Internal ratings systems, implied credit risk and the consistency of banks ́risk classification policies
Year of publication: |
2006
|
---|---|
Authors: | Jacobson, Tor ; Lindé, Jesper ; Roszbach, Kasper |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 7, p. 1899-1926
|
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Schweden | Sweden | Risikomaß | Risk measure | Basler Akkord | Basel Accord |
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