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国际清算银行-信贷损失率洞察:全球数据库(英)-2023.5

# 信贷 # 损失率 大小:0.67M | 页数:31 | 上架时间:2023-05-30 | 语言:英文

国际清算银行-信贷损失率洞察:全球数据库(英)-2023.5.pdf

国际清算银行-信贷损失率洞察:全球数据库(英)-2023.5.pdf

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类型: 宏观

上传者: YLY.sjz

撰写机构: 国际清算银行

出版日期: 2023-05-25

摘要:

Credit risk has played a significant role in many financial crises, including the greatfinancial crisis. The COVID-19 pandemic also highlighted bank credit losses to theprivate sector. However, there remains a significant gap in terms of reliable economylevelcredit risk data for financial stability analysis, given that such information is notreadily available to the public in any systematic manner. Building upon the work ofHardy and Schmieder (2020), we derive time series of actual as well as forwardlookingmarket- and macro-implied credit loss rates for the majority of jurisdictionsaround the world. Our database, intended as a public good, is available through auser-friendly interactive dashboard, which allows downloads of credit loss rate timeseries for the desired jurisdiction(s). Users are also able to run simple scenarioanalyses based on their projected GDP paths. The data series will be updated on an ongoing basis as new information is published by the original sources.

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