Predicting default rates using macroeconomic factors

Aas, Kjersti; Aldrin, Magne

February 01, 2002

SAMBA

• Areas: Finance and Insurance
• Keywords: Default rates, Macroeconomy, GLM, VAR-models
• Page(s): 78
• Name and number of project: 220081
• Title: Predicting default rates using macroeconomic factors
• Author(s): Aas, Kjersti; Aldrin, Magne
• Report number: SAMBA/06/02
• Published date: February 01, 2002