Creditportfolioview : an empirical study of its potential application to banks in Singapore and Malaysia.
Leu, Tien Huang.
See, Soon Cheng.
Tay, Ban Wee.
Date of Issue2002
College of Business (Nanyang Business School)
This dissertation is to verify whether certain macroeconomic variables have a causal relationship with default rates based on the McKinsey CreditPortfolioView model in both Malaysia and Singapore banks.
Nanyang Technological University