BankCaR (Bank Capital-at-Risk): A credit risk model for US commercial bank charge-offs
Year of publication: |
2008
|
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Authors: | Frye, Jon ; Pelz, Eduard |
Publisher: |
Chicago, IL : Federal Reserve Bank of Chicago |
Subject: | credit risk | risk screening | loan charge-offs | validation |
Series: | Working Paper ; 2008-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 585159750 [GVK] hdl:10419/70561 [Handle] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G21 - Banks; Other Depository Institutions; Mortgages ; G38 - Government Policy and Regulation |
Source: |
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