pays attention to the causes of credit risk in China's state-owned banks, institutional changes, and bank governance issues.