In recent years, credit risk evaluation and credit default prediction have attracted a great deal of interests from both practitioners and regulators in the financial industry. This paper reviews various methods in credit risk evaluation. We demonstrate the use of a scorecard in a bank and...

This paper presents Detailed Assessment of the United States’s observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, total U.S. financial assets amounted to almost four and a half times the size...

Loan default risk or credit risk evaluation is important to financial institutions which provide loans to businesses and individuals. Loans carry the risk of being defaulted. To understand the risk levels of credit users (corporations and individuals), credit providers (bankers) normally collect...

New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk...

Owing to information asymmetry, evaluating the credit risk of small- and medium-sized enterprises (SMEs) is difficult. While previous studies evaluating the credit risk of SMEs have mostly focused on intrinsic risk generated by SMEs, our study considers both intrinsic and relational risks...