مرکز منطقه ای اطلاع رساني علوم و فناوري - Internal ratings systems, implied credit risk and the consistency of banks’ risk classification policies

Title of article :

Internal ratings systems, implied credit risk and the consistency of banks’ risk classification policies

Author/Authors :

Tor Jacobson، نويسنده , , Jesper Lindé، نويسنده , , Kasper Roszbach، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1899

To page :

1926

Keywords :

Internal ratings , Rating systems , Credit risk , Tails , Banks , Basel II , Value-at-Risk

Journal title :

Journal of Banking and Finance

Serial Year :

2006

Journal title :

Journal of Banking and Finance

Record number :

193897

Link To Document :