The evolution of credit risk: phenomena, methods and management
AbstractThis 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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Bibliographic InfoArticle provided by Bank of Greece, Economic Research Department in its journal Economic Bulletin.
Volume (Year): (2007)
Issue (Month): 28 (February)
credit risk; capital adequacy; Basel II;
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- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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