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Bank lending policy, credit scoring and value-at-risk

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Author Info
Jacobson, Tor
Roszbach, Kasper

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VCY-44TD07Y-B/2/501793d64934544c4c60b45dc0ecf476
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 27 (2003)
Issue (Month): 4 (April)
Pages: 615-633
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Handle: RePEc:eee:jbfina:v:27:y:2003:i:4:p:615-633

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  1. Odeh, Oluwarotimi O. & Featherstone, Allen M. & Sanjoy, Das, 2006. "Predicting Credit Default in an Agricultural Bank: Methods and Issues," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35359, Southern Agricultural Economics Association. [Downloadable!]
  2. Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2002. "Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy," Working Paper Series 142, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  3. Roszbach, Kasper, 2003. "Bank Lending Policy, Credit Scoring and the Survival of Loans," Working Paper Series 154, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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  4. João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, EconWPA. [Downloadable!]
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