Credit Risk Determinants in the Chinese Banking Industry
He, Ran (2010) Credit Risk Determinants in the Chinese Banking Industry. [Dissertation (University of Nottingham only)] (Unpublished)
This thesis studies credit risk determinants in the Chinese banking industry. Generally speaking, bank credit risk is influenced by macroeconomic conditions, counterparty characteristics, and bank-specific factors. Various credit risk assessing models could be used to quantify the effects of different credit risk determinants. Chinese banks are researching and developing appropriate and advanced credit risk systems to narrow the gap with foreign banks.
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