-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on …

-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on …

standards for credit risk based on banks' internal risk measurement models. Their goal is to provide a sense of the features … structuring a workable IM regulatory capital regime for credit risk. The authors focus on three main areas: prudential standards … defining the risk estimate to be used in the capital requirements, model standards describing the essential components of a …