Creditportfolioview : an empirical study of its potential application to banks in Singapore and Malaysia.

Creditportfolioview : an empirical study of its potential application to banks in Singapore and Malaysia.

This dissertation is to verify whether certain macroeconomic variables have a causal relationship with default rates based on the McKinsey CreditPortfolioView model in both Malaysia and Singapore banks.

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Bibliographic Details
Main Authors: Leu, Tien Huang., See, Soon Cheng., Tay, Ban Wee.
Other Authors: Tan, Khee Giap
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
DRNTU::Business::Finance::Banking
DRNTU::Business::Finance::Risk management
Online Access:http://hdl.handle.net/10356/7437
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Institution: Nanyang Technological University
Language: English
Description
Summary:This dissertation is to verify whether certain macroeconomic variables have a causal relationship with default rates based on the McKinsey CreditPortfolioView model in both Malaysia and Singapore banks.

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