interest margins reflect primarily credit and macroeconomic risk premia..
Determinants of credit card delinquency and bankruptcy: Macroeconomic factors from. They conclude that risk, age, macro, and social factors are statistically. Bank specific and macroeconomic determinants of bank. Keywords: sovereign spreads, credit risk, bond pricing, terms of trade. We investigate the macroeconomic determinants of corporate spreads using. Determinants of Sovereign Risk: Macroeconomic fundamentals and the pricing of. Keeping this view, we investigate the macroeconomic determinants of aggregate credit risk and implications for capital requirements by.
We find that liquidity, credit risk, and capitalization have positive impacts on. to risk-composition effects and a decrease in the cost of bankruptcy.
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