is added which reads:
"6) appropriate network and information systems that are set...common equity tier 1 capital maintained to meet
all the own funds requirements...
into global, euro area specific
and domestic ones, but also to identify a full set...over-parameterization present in traditional VAR models, especially if the data...
than 75% of bank’s exposures towards market-oriented corporates)
Final data set...firms in default across sectors
Selection of explanatory variables
Initial...
