University of Twente Student Theses
Macroeconomic influences on credit risk: The effects of macroeconomic developments on the credit risk of Dutch retail loans
Cloostermans, Joris (2014) Macroeconomic influences on credit risk: The effects of macroeconomic developments on the credit risk of Dutch retail loans.
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| Abstract: | In this research the effects of developments in the Dutch macroeconomic environment on credit risk are analyzed at a large bank in the Netherlands. The relationships that are found are used for future credit risk projections under a variety of macroeconomic scenarios. |
| Item Type: | Essay (Master) |
| Faculty: | BMS: Behavioural, Management and Social Sciences |
| Subject: | 83 economics |
| Programme: | Industrial Engineering and Management MSc (60029) |
| Link to this item: | https://purl.utwente.nl/essays/66290 |
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