Testing the Hypothesis of the Adequacy of the Distance-To-Default as an Indicator of Changes in Banks’ Risk Exposures
A distance to default indicates the distance measured in standard deviations of the market value of assets from the default point. The hypothesis that distance to default is indicative of changes in the levels of risk of the banking system since it precedes accounting data that indicate similar chan...
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| Format: | Artigo |
| Jezik: | Inglês |
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University of Ljubljana
2017-12-01
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| Serija: | Economic and Business Review |
| Teme: | |
| Online dostop: | https://www.ebrjournal.net/home/vol19/iss3/2 |
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