Bank behavior based on internal credit ratings of borrowers
نویسندگان
چکیده
منابع مشابه
Preliminary Draft Consistency of Internal versus External Credit Ratings and Insurance and Bank Regulatory Capital Requirements
The views expressed herein are not necessarily those of the Board of Governors, other members of its staff, or the Federal Reserve System. Thanks to Mike Zurcher and all the members of the Private Placement Committee for useful conversations and to the Society of Actuaries Credit Risk Loss Experience Study for the data.
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ژورنال
عنوان ژورنال: Journal of Banking & Finance
سال: 1998
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(98)00064-8