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

• Main Authors: Leu, Tien Huang., See, Soon Cheng., Tay, Ban Wee.
• 其他作者: Tan, Khee Giap
• 格式: Theses and Dissertations
• 語言: English
• 出版: 2008
• 主題: DRNTU::Business::Finance::Banking; DRNTU::Business::Finance::Risk management
• 在線閱讀: http://hdl.handle.net/10356/7437

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.