Bank Lending Policy, Credit Scoring and Value at Risk
| Year of publication: |
1998
|
|---|---|
| Authors: | Jacobson, Tor ; Roszbach, Kasper |
| Publisher: |
Stockholm : Sveriges Riksbank |
| Subject: | Banks | Lending policy | Credit scoring | Value at Risk | Bivariate probit |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 876979304 [GVK] hdl:10419/82386 [Handle] RePEc:hhs:rbnkwp:0068 [RePEc] |
| Classification: | C35 - Discrete Regression and Qualitative Choice Models ; D61 - Allocative Efficiency; Cost-Benefit Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions |
| Source: |
Persistent link: https://www.econbiz.de/10010321247