Showing 1 - 2 of 2
empirical tests confirm the value of the data for credit risk evaluation and provide insights regarding its use in supervision …, including in calculations of credit risk for capital and provisioning requirements, or as a check on a bank's internal ratings …
Persistent link: https://www.econbiz.de/10010522892
version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of …
Persistent link: https://www.econbiz.de/10010522898