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The evolution of credit risk: phenomena, methods and management

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Author Info

  • George A. Christodoulakis

    (Bank of Greece and Manchester Business School)

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    Abstract

    This paper summarizes the proceedings of a conference at the Bank of Greece on credit risk. The papers presented focused on innovations in risk management methods which contribute to systemic financial stability, calculation of capital adequacy in financial institutions as well as the validation of credit rating methods in the context of Basel II.

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    File URL: http://www.bankofgreece.gr/BogEkdoseis/econbull200702.pdf
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    Bibliographic Info

    Article provided by Bank of Greece, Economic Research Department in its journal Economic Bulletin.

    Volume (Year): (2007)
    Issue (Month): 28 (February)
    Pages: 75-82

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    Handle: RePEc:bog:econbl:y:2007:i:28:p:75-82

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    Web page: http://www.bankofgreece.gr
    More information through EDIRC

    Related research

    Keywords: credit risk; capital adequacy; Basel II;

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    Cited by:
    1. Costas N. Kanellopoulos, 2012. "Employment and worker flows during the financial crisis," Economic Bulletin, Bank of Greece, Economic Research Department, issue 36, pages 31-41, April.
    2. Costas N. Kanellopoulos, 2012. "The Size and structure of uninsured employment," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 23-41, December.
    3. Zacharias Bragoudakis & Dimitrios Sideris, 2012. "Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 7-21, December.
    4. Petros M. Migiakis, 2012. "Reviewing the proposals for common bond issuances by the euro-area sovereign under a long-term perspective," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 43-54, December.

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