Featherstone, Allen M.; Roessler, Laura M.; Barry, Peter J. - In: Review of Agricultural Economics 28 (2006) 1, pp. 4-23
Credit risk is the primary risk facing financial institutions. With the proposed guidelines under the New Basel Accord, financial institutions will benefit from better assessing their risks. The probability of default (PD) and risk-rating class is studied for 157,853 loans in the Seventh Farm...