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Our study examines organizational and sectoral developments in the Estonian banking sector. It can be concluded that despite the unstable economic and legal environment during the transition period, b...
As part of Basel II's incremental risk charge (IRC) methodology, this paper summarizes our extensive investigations of constructing transition probability matrices (TPMs) for unsecuritized credit prod...
The main objective of this paper is to provoke some thoughts on the foreign exchange market and monetary management in Nigeria.
We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of ...
In the early 1990s, Central and Eastern Europecountires (C&EE) began transition into free-market, private-property economies. Thirteen years later, the Index of Economic Freedom published annually by ...

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