Preliminary Draft Consistency of Internal versus External Credit Ratings and Insurance and Bank Regulatory Capital Requirements

نویسنده

  • Mark Carey
چکیده

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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تاریخ انتشار 2001