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Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard Author info | Abstract | Publisher info | Download info | Related research | Statistics David Jones
John Mingo
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
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Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review .
Volume (Year): (1998)
Issue (Month): Oct ()
Pages: 53-60
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Handle: RePEc:fip:fednep:y:1998:i:oct:p:53-60:n:v.4no.3Contact details of provider: Postal: 33 Liberty Street, New York, NY 10045-0001 Email: Web page: http://www.newyorkfed.org/ More information through EDIRC
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Keywords: Risk ; Econometric models ; Bank capital ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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