carry a uniform risk weight, irrespective of variations in credit risk. The proposed new Capital Accord of the Bank for … International Settlements provides for a greater sensitivity of capital requirements to credit risk, raising the question of whether … agencies. We combine Moody's data on changes in U.S. borrowers' credit ratings since 1970 with estimates of the risk profile of …

likely facilitated by, among other factors, a loosening of credit terms related to OTC derivatives and securities financing … transactions. However, little or no systematic data on these trends were available at the time. The new Senior Credit Officer … new survey provides qualitative information about changes in credit terms and conditions across the entire range of these …

serious difficulties for stabilization policy. This paper investigates whether the credit-to-GDP ratio gap, which has been …-post revisions to the U.S. credit-to-GDP ratio gap are sizable and as large as the gap itself, and that the main source of these …

In recent years many banks have attempted to improve the measurement and management of credit risk by assigning risk …