英文标题：
《The macroeconomics determinants of default of the borrowers: The case of
  Moroccan bank》
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作者：
Anas Yassine (MSFGR), Abdelmadjid Ibenrissoul
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最新提交年份：
2018
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英文摘要：
  This article aims to explore an empirical approach to analyze the macroeconomicsdeterminants of default of borrowers. For this purpose, we have measured the impact of the adverse economic conditions on the degradation of the credit portfolio quality.In our paper, we have shed more light on the question of the aggravation of default rate. For this, we have undertaken econometric modeling of the default rate distribution of a Moroccan bank while we inspired from some studies carried out. Our findings demonstrate that the decline in the economic situation has a positive impact on default of borrowers. Hence, the bank also has responsibility for monitoring the adverse economic conditions.
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中文摘要：
本文旨在探索一种实证方法来分析借款人违约的宏观经济决定因素。为此，我们衡量了不利经济条件对信贷组合质量下降的影响。在本文中，我们进一步阐明了违约率恶化的问题。为此，我们对一家摩洛哥银行的违约率分布进行了计量经济学建模，同时我们也从一些研究中得到了启发。我们的研究结果表明，经济形势的下降对借款人违约有积极影响。因此，银行也有责任监控不利的经济状况。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Quantitative Finance        数量金融学
二级分类：Computational Finance        计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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