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.
• 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
• Institution: Nanyang Technological University

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.